Relevant bibliographies by topics / Oil stock

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Oil stock'

Author: Grafiati
Published: 1 July 2021
Last updated: 5 February 2022

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Journal articles on the topic "Oil stock"

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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 (January 8, 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.
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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 (July 10, 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.
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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 (April 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.
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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 (December 31, 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.
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Tusiime, Ivan Mugarura, and Man Wang. "Are Islamic stocks subject to oil price risk exposure?" Journal of Risk Finance 21, no. 2 (April 18, 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).
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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 (July 31, 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.
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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 (March 18, 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.
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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 (July 10, 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.
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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 (December 14, 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.
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Puspitasari, Ardina, Hermanto Siregar, and Trias Andati. "ANALISIS INTEGRASI BURSA SAHAM ASEAN 5." JURNAL EKONOMI DAN KEBIJAKAN PEMBANGUNAN 4, no. 2 (January 31, 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.
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Dissertations / Theses on the topic "Oil stock"

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Sheikhani, Mardin. "Political risk and Russian oil stock : A comparison of performance and volatility between leading producers in a global context." Thesis, Uppsala universitet, Institutionen för informatik och media, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-447811.

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This paper compares Russian and US oil stock performance in terms of risk adjusted returns and volatility with an emphasis on political risk. This is done through using the Sharpe ratio and expanding the notion of risk-free interest rates to capture different levels of political risk in monetary terms. The comparison is made on the DJUSEN and the MOEXOG during 2011-2019. The result of the study shows that Russian oil stock performed significantly worse than its US equivalent during the period both in terms of risk adjusted returns and volatility. These results are thought to be of importance for financial investors, be they private individuals or institutions.
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Schmitz, Anthony. "Effect of oil prices on returns to alternative energy investments." Thesis, Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/31843.

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Thesis (M. S.)--Economics, Georgia Institute of Technology, 2010.
Committee Chair: Vivek Ghosal; Committee Member: Byung-Cheol Kim; Committee Member: Chun-Yu Ho; Committee Member: Tibor Besedes. Part of the SMARTech Electronic Thesis and Dissertation Collection.
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Varghese, Matthew Joseph. "The Effects of Oil Supply Shocks on U.S. Stock Market Returns." Scholarship @ Claremont, 2012. http://scholarship.claremont.edu/cmc_theses/312.

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This paper attempts to assess the impact of price fluctuations in oil resulting from worldwide oil supply shocks on the real returns of the U.S. stock market, specifically the S&P 500, during the period of 1986 to 2011. While much past research has found an inverse relationship to exist between simply oil price increases and stock market returns, not many studies have been conducted that focus on the effects of shifts in oil supply. The model utilized, a variation of that used by Hamilton (2008), determines that changes in oil prices arising from oil supply shocks one quarter prior (t-1) and one year prior (t-4) have an effect on real stock returns. However, an F-test assessing the joint impact of the explanatory variables is unable to reject the null hypothesis that the joint effects of changes in oil prices arising from supply shocks have zero effect on the returns of the stock market.
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Hamilton, Gustaf, and Sean Winstanley. "How the Price of Crude Oil Affects the Swedish Stock Market." Thesis, Jönköping University, JIBS, Economics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-825.

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In late summer 2006 we experienced historically high oil prices, and due to this event we found it appropriate to investigate what influence oil price changes has on the Swedish stock market. The purpose with our research was to see the affect that oil price changes has on the Swedish economy, and if the influence of the oil price is still as strong as it used to be. To help us draw conclusions we have applied the Arbitrage Pricing Theory. With use of statistical analysis we have been able to examine the relation between oil prices and other macroeconomic variables, and how these affect the Affärsvärlden Generalindex. Our results show that oil has a significant influence, our regression analysis show that a 1 unit increase in the oil price results in a 0.08 unit decrease in Affärsvärldens Generalindex. Our study has also given us indications that the oil price effect on the Swedish economy has decreased since the mid 1980´s. We can also draw conclusions that since the 1970´s, society has moved from heavy oil dependency towards a more diversified usage of energy sources. The results for Sweden are in line with the influence of oil has on other world economies.


