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~isPartOf:"Energy economics"
~subject:"Risikoprämie"
~subject:"Stock returns"
~subject:"United States"
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Search: subject_exact:"Abnormal return"
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Risikoprämie
Stock returns
United States
Capital market returns
27
Kapitalmarktrendite
27
Oil price
26
Ölpreis
26
Capital income
23
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23
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Abnormal return
2
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Energy economics
The review of financial studies
100
Working paper / National Bureau of Economic Research, Inc.
70
Journal of financial and quantitative analysis : JFQA
59
The journal of finance : the journal of the American Finance Association
34
Discussion paper / Centre for Economic Policy Research
33
The journal of futures markets
19
The journal of financial research
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Financial management
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NBER working paper series
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Finance research letters
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International review of finance
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International review of financial analysis
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
7
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7
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Economics letters
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Review of asset pricing studies : RAPS
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CAMA working paper series
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Discussion paper / LSE Financial Markets Group
5
Journal of applied econometrics
5
Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
15
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1
Betting on war? : oil prices, stock returns, and extreme geopolitical events
Nygaard, Knut
;
Sørensen, Lars Qvigstad
- In:
Energy economics
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015046642
Saved in:
2
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
3
Oil prices & stock returns : modeling the asymmetric effects around the zero lower bound
Sardar, Naafey
;
Sharma, Shahil
- In:
Energy economics
107
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013202164
Saved in:
4
Oil beta uncertainty and global stock returns
Chen, Chun-Da
;
Demirer, Rıza
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350430
Saved in:
5
Risk appetite and oil prices
Qadan, Mahmoud
;
Idilbi-Bayaa, Yasmeen
- In:
Energy economics
85
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012509607
Saved in:
6
Spillovers between oil and stock returns in the US energy sector : does idiosyncratic information matter?
Ma, Yan-Ran
;
Zhang, Dayong
;
Ji, Qiang
;
Pan, Jiaofeng
- In:
Energy economics
81
(
2019
),
pp. 536-544
Persistent link: https://www.econbiz.de/10012172799
Saved in:
7
Linkages between oil price shocks and stock returns revisited
Doko Tchatoka, Firmin
;
Masson, Virginie
;
Parry, Sean
- In:
Energy economics
82
(
2019
),
pp. 42-61
Persistent link: https://www.econbiz.de/10012173811
Saved in:
8
Risk-neutral moments in the crude oil market
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Energy economics
72
(
2018
),
pp. 583-600
Persistent link: https://www.econbiz.de/10011972460
Saved in:
9
Oil prices and stock markets : does the effect of uncertainty change over time?
Joo, Young C.
;
Park, Sung Y.
- In:
Energy economics
61
(
2017
),
pp. 42-51
Persistent link: https://www.econbiz.de/10011737651
Saved in:
10
Quantile dependence of oil price movements and stock returns
Reboredo, Juan Carlos
;
Ugolini, Andrea
- In:
Energy economics
54
(
2016
),
pp. 33-49
Persistent link: https://www.econbiz.de/10011662726
Saved in:
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