Oil price shocks and industry stock returns
Year of publication: |
2011
|
---|---|
Authors: | Elyasiani, Elyas ; Mansur, Iqbal ; Odusami, Babatunde Olatunji |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 33.2011, 5, p. 966-974
|
Subject: | Ölpreis | Oil price | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Branche | Economic sector | USA | United States |
-
Shock and volatility spillovers between oil prices and Turkish sector returns
Gencer, Hatice Gaye, (2014)
-
Bagirov, Miramir, (2022)
-
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal, (2023)
- More ...
-
Sectoral Stock Return Sensitivity to Oil Price Changes : A Double-Threshold FIGARCH Model
Elyasiani, Elyas, (2016)
-
Oil Price Shocks and Industry Stock Returns
Elyasiani, Elyas, (2016)
-
Volatility persistence in metal returns : a FIGARCH approach
Cochran, Steven J., (2012)
- More ...