Under sensommaren 2006 erfarde vi historiskt höga oljepriser. Med denna händelse som grund fann vi det relevant att undersöka oljans påverkan på den svenska ekonomin. Syftet med denna uppsats var att se hur skillnader i oljepriset påverkar Sveriges ekonomi och om oljan fortfarande har en lika stark påverkan som tidigare. Som verktyg för att påvisa detta har vi använt oss av ”Arbitrage Pricing Theory”. Med hjälp av statistisk analys har vi kunnat se påverkan av oljeprisfluktuationer och andra makroekonomiska variablers påverkan på ekonomin. Affärsvärldens Generalindex har använts som definition av ekonomin. Våra resultat visar att oljan har en signifikant påverkan på svensk ekonomi, en 1 enheters uppgång av oljepriset resulterar i en minskning med 0,08 enheter på Affärsvärldens Generalindex. Vår studie ger även indikationer att oljeprisets påverkan har minskat sedan mitten av 1980-talet. Vi kan också utläsa att samhället har skiftat från ett tungt oljeberoende i energiförbrukning mot mer diversifierade typer av energikällor, detta sedan 1970-talet. Resultaten visar även att Sveriges relation till olja är i linje med andra världsekonomier.

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BARBETTA, EMILIA DE VASCONCELOS. "DIMENSIONING SAFETY STOCK OF OIL PRODUCTS: METHODOLOGY AND A CASE STUDY." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2008. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=12306@1.

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Nesta dissertação são apresentados dois modelos de estoque aplicados ao sistema de controle de estoques (Q, R), que envolve a definição do tamanho de lote a ser encomendado a cada vez e a ocasião de encomendar. Esses modelos têm como objetivo a minimização do custo total anual formado pelo custo de encomendar, de manter e de falta de estoque. Os modelos são testados na sua forma completa e com aproximações sugeridas por diversos autores e, em seguida, os resultados são comparados. Além disso, é desenvolvida uma formulação que busca simplificar a identificação dos casos reais que podem utilizar as aproximações sugeridas para estes modelos. Um dos modelos é utilizado para definir níveis ótimos de estoque de derivados de petróleo em uma refinaria da Petrobras e os resultados são comparados com níveis de estoque praticados hoje pela empresa.
This dissertation presents two inventory models applied to the continuous review, order-point, order-quantity (Q, R), that define a fixed quantity to be ordered and the occasion to order. The objective is to minimize the total annual cost comprised by setup, backorder/stockout and holding costs. First, these models are tested with their complete formulation and compared with approximations proposed by many authors. Second, it is developed a formulation to facilitate the identification of real cases where approximation is recommended. Finally one of these models is applied to define optimum inventory levels of oil products in a Petrobras` refinery and results are compared with the level of inventory the company now holds.
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Abeng, Magnus O. "Oil price uncertainty, sectoral stock returns and output growth in Nigeria." Thesis, University of Surrey, 2018. http://epubs.surrey.ac.uk/845835/.

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This thesis examines the influence of oil price uncertainty shocks on sector stock return uncertainties and real output and provides new insights on how oil price uncertainty impulses are transmitted to the Nigerian macroeconomy. Five industry sectors namely banking, oil and gas, insurance, food beverages and tobacco, and consumer goods are investigated. The major contributions of this thesis include the decomposition of the effect of oil price change into sector stocks, application of second moment analysis, utilisation of high frequency micro-data and adoption of more than one econometric methodology. This deviates markedly from previous studies and unveils critical decision making information that was hitherto subsumed under the conventional macro-analysis approach. Three themes are examined for Nigeria using the multifactor model and the structural vector autoregressive framework. The first focuses on estimating sector stock returns sensitivity to oil price changes; the second analyses the effect of oil price uncertainty shocks on sector stock returns uncertainty, while the third assesses the effect of oil price uncertainty shocks on output growth. Significant policy issues include the overwhelming consequence of the oil price factor, the industry-wide negative effect of exchange rate and the near neutrality of interest rate effect. Evidence of price and exchange rate puzzles are clearly demonstrated. Though this poses a serious threat to the effective conduct of monetary policy in achieving the price and monetary stability mandate, they however, serve as potent tools for economic agents’ portfolio selection and management of investment risks. Suggested policy direction includes monitoring oil price movements, ensuring a stable foreign exchange market, and the removal of structural rigidities such as infrastructural bottlenecks and fuel subsidy programme. This would eliminate the perceived impediments to the effective conduct and implementation of monetary policy as well as enhance the seamless transmission of policy impulses to the economy.
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Wang, Jiayue. "Essays on oil price shocks and financial markets." Thesis, University of Edinburgh, 2012. http://hdl.handle.net/1842/6412.

