[PDF][PDF] Relationship between crude oil prices and stock market: Evidence from India

A Sharma, S Giri, H Vardhan, S Surange… - International Journal of …, 2018 - zbw.eu
This paper estimates the linear interdependencies between international crude oil prices
and stock market indices of India using weekly data spanning from January 2010 to January …

Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach

J Sánchez García, S Cruz Rambaud - Journal of Economics and Finance, 2023 - Springer
Volatility in international oil markets is a recurrent phenomenon which causes spillovers on
financial markets. However, a bidirectional comparison between the dynamic behavior of …

Modeling of the dynamics relationship between world crude oil prices and the stock market in Indonesia

P Adam, U Rianse, E Cahyono… - International Journal of …, 2015 - dergipark.org.tr
This study aims to examine the dynamics of the relationship between world crude oil prices
and Indonesian stock market within the period of January 1st, 2004 to December 31st, 2013 …

The effects of VIX index, exchange rate & oil prices on the BIST 100 index: A quantile regression approach

B Tekin, M Hatipoğlu - Tekin, B, Hatipoğlu, M.(2017). The Effects of …, 2017 - papers.ssrn.com
The aim of this study is to investigate the effect of oil price, US Dollar rate and VIX on Borsa
Istanbul by employing quantile regression model. In the literature, there are studies that …

The effects of crude oil price changes on the Indonesian Stock Market: A sector investigation

F Rahmanto, MH Riga, V Indriana - The Indonesian Capital …, 2016 - scholarhub.ui.ac.id
This article contributes to country specific result on the responses of sector stock indices to
crude oil price changes. Using linear and asymmetric models and by studying the …

Causal nexus between the anomalies in the crude oil price and stock market

IT Hawaldar, R Mathukutti, L Lokesh… - International Journal of …, 2020 - papers.ssrn.com
The paper attempts to examine the causal association between the crude oil price
anomalies and stock market returns in the Indian stock market. The study covers 9 years …

Analisis pengaruh harga minyak mentah dunia, harga batubara, harga emas, inflasi, dan nilai tukar terhadap IHSG

MD Prasada, IRD Pangestuti - Diponegoro journal of …, 2022 - ejournal3.undip.ac.id
This study aims to examine the effect of world crude oil prices, coal prices, gold prices,
inflation, and the exchange rate on the IDX Composite. The sample used in this study is …

[PDF][PDF] Global Prices of Crude Oil and the Stock Market Nexus in Indonesia

J Januri - International Journal of Energy Economics and Policy, 2021 - zbw.eu
The research intends to analyze the connection among the global prices of crude oil and
stock market of Indonesia for the period of 2010 to 2019. The international prices for crude …

Analisis Pengaruh Harga Minyak Mentah dan Nilai Tukar terhadap Indeks Harga Saham Gabungan (IHSG) di Indonesia

AA Pramesthi, DL Hutajulu, NZ Putri… - Jurnal Ekonomi Bisnis …, 2024 - jurnal.itscience.org
Penelitian ini dilakukan untuk menganalisis pengaruh harga minyak mentah dan nilai tukar
terhadap indeks harga saham gabungan (IHSG) di Indonesia menggunakan Error …

VIX endeksi, döviz kuru ve petrol fiyatlarının BİST 100 endeksi üzerindeki etkileri: Bir kuantil regresyon yaklaşımı

B Tekin, M Hatipoğlu - Ordu Üniversitesi Sosyal Bilimler Enstitüsü …, 2017 - dergipark.org.tr
Finans literatürüne bakıldığında hisse senedi piyasalarını etkileyen unsurların neler olduğu
konusunun gün geçtikçe önemini arttıran bir konu olduğu görülmektedir. Bu konuda risk ve …