MétaCan
Menu
Back to cohort
Record W6983219913

Linkages Between Oil Price Shocks and Stock Retums Revisited

2019· dissertation· en· W6983219913 on OpenAlexaboutno aff

Bibliographic record

VenueAdelaide Research & Scholarship (AR&S) (University of Adelaide) · 2019
Typedissertation
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsOil priceStock (firearms)Vector autoregressionStock marketRecessionPosition (finance)Crude oilOrder (exchange)
DOInot available

Abstract

fetched live from OpenAlex

The main component of this thesis is a paper which examines the relationship between oil price shocks and stock market returns across 15 countries. Prior to this paper, I discuss the vast literature surrounding oil prices and their effect on the macroeconomy. The post-World War II period contains many examples of oil price shocks preceding US recessions causing many authors to postulate theories regarding the mechanisms which could explain this phenomena. As these theories garnered very little support from empirical studies, the unearthing of the true underlying mechanism driving oil price shocks became a major focus. This led Kilian (2009) to decompose oil prices into various components and show that, using a structural vector autoregression model, demand shocks are the main driver in explaining variations in the price of oil. Specifically focusing on the precautionary demand shocks identified by Kilian (2009), the paper presented in this thesis uses a similar quantile-on-quantile (QQ) regression model to the one introduced by Sim and Zhou (2015) in order to examine the behaviour between stock returns and oil price shocks. The study examines 15 countries whose classification as oil importers or oil exports depends on their net position in crude oil trade. The results indicate that the main finding by Sim and Zhou (2015) that large negative oil price shocks can bolster stock returns when markets are performing well is only partially supported by the three largest oil importers in the sample China, Japan and India during the period 1988:12007:12. When extending to more recent data (period 1988:1 2016:12) it is found that China and India experience higher returns when markets perform well and there is a large positive oil price shock. This effect is mirrored for oil exporting countries Canada, Russia, and Norway and moderately oil dependent countries such as Malaysia, Philippines, and Thailand, which see higher returns in the presence of large positive oil price shocks and well performing markets.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.003
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.007
Threshold uncertainty score0.020

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0020.001
Open science0.0000.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0060.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.076
GPT teacher head0.303
Teacher spread0.228 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2019
Admission routes1
Has abstractyes

Explore more

Same venueAdelaide Research & Scholarship (AR&S) (University of Adelaide)Same topicMarket Dynamics and VolatilityFrench-language works237,207