Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?

Energy Economics

Volumn 32, Issue 4, 2010, Pages 877-886

  Filis, George ^a  

^a UNIVERSITY OF PORTSMOUTH   (United Kingdom)

Author keywords

Cyclical components; Macroeconomic indicators; Oil prices; Stock market; VAR

Indexed keywords

COINTEGRATION; CONSUMER PRICE INDEX; FINANCIAL ANALYSTS; INDUSTRIAL PRODUCTION; MACRO ECONOMY; MACROECONOMIC INDICATORS; NEGATIVE INFLUENCE; OIL PRICES; POLICY MAKERS; POSITIVE EFFECTS; STATISTICAL FRAMEWORK; STOCK MARKET;

COSTS; ECONOMICS; GAS INDUSTRY; VALUE ENGINEERING;

COMMERCE;

COMMODITY PRICE; ECONOMIC POLICY; INDUSTRIAL PRODUCTION; INVESTMENT; MACROECONOMICS; OIL SUPPLY; STOCK MARKET; VECTOR AUTOREGRESSION;

GREECE;

EID: 77953362822     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2010.03.010     Document Type: Article

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