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This thesis is composed of three chapters, which can be read independently. The first chapter investigates how oil price volatility affects the investment decisions for a panel of Japanese firms. The model is estimated using a system generalized method of moments technique for panel data. The results are presented to show that there is a U-shaped relationship between oil price volatility and Japanese firm investment. The results from subsamples of these data indicate that this U-shaped relationship is more significant for oil-intensive firms and small firms. The second chapter aims to examine the underlying causes of changes in real oil price and their transmission mechanisms in the Japanese stock market. I decompose real oil price changes into three components; namely, oil supply shock, aggregate demand shock and oil-specific demand shock, and then estimate the dynamic effects of each component on stock returns using a structural vector autoregressive (SVAR) model. I find that the responses of aggregate Japanese real stock returns differ substantially with different underlying causes of oil price changes. In the long run, oil shocks account for 43% of the variation in the Japanese real stock returns. The response of Japanese real stock returns to oil price shocks can be attributed in its entirety to the cash flow variations. The third chapter tests the robustness of SVAR and investigates the impact of oil price shocks on the different U.S. stock indices. I find that the responses of real stock returns of alternate stock indices differ substantially depending on the underlying causes of the oil price increase. However, the magnitude and length of the effect depends on the firm size. The response of U.S. stock returns to oil price shocks can be attributed to the variations of expected discount rates and expected cash flows.
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Huang, Juan. "The relationship between oil prices and stock/bond market: a sectoral analysis." Diss., Temple University Libraries, 2016. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/398066.

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Economics
Ph.D.
While numerous studies have investigated the impact of oil prices on the stock market, Chapter 2 is the first to examine the association between corporate bond yields and oil returns. We examine the association between oil-returns and corporate bond yields of four major U.S. industrial and financial sectors (including thirteen sub-sectors). Chapter 3 examines the reaction of stock markets in the U.K. and the Netherlands to a major composite event in the oil industry – the merger of the Royal Dutch Shell (RDSA) and the BG Group (BRGYY) on April 8, 2015, and the subsequent discovery of oil in southern England on April 9. We employ an exponential autoregressive conditionally heteroskedastic (EGARCH (1, 1)) framework in both Chapters, which allows for asymmetry of the effects between positive and negative external shocks including oil return shocks, shows the effects on both the yields/stock returns and their volatilities, and permits the persistence of the shocks to be measured. Three main results are obtained in Chapter 2. First, oil returns are significantly associated with the yield levels of corporate bonds issued in ten out of the thirteen sub-sectors considered within the oil-substitute, oil-related, oil-user, and financial services sectors. The three exceptions are the Petroleum Refinery, Building, and Chemical sub-sectors. Second, the return volatilities of corporate bonds issued in the Plastic & Rubber sub-sector demonstrate asymmetric responses to positive and negative shocks. To elaborate, negative shocks lead to lower volatility in the Plastic & Rubber sub-sector than positive shocks of the same magnitude. Third, the half-life, or the time it takes for the volatility of the portfolio of bonds in the Industrial Machinery sub-sector to move halfway back to its conditional mean after a shock is introduced, is 8.6 months. For bonds in all other sub-sectors, the half-life is less than 2.5 months. We obtain several results in Chapter 3. First, the composite event of merger and oil discovery generated significant abnormal returns in six out of the thirteen sub-sectors considered in the U.K. and three out of ten sub-sectors in the Netherlands. The remaining seven sub-sectors in the U.K. and the other seven sub-sectors in the Netherlands show no sensitivity in returns to the shock. Second, there is evidence of some information leakage about the composite event as demonstrated in the significant abnormal returns for Coal, Oil & Gas Extraction, Depository Institute, Chemical and Plastic & Rubber sub-sectors in U.K. and Coal, Depository Institute and Air Transportation sub-sectors in the Netherlands up to three days before the announcement of the composite event. Third, the behavioral patterns of four of the thirteen sub-sectors considered in the U.K. and four of the ten sub-sectors considered in the Netherlands demonstrate asymmetry in response to external shocks to their respective returns. These results have three main implications. First, investors holding bonds issued by the two sub-sectors with asymmetric oil shock effects need to add bonds from oil-related and oil-substitute sectors to lower the volatility of their bond portfolio because the latter do not exhibit asymmetry. Second, considering the overall finding of sensitivity to oil price changes, institutional investors need to examine the sensitivity of their bond portfolios to oil return changes and to guard against excessive risk. Similarly, corporations should monitor oil price variations and hedge the volatility risk accordingly. Finally, stock investors in the U.K. and the Netherlands might benefit from monitoring the key events that may affect the oil supply and oil prices, and acting accordingly.
Temple University--Theses
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Petrovich, Ekaterina. "Crude oil futures price and stock market returns in Russia and China." View electronic thesis (PDF), 2009. http://dl.uncw.edu/etd/2009-3/r1/petroviche/ekaterinapetrovich.pdf.

