Dynamic relationship between oil price volatility and stock market performance: an empirical analysis of the ASEAN-5 countries

QR Code

Dynamic relationship between oil price volatility and stock market performance: an empirical analysis of the ASEAN-5 countries

This study examines the dynamic relationship between oil price volatility and stock market performance in the ASEAN-5 countries (Malaysia, Indonesia, Singapore, Thailand and Philippines). The study is extended to examine individual oil-exporting and oil-importing country’s reaction towards the volat...

Full description

Bibliographic Details
Main Author:	Prabu, Darniya
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Online Access:	https://eprints.nottingham.ac.uk/57258/

Similar Items

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

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

The relationship between bitcoin and the stock market: empirical evidence from the ASEAN countries
by: Le, Ha Duong
Published: (2025)

Oil Price Fluctuations and Stock Price Volatility in Southeast Asian Stock Markets
by: Ng, Yuen Yein
Published: (2015)

The dynamic relationship between exchange rate, interest rate and stock market; comparison between ASEAN5 and ASEAN5+3
by: Mahmoud Moustafa Radi, Shaimaa
Published: (2018)

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

An Econometric Analysis on the Co-Movement of Stock Market Volatility between China and ASEAN-5
by: Jakpar, S., et al.
Published: (2013)

Stock Market Volatility Dynamics around National Elections : Empirical Evidence from Asian Countries
by: Hong, Kon Wah
Published: (2015)

The Linkage between Stock Market Returns of Singapore And Other Asean-5 Countries
by: Ooi, Yee Ming, et al.
Published: (2017)

Monetary policy and stock market volatility in ASEAN5: asymmetries over bull and bear markets
by: Zare, Roohollah, et al.
Published: (2013)

Dynamic linkages among ASEAN-5 emerging stock markets
by: Abd. Majid, M. Shabri, et al.
Published: (2009)

The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets
by: Miseman, M. R., et al.
Published: (2019)

Dynamic co-movement and spillover between the stock market and the foreign exchange market in ASEAN-5
by: Te, Kai Shuan
Published: (2022)

Forecasting model of crude oil price instability in asean-5 countries
by: Chin, Jia Hui
Published: (2023)

Modelling The Impact Of Us Stock Market On Asean Countries Stock Markets.
by: Ismail, Mohd Tahir
Published: (2009)

Volatility co-movement of Asean-5 equity markets
by: Lau, Evan, et al.
Published: (2010)

Relationship between stock market volatility and macroeconomic variables volatility in Malaysia
by: Chia, Mong Yin, et al.
Published: (2013)

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

Financial Integration And International Asset Pricing Of Asean-5 Stock Markets: The Pricing Of Global, Regional And Currency Risk
by: Janor, Hawati
Published: (2009)

An Investigation Of The Oil Price Risk Factor And Macroeconomics Variables In The Asean Stock Market
by: Ansarifar, Alireza
Published: (2009)

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

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

ASEAN-5 countries stock market integration : Pre and post Asian 1997 Financial crisis
by: Huang, David Tiong Ung
Published: (2012)

Driving forces of the ASEAN-5 stock markets integration
by: Bakri, Abdul Karim, et al.
Published: (2013)

The relationship between stock market volatility and macroeconomics volatility in Malaysia / Mohammad Izzat Azahar
by: Azahar, Mohammad Izzat
Published: (2015)

Stock Return Volatility and the Determinants: An Empirical Study of the US Market
by: Hsu, Chia-Luan
Published: (2009)

An empirical study on volatility in the Malaysian stock market / Suppayah Sinakalai.
by: Sinakalai, Suppayah
Published: (2011)

Excess Volatility in the Government Debt Market : Evidence from ASEAN-5
by: Wong, Shao Jye
Published: (2016)

Essays on stock market volatility and market efficiency in Islamic countries and developed non-Islamic countries
by: Vu, Thi Hong Nhung
Published: (2020)

The Dynamic Correlation Between Oil Price, Exchange Rate and Stock Market: Evidence from Major Emerging Oil-Importing and Oil-Exporting Countries
by: Yao, Jundai
Published: (2016)

The Dynamics Of The Current Account Behavior In The ASEAN-5 Countries
by: Lau, Evan Poh Hock
Published: (2004)

Output-price dynamics in the asean-5 countries: evidence from the pre- and post-1997 financial turmoil
by: Kassim, Salina, et al.
Published: (2008)

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

The relationship among oil prices, terms of trade and economic growth in ASEAN-5
by: Ngu,, Fui Tin
Published: (2010)

Stock market integration and the ASEAN Trading Link an empirical study
by: Sulong, Rizal Lynam Matjeraie
Published: (2019)

The relationship and impact of ASEAN-5 stock market towards Malaysia Stock Market: analysis based on Main Index / Aiman Zulkifli
by: Zulkifli, Aiman
Published: (2015)

Stock market linkage between China and ASEAN-6 countries: integration perspective
by: Zhang Jinghua,, et al.
Published: (2024)

The asymmetric effect of macroeconomics variables on stock prices: An empirical evidence of ASEAN-4
by: Cho, Pui Yeng, et al.
Published: (2013)

Oil price risk in selected ASEAN markets
by: Mansor H. Ibrahim,
Published: (2014)

Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2013)