Oil price shocks and stock returns of oil and gas corporations
Year of publication: |
February 2017
|
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Authors: | Diaz, Elena ; Perez de Gracia, Fernando |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 20.2017, p. 75-80
|
Subject: | Oil prices | Linear and nonlinear specifications | Vector autoregressive model | Stock returns | Oil and gas corporations | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Erdölindustrie | Oil industry | Gaswirtschaft | Gas industry | VAR-Modell | VAR model | Volatilität | Volatility |
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