Template-Type: ReDIF-Article 1.0 
Author-Name: Isiaka Akande Raifu
Author-Email:  heritagetiamiyu@gmail.com
Author-Workplace-Name:  Department of Economics, University of Ibadan, Nigeria
Title: Examining the Time-Varying Causality Between Oil Returns and Stock Returns in Norway
Abstract:  This study examines the time-varying causality between oil returns and stock returns in Norway. We find that data frequency determines the direction of causality between oil returns and stock returns. A bidirectional causality exists between oil returns and stock returns in the daily data, while a unidirectional causality runs from stock returns to oil returns in the weekly and monthly data. Time-varying causality also exists between these series.
Classification-JEL:  C32 ,C58 ,Q41
Keywords:  Oil returns, Stock returns, Time-varying causality
Journal:  Energy RESEARCH LETTERS
Pages: 1-9
Volume: 4
Issue: 1
Year:  2023
DOI:  2023/03/14
File-URL:  https://erl.scholasticahq.com/api/v1/articles/37693-examining-the-time-varying-causality-between-oil-returns-and-stock-returns-in-norway.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnerl:74