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Altoyan, Abdulaziz S. "Impact of oil and other economic forces on the Saudi stock market." Thesis, University of Leicester, 2004. http://hdl.handle.net/2381/31113.

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The Saudi Arabian Stock Market went through several changes since the substantial increase of oil prices in 1973. This study firstly analyses the impact of oil revenue in developing the market and shaping its major characteristics. Secondly, it examines the effect of oil prices fluctuation and other macroeconomic variables as a determinant of stock return over the period between 1991 and 2000.;The main empirical findings indicate that the market risk premium is the most important factor in determining stock return. The influence of oil prices fluctuation over and above the market premium was explicit in firms belonging to subsidised sectors such as electricity and agriculture.;The impact of other economic variables varies among different firms listed in the market. Exchange rate has a significant effect on the banking firms while other variables have limited impact over and above the market on various companies, indicating that the effect of these variables are captured by market index. The results of empirical analysis become more explicit when replacing the market premium factor with market timing risk. In general, study suggests that under the current circumstances, the market premium is the most appropriate measure in determining the return in the Saudi Stock Market.
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Books on the topic "Oil stock"

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Hutchison, Michael M. Aggregate demand, uncertainty, and oil prices: The 1990 oil stock in comparative perspective. Basle: Bank for International Settlements, Monetary and Economic Dept., 1991.

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Rowland, Heather. How much oil inventory is enough?: Implications of stock changes for oil markets, governments and the oil industry. New York, N.Y: Energy Intelligence Group, 1997.

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Oil company financial analysis in nontechnical language. Tulsa, Okla: PennWell Books, 1992.

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Wedemeyer, Kathleen. Survey and evaluation of instream habitat and stock restoration techniques for anadromous fish. Girdwood, Alaska: USDA Forest Service, Chugach National Forest, Glacier Ranger District, 1993.

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Wedemeyer, Kathleen. Survey and evaluation of instream habitat and stock restoration techniques for anadromous fish. Girdwood, Alaska: USDA Forest Service, Chugach National Forest, Glacier Ranger District, 1993.

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Buying at the point of maximum pessimism: Six value investing trends from China to oil to agriculture. Upper Saddle River, N.J: FT Press, 2010.

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Phillips, Scott. Buying at the point of maximum pessimism: Six value investing trends from China to oil to agriculture. Upper Saddle River, N.J: FT Press, 2010.

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(Firm), BT Alex Brown. The oil sector and the global economic slowdown: Industry focus. New York: BT Alex. Brown, 1998.

