Template-Type: ReDIF-Article 1.0 
Author-Name: Isiaka Akande Raifu
Author-Name:  Terver Theophilus Kumeka
Author-Name:  Onyinye Maria David-Wayas
Author-Email:  terverkumeka@yahoo.com
Author-Workplace-Name:  Economics, University of Ibadan, Nigeria, 2 Economics, Dominican University, Ibadan, Nigeria
Title: Testing Multiple Structural Breaks in the Oil Price-Stock Price Nexus in Asian Oil-Importing Countries During the Russia-Ukraine War
Abstract:  This study tests for structural breaks in the oil price–stock price nexus during the Russia-Ukraine War, by focusing on Asian oil-importing countries. We find evidence of structural breaks in these economies. Also, the regression results from the different regimes show that the spillover effects intensify in some countries but decline in others. The results are mixed in some countries and for the panel estimation.
Classification-JEL:  D53 ,G01 ,G15 ,N4 ,N25
Keywords:  Structural breaks, Crude oil price, WTI, Stock prices, Russia-Ukraine war, Asia
Journal:  Asian Economics Letters
Pages: 1-8
Volume: 4
Issue: 4
Year:  2024
DOI:  2024/07/08
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/70303-testing-multiple-structural-breaks-in-the-oil-price-stock-price-nexus-in-asian-oil-importing-countries-during-the-russia-ukraine-war.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:110