Does the source of oil price shocks matter for South African stock returns? A structural VAR approach

Energy Economics

Volumn 40, Issue , 2013, Pages 825-831

  Gupta, Rangan ^a   Modise, Mampho P ^a  

^a UNIVERSITY OF PRETORIA   (South Africa)

Author keywords

C32; C58; G1; Oil price shocks; Q43; Sign restrictions; Stock returns; Structural vector autoregression

Indexed keywords

C32; C58; G1; OIL PRICE SHOCKS; Q43; SIGN-RESTRICTIONS; STOCK RETURNS; STRUCTURAL VECTOR AUTOREGRESSION;

COSTS; ECONOMICS; ENERGY RESOURCES; REGRESSION ANALYSIS; VALUE ENGINEERING;

INVESTMENTS;

DECOMPOSITION ANALYSIS; ENERGY MARKET; OIL SUPPLY; PRICE DYNAMICS; STOCK MARKET; VECTOR AUTOREGRESSION;

SOUTH AFRICA;

EID: 84887260618     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2013.10.005     Document Type: Article

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