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Benson, Julian. The effect of base stock and additive packages in an automotive oil on the friction and wear behaviour of overhead camshaft and finger follower systems. Uxbridge: Brunel University, 1987.

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Singh, H. NMR characterisation of lubricating oil base stocks derived from Assam and Darius crude oils. London: Institute of Petroleum, 1985.

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Book chapters on the topic "Oil stock"

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Croese, Maarten, and Wim Westerman. "OPEC’s Influence on European Oil Stock Returns." In Energy Technology and Valuation Issues, 57–80. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-13746-9_4.

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Maghyereh, Aktham. "Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach." In Global Stock Markets and Portfolio Management, 55–68. London: Palgrave Macmillan UK, 2006. http://dx.doi.org/10.1057/9780230599338_5.

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Atu, Nurul Nazurah, Imbarine Bujang, and Norlida Jaafar. "Shock and Volatility Transmission Between Oil Prices and Stock Returns: Case of Oil-Importing and Oil-Exporting Countries." In Proceedings of the 2nd Advances in Business Research International Conference, 111–22. Singapore: Springer Singapore, 2017. http://dx.doi.org/10.1007/978-981-10-6053-3_11.

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Pastpipatkul, Pathairat, Woraphon Yamaka, and Songsak Sriboonchitta. "Co-Movement and Dependency Between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, Oil Price, and Gold Price." In Lecture Notes in Computer Science, 362–73. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-25135-6_34.

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Neto, Giuseppe Ventoso. "Stock Management of Asphalt: Applications in a Brazilian Oil Company." In Operations Management for Social Good, 529–37. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-23816-2_52.

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Fazlollahi, Negar, and Saeed Ebrahimijam. "Effect of Oil Price Volatility on Clean Energy Stock Market Performance." In New Challenges in Banking and Finance, 171–84. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-66872-7_13.

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Jammazi, Rania. "Oil Shock Transmission to Stock Market Returns: Wavelet-Multivariate Markov Switching GARCH Approach." In The Interrelationship Between Financial and Energy Markets, 71–111. Berlin, Heidelberg: Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-55382-0_4.

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Thongkairat, Sukrit, Woraphon Yamaka, and Nopasit Chakpitak. "Portfolio Optimization of Stock, Oil and Gold Returns: A Mixed Copula-Based Approach." In Structural Changes and their Econometric Modeling, 474–87. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-04263-9_37.

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Leitão, João, and Joaquim Ferreira. "Oil Shocks and Stock Market Performance: Evidence from the Eurozone and the USA." In The Economics of Digital Transformation, 105–22. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-59959-1_7.

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Ferrer, Pércio Pereira, Gustavo Souto dos Santos Diz, and Eugenio Kahn Epprecht. "Influence of the Petroleum Stock on the Stay of Oil Tankers at Onshore Terminals." In Operations Management for Social Good, 551–57. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-23816-2_54.

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Conference papers on the topic "Oil stock"

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Rizvanova, G. R., and A. Ia Gafurova. "Russian oil companies - stock growth prospects." In ТЕНДЕНЦИИ РАЗВИТИЯ НАУКИ И ОБРАЗОВАНИЯ. НИЦ «Л-Журнал», 2019. http://dx.doi.org/10.18411/lj-01-2019-79.

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Özdemir, Dilek, Özge Buzdağlı, Murat Akdağ, and Ömer Selçuk Emsen. "Dependence on Oil Prices of Russian Stock Market." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01768.

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In the period after transition, economically full-liberal policy implementations applied by Russia Federation has been taken attention as cyclical movement. No variations of goods are said to be effective about the main reasons about cyclical movement in liberalization. As a kind of indicator of the Russian economy, stock market’s sensitivity to oil prices analyzed. In this context, especially change of oil prices, exchange rate and money supply effects on Russia are analyzed for the period of 1996M1-2015M12. Stationarity of the series is investigated by Lee and Strazicich (2003) unit root test with multiple structural breaks, existence of cointegration relation between series is tested by Maki (2012) method of cointegration with multiple structural break, and cointegration coefficients are predicted with Dynamic Ordinary Learst Square-DOLS method. Furthermore, causality relations between series are investigated by Hacker and Hatemi-J (2012) symmetric causality test. As a result, Russian stock market is positively affected by oil prices, real effective exchange rate and real money supply. Also causality tests showed that bidirectional causality relation found on stock market with oil prices and real effective exchange rate, and unidirectional causality from real money supply to stock market.
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Jawadi, Fredj, and Patrick Leoni. "Threshold Cointegration Relationships between Oil and Stock Markets." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5301962.

