Oil Price Fluctuations and Stock Price Volatility in Southeast Asian Stock Markets

QR Code

Oil Price Fluctuations and Stock Price Volatility in Southeast Asian Stock Markets

Recently substantial amount of studies in understanding the nature of oil price and stock market have been evolving rapidly but the examination of differential effect between spot and futures oil prices on stock returns within certain periods are limited. Extending earlier work in the literature, we...

Full description

Bibliographic Details
Main Author:	Ng, Yuen Yein
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/28595/

Similar Items

The effect of oil price fluctuations on the Malaysian and Indonesian stock markets
by: Abdul Hadi, Abdul Razak, et al.
Published: (2009)

Analysis of the impact of international crude oil price fluctuation on Chinese stock market
by: Wang, Jingyu
Published: (2022)

Contagious Effects Of Oil Prices On Asian Stock Markets’ Behaviour
by: Jok-Tong, Wan, et al.
Published: (2016)

Determinants of stock price fluctuations: Evidence from Singapore
by: Choi, Jun Hui, et al.
Published: (2014)

Oil Price Risk and Stock Markets
by: NIU, HUI
Published: (2012)

The impact of oil price volatility on stock market returns: evidence from ASEAN countries
by: Seah, Jiang Ghee
Published: (2019)

Effect of Oil Price on the Stock Market Return and Volatility in Six Major Oil Exporting Countries
by: Amin, Masoud Yousefi
Published: (2011)

CAN PRICE LIMITS REDUCE STOCK PRICE VOLATILITY? EMPIRICAL EVIDENCE FROM AMMAN STOCK EXCHANGE
by: Haddad, Dima
Published: (2007)

Is the Fed reacting to stock price fluctuations? Evidence from the Internet bubble
by: Recordon, Eugenie
Published: (2006)

Determinants of stock price movement in U.S. market
by: Lim, Bee Yuen, et al.
Published: (2012)

Nonlinear mean reversion in stock prices: evidence from Asian markets
by: Lim, Kian-Ping, et al.
Published: (2007)

Can price limit effectively reduce stock price volatility? An empirical evidence from Vietnam Stock Exchange
by: Nguyen, Thi Thuy Linh
Published: (2013)

Oil price volatility and macroeconomic factors influence stock market return: A study in Malaysia
by: Chen, Si Ying, et al.
Published: (2014)

Dividend policy and stock price volatility: Chinese evidence
by: Li, Hengyang
Published: (2020)

The Relationship of Volatility with Stock Index Option Returns and Prices
by: Tabassum, Saima
Published: (2020)

Does oil price matter for the Malaysian stock market?
by: Bani, Yasmin, et al.
Published: (2019)

The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State)
by: Alotaibi, Saud
Published: (2016)

The Effect of Dividend Announcement on Stock Prices in the Malaysian Stock Market
by: Soh, Hong Jiu
Published: (2010)

The international effect of economic crises on the volatility of futures prices and the volatility of underlying spot prices of stock indexes and commodities
by: Tham, Lucas Yew Jun
Published: (2022)

COVID-19 and Chinese stock prices: a volatility analysis
by: Suixin, Gao
Published: (2024)

How dividend policy and leverage influence the stock price volatility
by: Bong, Hui Hian
Published: (2012)

Volatility estimation from short time series of stock prices
by: Dokuchaev, Nikolai
Published: (2013)

The effects of crude oil price volatility, stock price, exchange rate and interest rate on Malaysia’s economic growth
by: Rahim, Farah, et al.
Published: (2020)

Stock price monitoring system
by: Ng, Chun Ming
Published: (2024)

Do structural oil-market shocks affect stock prices?
by: Apergis, Nicholas, et al.
Published: (2009)

Dynamic relationship between oil price volatility and stock market performance: an empirical analysis of the ASEAN-5 countries
by: Prabu, Darniya
Published: (2019)

Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities.
by: Chan, Sheau Tyng
Published: (2007)

Nonlinearity And The Random Walk Behaviour Of East Asian Stock Prices
by: Vun, Methew Kien Chung
Published: (2007)

The Volatility of Indonesia Shari’ah Capital Market Stock Price Toward Macro Economics Variable
by: Helma, Malini, et al.
Published: (2014)

Modelling and Forecasting the Volatility of Stock Price Index : ASEAN-5 Countries
by: Hoh, Chai Ping
Published: (2014)

MACROECONOMIC IMPACT ON STOCK PRICE VOLATILITY: EVIDENCE FROM UK AND US
by: Yu, Qing
Published: (2012)

The impact of CSI-300 stock index futures on the volatility of stock price based on panel data analysis
by: HE, RUIZHEN
Published: (2020)

Technical Analysis and Stock Price Prediction? Evidence from Malaysian Stock Market
by: Lee, Kelvin Yong Ming, et al.
Published: (2016)

Reasons for price fluctuations
by: Ali, Fazlin
Published: (2019)

Does Oil Price Volatility Matter for Asian Emerging Economies?
by: Rafiq, S., et al.
Published: (2014)

Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
by: Zakaria, Azhar
Published: (2006)

Intraday Price And Volume Relations In The Stock And Warrant Markets
by: LIM, KOK SEE
Published: (2004)

Relationship and impact of gold price on the Malaysia stock market
by: M., Latip, et al.
Published: (2013)

Forecasting Malaysian stock market volatility
by: Ng, Chee Pung, et al.
Published: (2012)

Factors Associated with Stock Price Volatility and Evaluation of Gordon's Share Valuation Model on the Kuala Lumpur Stock Exchange
by: Mohamad, Shamsher, et al.
Published: (1993)