How Do Asymmetric Oil Prices and Economic Policy Uncertainty Shapes Stock Returns Across Oil Importing and Exporting Countries? Evidence from Instrumental Variable Quantile Regression Approach

How Do Asymmetric Oil Prices and Economic Policy Uncertainty Shapes Stock Returns Across Oil Importing and Exporting Countries? Evidence from Instrumental Variable Quantile Regression Approach

This study employs asymmetric quantile regression to investigate the asymmetric impact of WTI crude oil prices and economic policy uncertainty (EPU) on stock market returns from May 2014 to December 2024 in oil-importing (China, India, Germany, Italy, Japan, USA, and South Korea) and oil-exporting (...

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Bibliographic Details
Main Authors: Aman Bilal, Shakeel Ahmed, Hassan Zada, Eleftherios Thalassinos, Muhammad Hassaan Nawaz
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Risks
Subjects:
WTI crude oil prices
economic policy uncertainty (EPU)
stock market returns
Online Access:https://www.mdpi.com/2227-9091/13/5/93
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