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Aali-Bujari, Alí; Venegas-Martı́nez, Francisco; Santillán‐Salgado, Roberto J.

doi:10.32479/ijeep.7120

IJEEP

2018

DOI: 10.32479/ijeep.7120

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Alí Aali-Bujari

Francisco Venegas-Martı́nez²,

Roberto J. Santillán‐Salgado³

Abstract: The aim of this paper is to assess the impact of the stock market on the consumption of electric power in the major economies of Latin America during the period 1995-2014. To do this, a dynamic panel data model is estimated through the generalized method of moments. The main empirical finding is that electric power consumption is positively affected by the stock market indices of Argentina,

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2023

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A Study on Oil Price Volatility Exposure to Stock Market Return

Saraswat,

Saraswat

2023

Advances in Business Information Systems and Analytics

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The objective of this chapter is to find the impact of crude oil price fluctuations on the stock market return of China. Further, the study extended to find the magnitude and the level of exposure to stock market return from the exchange rate. The study used quarterly time series data from 2008 to 2022 to measure the exposure magnitude to the stock market return from variability in crude oil price, exchange rate, interest rate, and GDP. The study used the ARDL bound test and VDC analysis as methodology and checked for multiple breakpoints. The study findings suggested a long running cointegration among crude oil price, exchange rate, interest rate and stock market return. Results indicated that disequilibrium in the short run to stock market return would converge back itself. The investigation concluded that oil and exchange rates transmit shocks to the stock market return. But the oil exposure to the stock market return is the highest, whereas the GDP causes the least volatility.

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A Study on Oil Price Volatility Exposure to Stock Market Return

Saraswat,

Saraswat

2023

Advances in Business Information Systems and Analytics

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Cited by 1 publication

References 26 publications

A Study on Oil Price Volatility Exposure to Stock Market Return

A Study on Oil Price Volatility Exposure to Stock Market Return

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