The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies
Year of publication: |
May 2018
|
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Authors: | Ewing, Bradley T. ; Kang, Wensheng ; Ratti, Ronald A. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 72.2018, p. 505-516
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Subject: | Oil supply shocks | Real stock return | Time-varying parameter VAR | Oil and gas exploration and production companies | USA | United States | Ölpreis | Oil price | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Schock | Shock | Börsenkurs | Share price | Gaswirtschaft | Gas industry | Erdöl | Petroleum | Erdölindustrie | Oil industry | Erdölgewinnung | Petroleum extraction |
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