GLOBAL OIL PRICES, OIL INDUSTRY AND EQUITY RETURNS: RUSSIAN EXPERIENCE

ABSTRACT The purpose of this paper is to promote a greater understanding of the implications of oil price changes on the equity investment climate in Russia. A dynamic bivariate exponential general autoregressive conditional heteroscedastic (EGARCH) analysis shows that global oil price returns have...

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Bibliographic details
Volume: 57
Main Author: Bhar, Ramaprasad
Nikolova, Biljana
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Oxford, UK Blackwell Publishing Ltd 01.05.2010
WILEY-BLACKWELL PUBLISHING, INC
Wiley Subscription Services, Inc
published in: Scottish journal of political economy Vol. 57; no. 2; pp. 169 - 186
Edition: Date of receipt of final manuscript: 30 January 2009
Data of publication: 2010-05
ISSN: 0036-9292
1467-9485
EISSN: 1467-9485
Discipline: Economics
Political Science
Subjects:
Online Access: available in Bonn?
Database: Istex
Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2010
CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS