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Oil price movements and stock markets revisited: A case of sector stock price indexes in the G-7 countries

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  • Lee, Bi-Juan
  • Yang, Chin Wei
  • Huang, Bwo-Nung
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    Abstract

    Applying sector stock prices and oil prices in 1991:01–2009:05 from the G7 countries we find oil price shocks do not significantly impact the composite index in each country. However, stock price changes in Germany, the UK and the US were found to lead oil price changes.

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    File URL: http://www.sciencedirect.com/science/article/pii/S0140988312001107
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    Bibliographic Info

    Article provided by Elsevier in its journal Energy Economics.

    Volume (Year): 34 (2012)
    Issue (Month): 5 ()
    Pages: 1284-1300

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    Handle: RePEc:eee:eneeco:v:34:y:2012:i:5:p:1284-1300

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    Web page: http://www.elsevier.com/locate/eneco

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    Keywords: Oil prices; Stock returns; Industry sectors; Sector stock return;

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