Relationship between Crude Oil Prices and Stock Market: Evidence from India
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- Warsono Warsono & Edwin Russels & Wamiliana Wamiliana & Widiarti Widiarti & Mustofa Usman, 2019. "Vector Autoregressive with Exogenous Variable Model and its Application in Modeling and Forecasting Energy Data: Case Study of PTBA and HRUM Energy," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 390-398.
- Mohamed Albaity & Ray Saadaoui Mallek & Hasan Mustafa, 2022. "Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries," Risks, MDPI, vol. 10(2), pages 1-15, February.
- Hani El-Chaarani, 2019. "The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 214-223.
- Togonidze, Sophio & Kočenda, Evžen, 2022.
"Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile,"
Economic Systems, Elsevier, vol. 46(3).
- Sophio Togonidze & Evzen Kocenda, 2020. "Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile," Working Papers IES 2020/35, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2020.
- Sophio Togonidze & Evžen Kočenda, 2022. "Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: An Analysis by Region and Resource Profile," FFA Working Papers 4.005, Prague University of Economics and Business, revised 25 Apr 2022.
- Parul Bhatia, 2021. "Sustainability Of Exchange Rates And Crude Oil Prices Connection With Covid-19: An Investigation For Brics," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 5, pages 19-29, October.
- Theophilus Teye Osah & Andre Varella Mollick, 2023. "Stock and oil price returns in international markets: Identifying short and long-run effects," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(1), pages 116-141, March.
- Rodrigo A. Morales Fernández Rafaelly & Roberto J. Santillán-Salgado, 2021. "Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
- Muhammad Ali, Khalid M. Iraqi, Abdul Waheed Khan, 2019. "Impact of Oil Prices on Stock Market Performance: Evidence from Top Oil Importing Countries," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(2), pages 1-14, October.
- Adnan Ali Shahzad & Shabbir Ahmad & Naveed Hayat & Muhammad Imran & Jamshaid Ur Rehman, 2022. "Impact Of Oil Price, Exchange Rate, And Interest Rate On Stock Market Of Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 11(1), pages 172-183.
- Muhammad Hanif, 2024. "Co-movement of Oil and Stock Markets During COVID-19: Evidence from the Gulf Corporation Council," Contemporary Review of the Middle East, , vol. 11(3), pages 338-359, September.
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Keywords
Crude oil; BSE Energy Index; Nifty; Vector Autoregression;All these keywords.
JEL classification:
- Q42 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Alternative Energy Sources
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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