Essec\Faculty\Model\Contribution {#2233 ▼
#_index: "academ_contributions"
#_id: "10507"
#_source: array:26 [
"id" => "10507"
"slug" => "oil-price-asymmetric-effects-answering-the-puzzle-in-international-stock-markets"
"yearMonth" => "2013-07"
"year" => "2013"
"title" => "Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets"
"description" => "RAMOS, S. et VEIGA, H. (2013). Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets. <i>Energy Economics</i>, 38(1), pp. 136-145.
RAMOS, S. et VEIGA, H. (2013). Oil Price Asymmetric Effects: Answering the Puzzle in International S
"
"authors" => array:2 [
0 => array:3 [
"name" => "RAMOS Sofia"
"bid" => "B00683001"
"slug" => "ramos-sofia"
]
1 => array:1 [
"name" => "VEIGA Helena"
]
]
"ouvrage" => ""
"keywords" => array:5 [
0 => "Asymmetric effects"
1 => "International stock markets"
2 => "Oil prices"
3 => "Panel data"
4 => "Oil price volatility"
]
"updatedAt" => "2021-07-13 14:31:37"
"publicationUrl" => "https://www.sciencedirect.com/science/article/pii/S0140988313000601"
"publicationInfo" => array:3 [
"pages" => "136-145"
"volume" => "38"
"number" => "1"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => """
This paper finds evidence that effects for oil-importing and oil-exporting countries run in opposite directions. Oil price hikes have a\n
This paper finds evidence that effects for oil-importing and oil-exporting countries run in opposite
negative effect on the stock markets of oil-importing countries, while the impact is positive for the stock\n
negative effect on the stock markets of oil-importing countries, while the impact is positive for th
markets of oil-exporting countries. Statistical tests support the presence of asymmetric effects only in\n
markets of oil-exporting countries. Statistical tests support the presence of asymmetric effects onl
oil-importing countries. Oil price volatility has a negative impact in stock markets of oil-importing countries\n
oil-importing countries. Oil price volatility has a negative impact in stock markets of oil-importin
and positive in oil-exporting countries. Moreover, oil volatility seems to be affected asymmetrically by oil\n
and positive in oil-exporting countries. Moreover, oil volatility seems to be affected asymmetricall
price changes. Oil price drops increase oil volatility more than oil price hikes do. Overall, the evidence\n
price changes. Oil price drops increase oil volatility more than oil price hikes do. Overall, the ev
seems to support that falls in oil prices do not impact stock markets because their positive effects are offset\n
seems to support that falls in oil prices do not impact stock markets because their positive effects
by negative effects of oil price volatility, canceling out effects for oil-importing countries.
"""
"en" => """
This paper finds evidence that effects for oil-importing and oil-exporting countries run in opposite directions. Oil price hikes have a\n
This paper finds evidence that effects for oil-importing and oil-exporting countries run in opposite
negative effect on the stock markets of oil-importing countries, while the impact is positive for the stock\n
negative effect on the stock markets of oil-importing countries, while the impact is positive for th
markets of oil-exporting countries. Statistical tests support the presence of asymmetric effects only in\n
markets of oil-exporting countries. Statistical tests support the presence of asymmetric effects onl
oil-importing countries. Oil price volatility has a negative impact in stock markets of oil-importing countries\n
oil-importing countries. Oil price volatility has a negative impact in stock markets of oil-importin
and positive in oil-exporting countries. Moreover, oil volatility seems to be affected asymmetrically by oil\n
and positive in oil-exporting countries. Moreover, oil volatility seems to be affected asymmetricall
price changes. Oil price drops increase oil volatility more than oil price hikes do. Overall, the evidence\n
price changes. Oil price drops increase oil volatility more than oil price hikes do. Overall, the ev
seems to support that falls in oil prices do not impact stock markets because their positive effects are offset\n
seems to support that falls in oil prices do not impact stock markets because their positive effects
by negative effects of oil price volatility, canceling out effects for oil-importing countries.
"""
]
"authors_fields" => array:2 [
"fr" => "Finance"
"en" => "Finance"
]
"indexedAt" => "2025-02-23T07:21:40.000Z"
"docTitle" => "Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets"
"docSurtitle" => "Articles"
"authorNames" => "<a href="/cv/ramos-sofia">RAMOS Sofia</a>, VEIGA Helena"
"docDescription" => "<span class="document-property-authors">RAMOS Sofia, VEIGA Helena</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2013</span>
<span class="document-property-authors">RAMOS Sofia, VEIGA Helena</span><br><span class="document-pr
"
"keywordList" => "<a href="#">Asymmetric effects</a>, <a href="#">International stock markets</a>, <a href="#">Oil prices</a>, <a href="#">Panel data</a>, <a href="#">Oil price volatility</a>
<a href="#">Asymmetric effects</a>, <a href="#">International stock markets</a>, <a href="#">Oil pri
"
"docPreview" => "<b>Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets</b><br><span>2013-07 | Articles </span>
<b>Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets</b><br><span>20
"
"docType" => "research"
"publicationLink" => "<a href="https://www.sciencedirect.com/science/article/pii/S0140988313000601" target="_blank">Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets</a>
<a href="https://www.sciencedirect.com/science/article/pii/S0140988313000601" target="_blank">Oil Pr
"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 9.006754
+"parent": null
}