Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries
<p>While different streams of literature exist investigating the relationship and the conditional correlation between oil import prices, oil returns volatility and stock market returns volatility. The period of the study runs from July 1997 until July 2017 with a monthly data. The objectives o...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2021-04-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://econjournals.com/index.php/ijeep/article/view/10650 |