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Manapov, T., V. Alekseeva, V. Zhigalov, and M. Aksenov. "TNK-BP Idle Well Stock Reactivation Program (Russian)." In SPE Russian Oil and Gas Technical Conference and Exhibition. Society of Petroleum Engineers, 2008. http://dx.doi.org/10.2118/117397-ru.

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Newsom, Vick L. "Determination of Methane Emissions From Crude Oil Stock Tanks." In SPE/EPA Exploration and Production Environmental Conference. Society of Petroleum Engineers, 1997. http://dx.doi.org/10.2118/37930-ms.

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Meisingset, Knut Kristian, Alexandra Cely, Cathrine Bergo, and Tao Yang. "When Can a Stock-Tank Oil be a Condensate?" In SPE Norway Subsurface Conference. Society of Petroleum Engineers, 2020. http://dx.doi.org/10.2118/200759-ms.

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Harnphattananusorn, Supanee. "The Relationship between Thailand Stock Prices andCrude Oil Prices." In International Conference on Advanced Research in Social Sciences. Acavent, 2019. http://dx.doi.org/10.33422/icarss.2019.03.86.

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Li, Ting. "The Impact of Oil Price Shocks on Stock Markets." In Proceedings of the 4th International Conference on Economy, Judicature, Administration and Humanitarian Projects (JAHP 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/jahp-19.2019.58.

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Devi, Tandya Vera, and Muhammad Budi Prasetyo. "Linkages Between Crude Oil and the Islamic Stock Market." In The International Conference on Business and Management Research (ICBMR 2020). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.201222.025.

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Ng, Zhan Jian, and Siok Kun Sek. "Spillover effects of oil price shocks across stock markets." In INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014): Proceedings of the 3rd International Conference on Quantitative Sciences and Its Applications. AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4903607.

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Reports on the topic "Oil stock"

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Gómez-González, José Eduardo, Jorge Hirs-Garzon, and Sebastian Sanin-Restrepo. Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. Bogotá, Colombia: Banco de la República, September 2018. http://dx.doi.org/10.32468/be.1051.

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Alpanda, Sami, and Adrian Peralta-Alva. Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74. Federal Reserve Bank of St. Louis, 2008. http://dx.doi.org/10.20955/wp.2008.019.

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Mushrush, George W., Erna J. Beal, Janet M. Hughes, James H. Wynne, Joseph V. Sakran, and Dennis R. Hardy. Biodiesel Fuels: The Use of Soy Oil as a Blending Stock for Middle Distillate Petroleum Fuels. Fort Belvoir, VA: Defense Technical Information Center, July 2000. http://dx.doi.org/10.21236/ada482623.

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Gómez-González, José Eduardo, and Jorge Hirs-Garzón. Uncovering the time-varying nature of causality between oil prices and stock market returns : a multi-country study. Bogotá, Colombia: Banco de la República, August 2017. http://dx.doi.org/10.32468/be.1009.

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Leiby, Paul Newsome, Gbadebo A. Oladosu, Rocio Uria Martinez, Megan Johnson, and David Bowman. 2018 Benefits Study of Emergency IEA Oil Stocks: Final CRADA Report. Office of Scientific and Technical Information (OSTI), March 2019. http://dx.doi.org/10.2172/1524856.

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Financial Stability Report - September 2015. Banco de la República, August 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2015.

