The effect of oil price shock on stock returns in income groups of oil exporting countries

January 26, 2025Financial Economics فصلنامه اقتصاد مالیOpen Access

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Key Points

The aim is to investigate how oil price shocks influence stock returns in different income groups of oil-exporting countries.
Analyzed the long-term and short-term effects of oil price shocks on stock returns from 2000 to 2019.
Assessed impacts across high-income, middle-income, and low-income oil-exporting countries.
Used econometric modeling to estimate the effects of oil price fluctuations on stock returns.
In high-income countries, oil price shocks have no long-term effect on stock returns.
For middle-income countries, oil price shocks decrease stock returns by 0.02 and 0.011 in higher and lower middle-income respectively.
In low-income countries, oil price shocks positively impact stock returns at a very modest rate of 0.0056.

Examines the impact of oil price shocks on stock returns across income groups in oil-exporting countries, indicating varying effects.

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moshtagh et al. (2025) studied this question.

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