☆ 3.8 Article

Relationship between housing, oil, gold and stock markets: evidence from UK and Norway

INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS (2023)

相关参考文献

注意：仅列出部分参考文献，下载原文获取全部文献信息。

Article Urban Studies

Housing prices in emerging countries during COVID-19: evidence from Turkey

Mustafa Tevfik Kartal et al.

Summary: This study examines the determinants of the residential property price index (RPPI) in Turkey using a quantile regression model. The results show that market variables are more important than macroeconomic variables, and the pandemic and rent have the highest effect on the indices. The effects of the explanatory variables on housing prices do not change much across different quantiles. The results for RPPI, NRPPI and ORPPI are consistent and robust.

INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS (2023)

添加到收藏夹

Article Urban Studies

Discovering the fundamentals of Turkish housing market: a price convergence framework

Ismail Cem Ozguler et al.

Summary: The purpose of this study is to determine the dynamics of housing prices and rents in seven big cities in Turkey. The findings suggest that mortgage rates, price-to-rent ratio, and rents are the fundamental factors driving house prices, with a stronger impact than mortgage rates. The results indicate that the price appreciation in the housing market is consistent with fundamental advances rather than bubble signals.

INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS (2023)

添加到收藏夹

Article Urban Studies

Safe-haven investments against stock returns in Pakistan: a role of real estate, gold, oil and US dollar

Zulfiqar Ali Imran et al.

Summary: This study compares the safe-haven properties of different asset markets against equity returns in Pakistan and utilizes wavelet coherence and wavelet VaR frameworks to analyze the data. The results show that the dependence between asset classes is weaker in the short-term and stronger in the long-term. The degree of co-movement between gold and equity returns greatly affects portfolio risk.

INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS (2023)

添加到收藏夹

Article Environmental Studies

Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities

Sang Hoon Kang et al.

Summary: This study investigates the spillovers and hedging relationships between US equity sector returns and oil, gold, Islamic stocks, and the implied volatilities of oil (OVX) and US stock market (VIX) using spillover indexes and portfolio hedging methods. The results show that the forward-looking market expectations of VIX strongly influence all 10 US equity sectors' returns. The healthcare and information technology sectors are the most affected by VIX, while the US Islamic market index is the highest spillover transmitter to US sectoral returns compared to gold, oil, and OVX.

RESOURCES POLICY (2023)

添加到收藏夹

Article Urban Studies

Macro-economic indicators and housing price index in Spain: fresh evidence from FMOLS and DOLS

Ali Raza et al.

Summary: This study investigates the relationship between macroeconomic indicators and the housing prices index (HPI) in Spain using cointegrating regression, fully modified ordinary least squares, and dynamic ordinary least squares methodologies. The findings suggest that economic growth, inflation, stock indices, foreign trade, and interest rate have significant short-term effects on HPI, while inflation, stock indices, interest rate, and monetary rate have significant long-term effects. Exchange rate, unemployment, and money supply have little impact on HPI in Spain.

INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS (2023)

添加到收藏夹

Article Business, Finance

The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada

Lutz Kilian et al.

Summary: The response of Canadian housing markets to oil price shocks provides strong evidence that shocks to the demand for housing that originate in one region also raise house prices in other regions. By government redistribution of oil revenue and increased interprovincial trade, oil price shocks are transmitted to housing markets in nonoil-producing regions.

JOURNAL OF MONEY CREDIT AND BANKING (2022)

添加到收藏夹

Article Business, Finance

Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets

Walid Mensi et al.

Summary: This study investigates the dynamic asymmetric return spillovers between gold and oil commodity futures and 22 European equity sectors. The results indicate that gold and oil markets receive net return transmissions, while most equity sectors transmit return spillovers. Negative spillovers are stronger than positive spillovers, suggesting asymmetric return spillovers. Furthermore, the COVID-19 crisis has the highest impact on return transmission among the studied markets. The energy sector is the largest transmitter of positive and negative spillovers to the crude oil and gold markets. The study recommends a weighted strategy to minimize risk for gold-stock and oil-stock portfolios.

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY (2022)

添加到收藏夹

Article Urban Studies

Oil prices and gold prices on housing market in China: novel findings from the bootstrap approach

Mumtaz Ali et al.

Summary: This study is the first attempt to analyze the effect of gold price shocks on housing market prices in China. The findings show that oil price shocks and real income have a positive impact on housing prices, while gold price shocks have a negative impact. This is significant for predicting housing prices and avoiding investment losses.

INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS (2022)

添加到收藏夹

Article Business, Finance

Quantile connectedness and spillovers analysis between oil and international REIT markets

Walid Mensi et al.

Summary: The study examines the quantile return spillovers between the oil market and international REIT markets and finds heterogeneous and asymmetric connections. The spillover is stronger at lower quantiles, with the oil market transmitting spillovers to the REIT markets during downside returns and receiving spillovers during upside returns. The hedging effectiveness during COVID-19 is highest for Hong Kong in the oil market.

FINANCE RESEARCH LETTERS (2022)

添加到收藏夹

Article Multidisciplinary Sciences

Impact of oil prices, the U.S interest rates on Turkey's real estate market. New evidence from combined co-integration and bootstrap ARDL tests

Ahmed Alhodiry et al.

Summary: The research shows that oil prices have a positive impact on Turkey's real estate market and significantly affect it through domestic interest rates. There is also a significant spillover effect of U.S. interest rates on Turkey's real estate market.

PLOS ONE (2021)

添加到收藏夹

Article Environmental Studies

Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis

Walid Mensi et al.

Summary: This paper examines the volatility spillover effects between precious metals futures, Brent oil futures, and ASEAN stock markets, identifying that precious metals, crude oil, and the Vietnamese stock market are net receivers of spillovers regardless of market conditions, while Brent oil futures and Vietnamese stock markets become net contributors during bullish market conditions.

RESOURCES POLICY (2021)

添加到收藏夹

Article Business, Finance

Gold and US sectoral stocks during COVID-19 pandemic

Afees A. Salisu et al.

Summary: The study found evidence of hedging effectiveness between gold and US sectoral stocks during the COVID-19 pandemic, though with lower performance. Including gold in stock portfolios may improve risk-adjusted performance. Additionally, estimation of hedge ratios should take into account the impact of structural breaks.

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE (2021)

添加到收藏夹

Article Public Administration

The dynamics of crude oil price and the real estate market in Saudi Arabia: A Markov-switching approach

Andrew Adewale Alola

Summary: The study finds that the Saudi Arabia real estate market is significantly influenced by fluctuations in crude oil prices, especially in Regime 2. Additionally, global factors also have a significant impact on the market.

JOURNAL OF PUBLIC AFFAIRS (2021)

添加到收藏夹

Article Economics

Time-varying linkages among gold, stocks, bonds and real estate

Nafeesa Yunus

QUARTERLY REVIEW OF ECONOMICS AND FINANCE (2020)

添加到收藏夹

Article Business, Finance

Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada

Mobeen Ur Rehman et al.

JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS (2020)

添加到收藏夹

Article Business, Finance

Oil Prices and Urban Housing Demand

William D. Larson et al.

REAL ESTATE ECONOMICS (2020)

添加到收藏夹

Article Environmental Studies

The inflation hedging properties of gold, stocks and real estate: A comparative analysis

Afees A. Salisu et al.

RESOURCES POLICY (2020)

添加到收藏夹

Article Urban Studies

Real estate prices and stock market in Germany: analysis based on hedonic price index

Korhan Gokmenoglu et al.

INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS (2019)

添加到收藏夹

Article Ergonomics

Rethinking country effects: robotics, AI and work futures in Norway and the UK

Caroline Lloyd et al.

NEW TECHNOLOGY WORK AND EMPLOYMENT (2019)

添加到收藏夹

Article Energy & Fuels

The effects of oil and gold prices on oil-exporting countries

Melike E. Bildirici et al.

ENERGY STRATEGY REVIEWS (2018)

添加到收藏夹

Article Environmental Studies

The impact of gold and crude oil prices on stock market in Turkey: Empirical evidences from ARDL bounds test and combined cointegration

Turgut Tursoy et al.

RESOURCES POLICY (2018)

添加到收藏夹

Article Business, Finance

On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market

Damian S. Damianov et al.

FINANCE RESEARCH LETTERS (2018)

添加到收藏夹

Review Green & Sustainable Science & Technology

Re-visiting the environmental Kuznets curve hypothesis for Malaysia: Fresh evidence from ARDL bounds testing approach

Wajahat Ali et al.

RENEWABLE & SUSTAINABLE ENERGY REVIEWS (2017)

添加到收藏夹

Article Economics

Do house prices influence stock prices? Empirical investigation from the panel of selected European Union countries

Ghulam Ali et al.

ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA (2017)

添加到收藏夹

Article Economics

Can the Housing Policies Sustain House Prices in Malaysia?

Geok Peng Yeap et al.

MALAYSIAN JOURNAL OF ECONOMIC STUDIES (2017)

添加到收藏夹

Article Business, Finance

The impact of oil shocks on the housing market: Evidence from Canada and U.S

Robert N. Killins et al.

JOURNAL OF ECONOMICS AND BUSINESS (2017)

添加到收藏夹

Article Urban Studies

Residential property price-stock price nexus in Hong Kong: new evidence from ARDL bounds test

Koon Nam Henry Lee

INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS (2017)

添加到收藏夹

Article Economics

The relationship between stock and real estate prices in Turkey: Evidence around the global financial crisis

Asli Yuksel

CENTRAL BANK REVIEW (2016)

添加到收藏夹

Article Economics

The Relationship Between Oil Price and Costs in the Oil Industry

Gerhard Toews et al.

ENERGY JOURNAL (2015)

添加到收藏夹

Article Urban Studies

Factors determining regional housing prices: evidence from major cities in India

Hrushikesh Mallick et al.

JOURNAL OF PROPERTY RESEARCH (2015)

添加到收藏夹

Article Economics

Oil inflows and housing market fluctuations in an oil-exporting country: Evidence from Iran

Nasser Khiabani

JOURNAL OF HOUSING ECONOMICS (2015)

添加到收藏夹

Article Economics

Do Soaring Global Oil Prices Heat up the Housing Market? Evidence from Malaysia

Thai-Ha Le

ECONOMICS-THE OPEN ACCESS OPEN-ASSESSMENT E-JOURNAL (2015)

添加到收藏夹

Article Economics

Does gold act as a hedge or a safe haven for stocks? A smooth transition approach

Joscha Beckmann et al.

ECONOMIC MODELLING (2015)

添加到收藏夹

Article Economics

Energy inflation and house price corrections

Andreas Breitenfellner et al.

ENERGY ECONOMICS (2015)

添加到收藏夹

Article Economics

Oil prices and UK industry-level stock returns

Bing Xu

APPLIED ECONOMICS (2015)

添加到收藏夹

Article Business

Oil Price and Stock Market Synchronization in Gulf Cooperation Council Countries

Rosmy Jean Louis et al.

EMERGING MARKETS FINANCE AND TRADE (2014)

添加到收藏夹

Article Economics

The integration of direct real estate and stock markets in Asia

Pin-te Lin et al.

APPLIED ECONOMICS (2014)

添加到收藏夹

Article Economics

Housing Supply, Demand and Price: Construction Cost, Rental Price and House Price Indices

I-Chun Tsai

ASIAN ECONOMIC JOURNAL (2012)

添加到收藏夹

Article Business, Finance

The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model

I-Chun Tsai et al.

JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS (2012)

添加到收藏夹

Article Management

RELATIONSHIP BETWEEN RESIDENTIAL PROPERTY PRICE INDEX AND MACROECONOMIC INDICATORS IN DUBAI HOUSING MARKET

Ali Hepsen et al.

INTERNATIONAL JOURNAL OF STRATEGIC PROPERTY MANAGEMENT (2012)

添加到收藏夹

Article Business, Finance

Asset market linkages: Evidence from financial, commodity and real estate assets

Kam Fong Chan et al.

JOURNAL OF BANKING & FINANCE (2011)

添加到收藏夹

Article Economics

Non-linear causality between the stock and real estate markets of Western European countries: Evidence from rank tests

Chi-Wei Su

ECONOMIC MODELLING (2011)

添加到收藏夹

Article Economics

Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea

Rumi Masih et al.

ENERGY ECONOMICS (2011)

添加到收藏夹

Article Economics

Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade

Mohamed El Hedi Arouri et al.

ENERGY POLICY (2010)

添加到收藏夹

Article Environmental Studies

The crude oil market and the gold market: Evidence for cointegration, causality and price discovery

Yue-Jun Zhang et al.

RESOURCES POLICY (2010)

添加到收藏夹

Article Business, Finance

Is gold a safe haven? International evidence

Dirk G. Baur et al.

JOURNAL OF BANKING & FINANCE (2010)

添加到收藏夹

Article Business

The impact of oil price regimes on construction cost in Nigeria

Oluwole Alfred Olatunji

CONSTRUCTION MANAGEMENT AND ECONOMICS (2010)

添加到收藏夹

Article Economics

Do structural oil-market shocks affect stock prices?

Nicholas Apergis et al.

ENERGY ECONOMICS (2009)

添加到收藏夹

Article Economics

Oil price shocks and stock markets in the US and 13 European countries

Jungwook Park et al.

ENERGY ECONOMICS (2008)

添加到收藏夹

Article Economics

Common and fundamental factors in stock returns of Canadian oil and gas companies

M. Martin Boyer et al.

ENERGY ECONOMICS (2007)

添加到收藏夹

Article Business, Finance

Long-term co-memories and short-run adjustment: Securitized real estate and stock markets

K Liow et al.

JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS (2005)

添加到收藏夹

Article Economics

Evidence on the nature and extent of the relationship between oil prices and equity values in the UK

I El-Sharif et al.

ENERGY ECONOMICS (2005)

添加到收藏夹

Article Economics

Do stock prices affect house prices? Evidence for the Netherlands

J Kakes et al.

APPLIED ECONOMICS LETTERS (2004)

添加到收藏夹

Article Economics

Minimum Lagrange multiplier unit root test with two structural breaks

J Lee et al.

REVIEW OF ECONOMICS AND STATISTICS (2003)

添加到收藏夹

Article Economics

Lag length selection and the construction of unit root tests with good size and power

S Ng et al.

ECONOMETRICA (2001)

添加到收藏夹

Article Economics

Oil price shocks, stock market, economic activity and employment in Greece

E Papapetrou

ENERGY ECONOMICS (2001)

添加到收藏夹

Article Economics

Bounds testing approaches to the analysis of level relationships

MH Pesaran et al.

JOURNAL OF APPLIED ECONOMETRICS (2001)

添加到收藏夹

Article Business, Finance

The causal relationship between real estate and stock markets

J Okunev et al.

JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS (2000)

添加到收藏夹

© Peeref 2019-2024. All rights reserved.