Inhaltsverzeichnis
Auswahl der wissenschaftlichen Literatur zum Thema „Oil stock“
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Zeitschriftenartikel zum Thema "Oil stock"
1
Yelamanchili, Rama Krishna. "Short-term Economic Indicators, Stock Market Indexes and Indian Oil and Gas Stocks Returns." Indian Journal of Finance and Banking 4, no. 1 (2020): 1–13. http://dx.doi.org/10.46281/ijfb.v4i1.454.
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In this paper we examine the causal relationship between short term economic indicators, stock market indexes and oil and gas stocks returns. We postulate that economic indicators positively and significantly cause and predict stock market indexes and oil and gas stock returns in short run. In addition, we posit that stock market indexes cause and predict oil and gas stock returns in short run. To test our hypotheses we chose four short-term economic indicators, two stock market indexes, and 10 oil and gas companies. Our results indicate that there is no causal relationship between both short-term economic indicators and stock market indexes, and between short-term economic indicators and oil and gas stock returns. However, we receive support to one of our hypotheses that stock market indexes cause oil and gas stock returns. This causation is contemporaneous only and we observe that stock market indexes lack short-term predictive power of oil and gas stock returns. We conclude that investors need to be vigilant in considering coincident indicators as explanatory variables to predict stock returns. We suggest that stock market indexes are helpful to predict contemporaneous returns but not future returns of oil and gas stocks.
 JEL Classification: B1, C32, D4, G2.
2
Sedighi, Mohammadi, Fard, and Sedighi. "The Nexus between Stock Returns of Oil Companies and Oil Price Fluctuations after Heavy Oil Upgrading: Toward Theoretical Progress." Economies 7, no. 3 (2019): 71. http://dx.doi.org/10.3390/economies7030071.
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This study attempts to discover the nexus between crude oil price fluctuation after heavy oil upgrading and stock returns of petroleum companies in the U.S. Stock Exchange for the years 2008 to 2018. One of the methods of upgrading heavy crude oil is to extract asphaltene from crude oil. Considering the Asphaltene Removal (AR) as a factor in the nexus between oil price and the stock market is an innovation in the literature of energy finance. Asphaltenes cause many problems in the petroleum industry, which increases the cost of oil production and reduces the financial efficiency of oil companies. The AR is certainly one of the significant matters of the oil industry and can affect the price of oil. Therefore, changes in the price of oil can influence the price of oil company stocks. Hence, changes in stock prices will certainly affect the stock returns of oil companies. In an effort to solve this puzzle, the four financial models were employed to explore the nexus between oil price fluctuations and stock returns. The analysis of the results demonstrated that the oil price fluctuations caused by the removal of asphaltenes influence the stock returns of petroleum companies. Eventually, the theoretical hypothesis was confirmed by considering the USA as a case study. The outcomes of this investigation are a theoretical progression in areas related to the petroleum industry and the stock market that could lead to the adoption of new investment policies in the petroleum industry including investing in new procedures to manage and decrease the costs and time of the AR process, which would result in the advancement of petroleum companies. In fact, we have introduced a modern investment strategy in the oil industry aimed at reducing oil production costs, improving financial statements and increasing the stock returns of petroleum companies. Eventually, we will present new investment policies in the oil industry that can lead to economic growth and development of financial markets especially stock market, derivatives market, futures exchange, commodities exchange, as well as bond market.
3
Khurshid, Muzammil, and Berna Kirkulak-Uludag. "Shock and volatility spillovers between oil and emerging seven stock markets." International Journal of Energy Sector Management 15, no. 5 (2021): 933–48. http://dx.doi.org/10.1108/ijesm-02-2020-0014.
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Purpose This study aims to examine the volatility spillover effects between oil and stock returns in the emerging seven economies. Design/methodology/approach In this study, the Granger causality test and vector autoregression-generalized autoregressive conditional heteroskedasticity approach to analyze the volatility spillover from 1995 to 2019 were used. The findings provide evidence of significant volatility spillover between oil and Brazil, China, India, Indonesia, Mexico, Russia and Turkey (E7) stock markets. Findings All emerging seven stock markets exhibit positive and low constant conditional correlations with oil assets. The magnitude of the correlation changes in respond to the country’s net position in the crude oil market. While a relatively high level of correlation exists between oil and the stock markets of net oil-exporting countries, a relatively low level of correlation exists between oil and the stock markets of net oil-importing countries. Originality/value The findings suggest that oil asset improves the risk-adjusted performance of a well-diversified portfolio of stocks. However, investors should invest a larger portion of their portfolios in E7 stock markets than in oil.
