Oil price shocks and stock markets in the U.S. and 13 European countries

Energy Economics

Volumn 30, Issue 5, 2008, Pages 2587-2608

  Park, Jungwook ^a   Ratti, Ronald A ^b  

^a Ministry of Knowledge Economy   (South Korea)

^b UNIVERSITY OF MISSOURI   (United States)

Author keywords

Oil price shocks; Oil price volatility; Real stock returns

Indexed keywords

ADMINISTRATIVE DATA PROCESSING; COMMERCE; FINANCIAL DATA PROCESSING;

ASYMMETRIC EFFECTS; ELSEVIER (CO); EUROPEAN COUNTRIES; INTEREST RATE (IR); OIL PRICES; STOCK MARKETS; STOCK RETURNS; VARIANCE DECOMPOSITION;

TURBULENT FLOW;

COMMODITY PRICE; CRUDE OIL; DECOMPOSITION ANALYSIS; ENERGY MARKET; INTEREST RATE; STOCK MARKET; VARIANCE ANALYSIS;

EURASIA; EUROPE; NORTH AMERICA; NORTHERN EUROPE; NORWAY; SCANDINAVIA; UNITED STATES;

EID: 48049111180     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2008.04.003     Document Type: Article

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