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From this edition, the Financial Stability Report will have fewer pages with some changes in its structure. The purpose of this change is to present the most relevant facts of the financial system and their implications on the financial stability. This allows displaying the analysis more concisely and clearly, as it will focus on describing the evolution of the variables that have the greatest impact on the performance of the financial system, for estimating then the effect of a possible materialization of these risks on the financial health of the institutions. The changing dynamics of the risks faced by the financial system implies that the content of the Report adopts this new structure; therefore, some analyses and series that were regularly included will not necessarily be in each issue. However, the statistical annex that accompanies the publication of the Report will continue to present the series that were traditionally included, regardless of whether or not they are part of the content of the Report. In this way we expect to contribute in a more comprehensive way to the study and analysis of the stability of the Colombian financial system. Executive Summary During the first half of 2015, the main advanced economies showed a slow recovery on their growth, while emerging economies continued with their slowdown trend. Domestic demand in the United States allowed for stabilization on its average growth for the first half of the year, while other developed economies such as the United Kingdom, the euro zone, and Japan showed a more gradual recovery. On the other hand, the Chinese economy exhibited the lowest growth rate in five years, which has resulted in lower global dynamism. This has led to a fall in prices of the main export goods of some Latin American economies, especially oil, whose price has also responded to a larger global supply. The decrease in the terms of trade of the Latin American economies has had an impact on national income, domestic demand, and growth. This scenario has been reflected in increases in sovereign risk spreads, devaluations of stock indices, and depreciation of the exchange rates of most countries in the region. For Colombia, the fall in oil prices has also led to a decline in the terms of trade, resulting in pressure on the dynamics of national income. Additionally, the lower demand for exports helped to widen the current account deficit. This affected the prospects and economic growth of the country during the first half of 2015. This economic context could have an impact on the payment capacity of debtors and on the valuation of investments, affecting the soundness of the financial system. However, the results of the analysis featured in this edition of the Report show that, facing an adverse scenario, the vulnerability of the financial system in terms of solvency and liquidity is low. The analysis of the current situation of credit institutions (CI) shows that growth of the gross loan portfolio remained relatively stable, as well as the loan portfolio quality indicators, except for microcredit, which showed a decrease in these indicators. Regarding liabilities, traditional sources of funding have lost market share versus non-traditional ones (bonds, money market operations and in the interbank market), but still represent more than 70%. Moreover, the solvency indicator remained relatively stable. As for non-banking financial institutions (NBFI), the slowdown observed during the first six months of 2015 in the real annual growth of the assets total, both in the proprietary and third party position, stands out. The analysis of the main debtors of the financial system shows that indebtedness of the private corporate sector has increased in the last year, mostly driven by an increase in the debt balance with domestic and foreign financial institutions. However, the increase in this latter source of funding has been influenced by the depreciation of the Colombian peso vis-à-vis the US dollar since mid-2014. The financial indicators reflected a favorable behavior with respect to the historical average, except for the profitability indicators; although they were below the average, they have shown improvement in the last year. By economic sector, it is noted that the firms focused on farming, mining and transportation activities recorded the highest levels of risk perception by credit institutions, and the largest increases in default levels with respect to those observed in December 2014. Meanwhile, households have shown an increase in the financial burden, mainly due to growth in the consumer loan portfolio, in which the modalities of credit card, payroll deductible loan, revolving and vehicle loan are those that have reported greater increases in risk indicators. On the side of investments that could be affected by the devaluation in the portfolio of credit institutions and non-banking financial institutions (NBFI), the largest share of public debt securities, variable-yield securities and domestic private debt securities is highlighted. The value of these portfolios fell between February and August 2015, driven by the devaluation in the market of these investments throughout the year. Furthermore, the analysis of the liquidity risk indicator (LRI) shows that all intermediaries showed adequate levels and exhibit a stable behavior. Likewise, the fragility analysis of the financial system associated with the increase in the use of non-traditional funding sources does not evidence a greater exposure to liquidity risk. Stress tests assess the impact of the possible joint materialization of credit and market risks, and reveal that neither the aggregate solvency indicator, nor the liquidity risk indicator (LRI) of the system would be below the established legal limits. The entities that result more individually affected have a low share in the total assets of the credit institutions; therefore, a risk to the financial system as a whole is not observed. José Darío Uribe Governor
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