Oil price risk exposure and the cross-section of stock returns : the case of net exporting countries
Year of publication: |
May 2015
|
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Authors: | Demirer, Rıza ; Jategaonkar, Shrikant P. ; Khalifa, Ahmed A. A. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 49.2015, p. 132-140
|
Subject: | Oil price risk | Financial market risk | Asset pricing | Equity returns | Ölpreis | Oil price | Kapitaleinkommen | Capital income | CAPM | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Hedging |
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