4
Atiq, Zeeshan, and Muhammad Farhan. "IMPACT OF OIL PRICES ON STOCK RETURNS: EVIDENCE FROM PAKISTAN’S STOCK MARKET." Journal of Social Sciences and Humanities 57, no. 2 (2018): 47–63. http://dx.doi.org/10.46568/jssh.v57i2.31.
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Very few studies have investigated the movement in stock returns that result due to changes in oil prices. In recent years due to cooling down of China, unveiled oil reserves of Iran, decreasing demand worldwide and discovery of shale gases the world has experienced a large fall in the oil prices. These changes are also affecting performance of manufacturing and other associated companies in countries all over the world. Pakistan has also been affected by these changes in many ways. Especially, the returns on stock markets have been affected a lot by the variations in the oil prices. This paper using monthly data set from years 2014 to 2016 of the non-financial firms operated in Pakistan Stock Exchange (PSX), investigates the effect of variation in oil prices on returns on stock. Results from the panel data analysis indicate a negative relationship between the variables. Since, Pakistan is an oil importing, movement in the prices contribute towards affecting the production cost in a positive manner which in turn affects the execution of the enterprises as well as returns of the stocks negatively.
5
Tusiime, Ivan Mugarura, and Man Wang. "Are Islamic stocks subject to oil price risk exposure?" Journal of Risk Finance 21, no. 2 (2020): 181–200. http://dx.doi.org/10.1108/jrf-05-2019-0076.
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Purpose The purpose of this paper is to examine whether oil price risk is a significant determinant of stock returns. Design/methodology/approach Using monthly data on a sample of Islamic stocks listed on the New York Stock Exchanges and National Association of Securities Dealers Automated Quotations System (NASDAQ) over the period from January 1990 to December 2017, the study examines whether oil price risk is a significant determinant of stock returns using Fama–French–Carhart’s four-factor asset pricing model amplified with Brent oil price factor. Findings The results from the cross-sectional regression analysis indicate that the extent of the exposure is significantly positive using a full sample period. Moreover, results from size and momentum factors are highly significant whereas book-to-market has no significant impact on Islamic stock returns. Research limitations/implications The results support the concept for diversification in equity investment and are thus important for investors, analysts and policymakers. Originality/value This study is the first of its kind to establish whether oil price risk is a factor that can determine returns of Islamic listed stocks using the most developed stock market in the world (New York Stock Exchanges and NASDAQ).
6
Hoque, Mohammad Enamul, Soo-Wah Low, and Mohd Azlan Shah Zaidi. "The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?" Energies 13, no. 15 (2020): 3901. http://dx.doi.org/10.3390/en13153901.
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This study explores Malaysian oil and gas stocks’ exposure to oil and gas risk factors, paying special attention to subindustry classification, stock size, book-to-market value, and volatility state. The study employs firm-level weekly frequency data of oil and gas firms and several multi-asset pricing models within a GARCH (1,1)-X and Markov-switching framework. The empirical findings reveal that oil price, gas price, and exchange rate exhibit positive effects on the stock returns of all oil and gas sub-industries, but they exhibit negative effects on gas utilities sub-industry stock returns. The empirical findings also reveal that the extent of this effect varies across sub-industry, stock size, book-to-market value, and volatility states. Thus, the findings suggest the existence of asymmetric, heterogeneous, and non-linear exposures.
7
Salisu, Afees Adebare, Raymond Swaray, and Tirimisiyu Oloko. "US stocks in the presence of oil price risk: Large cap vs. Small cap." Economics and Business Letters 6, no. 4 (2018): 116. http://dx.doi.org/10.17811/ebl.6.4.2017.116-124.
