Crude oil shocks and stock markets: A panel threshold cointegration approach

Energy Economics

Volumn 33, Issue 5, 2011, Pages 987-994

  Zhu, Hui Ming ^a   Li, Su Fang ^b   Yu, Keming ^b,c  

^a HUNAN UNIVERSITY   (China)

^b SHIHEZI UNIVERSITY   (China)

^c BRUNEL UNIVERSITY   (United Kingdom)

Author keywords

Asymmetric adjustment; Crude oil shocks; Granger causality; Panel data; Stock market prices

Indexed keywords

ASYMMETRIC ADJUSTMENT; GRANGER CAUSALITY; OIL SHOCK; PANEL DATA; STOCK MARKET PRICES;

CRUDE OIL; FINANCE;

COMMERCE;

COINTEGRATION ANALYSIS; CRUDE OIL; ERROR CORRECTION; GRANGER CAUSALITY TEST; OECD; PANEL DATA; PRICE DYNAMICS; STOCK MARKET;

EID: 80052172506     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2011.07.002     Document Type: Article

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