The Predictive Power of Oil and Commodity Prices for Equity Markets

Using a seven-variable Vector Autoregressive (VAR) model and a rolling window approach, this paper investigates causality between oil price changes and the aggregate stock market returns of France, Italy, Saudi Arabia and the United Arab Emirates. We provide strong empirical evidence that oil price...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Dagher, Leila (author)
مؤلفون آخرون: Jamali, Ibrahim (author), Badra, Nasser (author)
التنسيق: bookPart
منشور في: 2018
الموضوعات:
الوصول للمادة أونلاين:http://hdl.handle.net/10725/18035
https://doi.org/10.1142/9789811210242_0003
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://econpapers.repec.org/paper/pramprapa/116055.htm
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_version_ 1864513452865748992
author Dagher, Leila
author2 Jamali, Ibrahim
Badra, Nasser
author2_role author
author
author_facet Dagher, Leila
Jamali, Ibrahim
Badra, Nasser
author_role author
dc.contributor.none.fl_str_mv Goutte, Stéphane
Guesmi, Khaled
dc.creator.none.fl_str_mv Dagher, Leila
Jamali, Ibrahim
Badra, Nasser
dc.date.none.fl_str_mv 2018-06
2020
2026-04-22T11:32:15Z
2026-04-22T11:32:15Z
dc.identifier.none.fl_str_mv 9789811210259
http://hdl.handle.net/10725/18035
https://doi.org/10.1142/9789811210242_0003
Dagher, L., Jamali, I., & Badra, N. (2020). The Predictive Power of Oil and Commodity Prices for Equity Markets. In Risk Factors and Contagion in Commodity Markets and Stocks Markets (pp. 47-82).
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://econpapers.repec.org/paper/pramprapa/116055.htm
dc.language.none.fl_str_mv en
dc.publisher.none.fl_str_mv World Scientific
dc.rights.*.fl_str_mv info:eu-repo/semantics/openAccess
dc.subject.none.fl_str_mv Commodity exchanges
Petroleum industry and trade -- Mathematical models
Petroleum products -- Prices
dc.title.none.fl_str_mv The Predictive Power of Oil and Commodity Prices for Equity Markets
dc.type.none.fl_str_mv Book / Chapter of a Book
info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/bookPart
description Using a seven-variable Vector Autoregressive (VAR) model and a rolling window approach, this paper investigates causality between oil price changes and the aggregate stock market returns of France, Italy, Saudi Arabia and the United Arab Emirates. We provide strong empirical evidence that oil price changes cause aggregate stock returns for the two oil-exporting Arab countries starting in 2014. Since the post-2014 period is one of declining oil prices, our findings may suggest that causality depends on the prevailing oil price regime. Our findings also suggest that copper price changes are, to a lesser extent, useful predictors of the equity returns of Saudi Arabia and the United Arab Emirates.
eu_rights_str_mv openAccess
format bookPart
id LAURepo_567b26f62ef61bc7ab8e97e9b759a1cb
identifier_str_mv 9789811210259
Dagher, L., Jamali, I., & Badra, N. (2020). The Predictive Power of Oil and Commodity Prices for Equity Markets. In Risk Factors and Contagion in Commodity Markets and Stocks Markets (pp. 47-82).
language_invalid_str_mv en
network_acronym_str LAURepo
network_name_str Lebanese American University repository
oai_identifier_str oai:laur.lau.edu.lb:10725/18035
publishDate 2018
publisher.none.fl_str_mv World Scientific
repository.mail.fl_str_mv
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spelling The Predictive Power of Oil and Commodity Prices for Equity MarketsDagher, LeilaJamali, IbrahimBadra, NasserCommodity exchangesPetroleum industry and trade -- Mathematical modelsPetroleum products -- PricesUsing a seven-variable Vector Autoregressive (VAR) model and a rolling window approach, this paper investigates causality between oil price changes and the aggregate stock market returns of France, Italy, Saudi Arabia and the United Arab Emirates. We provide strong empirical evidence that oil price changes cause aggregate stock returns for the two oil-exporting Arab countries starting in 2014. Since the post-2014 period is one of declining oil prices, our findings may suggest that causality depends on the prevailing oil price regime. Our findings also suggest that copper price changes are, to a lesser extent, useful predictors of the equity returns of Saudi Arabia and the United Arab Emirates.1 online resource (xx, 334 pages)Includes bibliographical references.World ScientificGoutte, StéphaneGuesmi, Khaled2026-04-22T11:32:15Z2026-04-22T11:32:15Z20202018-06Book / Chapter of a Bookinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/bookPart9789811210259http://hdl.handle.net/10725/18035https://doi.org/10.1142/9789811210242_0003Dagher, L., Jamali, I., & Badra, N. (2020). The Predictive Power of Oil and Commodity Prices for Equity Markets. In Risk Factors and Contagion in Commodity Markets and Stocks Markets (pp. 47-82).http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.phphttps://econpapers.repec.org/paper/pramprapa/116055.htmeninfo:eu-repo/semantics/openAccessoai:laur.lau.edu.lb:10725/180352026-04-22T12:03:40Z
spellingShingle The Predictive Power of Oil and Commodity Prices for Equity Markets
Dagher, Leila
Commodity exchanges
Petroleum industry and trade -- Mathematical models
Petroleum products -- Prices
status_str publishedVersion
title The Predictive Power of Oil and Commodity Prices for Equity Markets
title_full The Predictive Power of Oil and Commodity Prices for Equity Markets
title_fullStr The Predictive Power of Oil and Commodity Prices for Equity Markets
title_full_unstemmed The Predictive Power of Oil and Commodity Prices for Equity Markets
title_short The Predictive Power of Oil and Commodity Prices for Equity Markets
title_sort The Predictive Power of Oil and Commodity Prices for Equity Markets
topic Commodity exchanges
Petroleum industry and trade -- Mathematical models
Petroleum products -- Prices
url http://hdl.handle.net/10725/18035
https://doi.org/10.1142/9789811210242_0003
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://econpapers.repec.org/paper/pramprapa/116055.htm