000230682 001__ 230682
000230682 005__ 20180123003124.0
000230682 037__ $$a830-2016-55288
000230682 041__ $$aen_US
000230682 084__ $$aC32
000230682 084__ $$aC58
000230682 084__ $$aE44
000230682 084__ $$aQ41
000230682 084__ $$aQ43
000230682 245__ $$aThe Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries
000230682 260__ $$c2016-02-03
000230682 269__ $$a2016-02-03
000230682 270__ $$mmatteo.manera@unimib.it$$pManera,   Matteo
000230682 300__ $$a22
000230682 336__ $$aWorking or Discussion Paper
000230682 490__ $$aERM
000230682 490__ $$a99.2015
000230682 520__ $$aWe study the effects of crude oil price shocks on the stock market volatility of the G7 economies. We rely on a structural VAR model to identify the causes underlying the oil price shocks and gauge the differential impact that oil supply and oil demand innovations have on financial volatility. We show that stock market volatility does not respond to oil supply shocks. On the contrary, demand shocks impact significantly on the variability of the G7 stock markets.
000230682 542__ $$fLicense granted by Emanuela Ragnolini (emanuela.ragnolini@feem.it) on 2016-02-03T10:07:24Z (GMT):

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000230682 650__ $$aResource /Energy Economics and Policy
000230682 6531_ $$aVolatility
000230682 6531_ $$aOil Price Shocks
000230682 6531_ $$aOil Price
000230682 6531_ $$aStock Prices
000230682 6531_ $$aStructural VAR
000230682 700__ $$aBastianin, Andrea
000230682 700__ $$aConti, Francesca
000230682 700__ $$aManera, Matteo
000230682 8564_ $$s1768327$$uhttps://ageconsearch.umn.edu/record/230682/files/NDL2015-099.pdf
000230682 887__ $$ahttp://purl.umn.edu/230682
000230682 909CO $$ooai:ageconsearch.umn.edu:230682$$pGLOBAL_SET
000230682 912__ $$nSubmitted by Emanuela Ragnolini (emanuela.ragnolini@feem.it) on 2016-02-03T10:11:18Z
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000230682 912__ $$nMade available in DSpace on 2016-02-03T10:11:18Z (GMT). No. of bitstreams: 1
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  Previous issue date: 2016-02-03
000230682 982__ $$gFondazione Eni Enrico Mattei (FEEM)>Energy: Resources and Markets
000230682 980__ $$a830