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This study queries the act of making generalization about the dynamics of returns and volatility spillovers between oil price and U.S. stocks by merely considering only large cap stocks. It argues that this kind of generalization may be misleading, as the reactions of large cap, mid cap and small cap stocks to change in oil prices are not expected to be uniform. Our findings show that it is correct to make generalization about oil-U.S. stock relationship with large cap stocks when analysing returns spillovers, but the generalization is incorrect when considering stock caps returns volatility spillovers, particularly under falling and relatively stable oil prices.
8
Youssef, Manel, and Khaled Mokni. "Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?" Economies 7, no. 3 (2019): 70. http://dx.doi.org/10.3390/economies7030070.
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The impact that oil market shocks have on stock markets of oil-related economies has several implications for both domestic and foreign investors. Thus, we investigate the role of the oil market in deriving the dynamic linkage between stock markets of oil-exporting and oil-importing countries. We employed a DCC-FIGARCH model to assess the dynamic relationship between these markets over the period between 2000 and 2018. Our findings report the following regularities: First, the oil-stock markets’ relationship and that between oil-importing and oil-exporting countries’ stock markets themselves is time-varying. Moreover, we note that the response of stock market returns to oil price changes in oil-importing countries changes is more pronounced than for oil-exporting countries during periods of turmoil. Second, the oil-stock dynamic correlations tend to change as a result of the origin of oil prices shocks stemming from the period of global turmoil or changes in the global business cycle. Third, oil prices significantly drive the relationship between oil-importing and oil-exporting countries’ stock markets in both high and low oil-stock correlation regimes.
9
Priambodo, Oktanindita, Hariyadi, Suwarto, and I. Putu Santikayasa. "Influence of Land Use and Rainfall on Carbon Stock Dynamics for Oil Palm and Rubber." Agromet 34, no. 2 (2020): 121–28. http://dx.doi.org/10.29244/j.agromet.34.2.121-128.
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The expansion of agricultural commodities including oil palm plantations potentially causes an increase of greenhouse gas emissions by amplifying carbon dioxide (CO2) in the atmosphere. In the long term, this amplification will alter climate change. However, oil palm also has the potency to reduce greenhouse gas emissions by absorbing CO2 through photosynthesis. This study aims to determine the carbon stock that can be absorbed by oil palm and rubber plants, and to determine the relationship of rainfall with carbon stock in oil palm plants. The study used satellite image data based on Landsat and combined with rainfall data from near Perbaungan District, North Sumatra. Three Landsat data (acquisition date: (i) 12 February 2000, (ii) 8 March 2009, and (iii) 11 August 2019) were processed to estimate carbon stock. The procedure for estimating carbon stock was as follows: determining the sample and digitizing the sampling points, converting the digital value of the numbers into the spectral spectrum, calculating the albedo values, calculating the long-wave and short-wave radiations, computing biomass, and the absorbed carbon stock. The results showed that the carbon stock in oil palm was greater than that of rubber plants as oil palm has a greater biomass. The greater the plant biomass, the bigger the carbon stock absorbed. Further, the findings revealed that rainfall in dry season has a contribution to carbon stock in oil palm and rubber. The higher the total rainfall during dry season will increase the absorbed carbon stocks.
10
Puspitasari, Ardina, Hermanto Siregar, and Trias Andati. "ANALISIS INTEGRASI BURSA SAHAM ASEAN 5." JURNAL EKONOMI DAN KEBIJAKAN PEMBANGUNAN 4, no. 2 (2018): 187–206. http://dx.doi.org/10.29244/jekp.4.2.187-206.
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This study aimed to analyze the integration of the stock markets of ASEAN 5 (Indonesia, Malaysia, Singapore, Thailand, and the Philippines) associated with the event of dropped world oil prices in 2014. This study using Vector Error Correction Model (VECM) to analyze market integration 5 stocks with variable stock market. In this study uses a dummy variable of oil price with the value of 0 for the period 2009 to 2013 where world oil prices are still stable and the value of 1 for the period 2014 to 2015 where a decline in world oil prices. Results from this study shows that there is a relationship between the stock market cointegration ASEAN 5 during the study period that’s mean that there is integration among ASEAN 5 stock markets. Indonesia's stock market is influenced by Thailand and Singapore in the long term. Dummy variables significantly influence the JCI during the short term.