Moya-Martínez, Pablo; Ferrer-Lapeña, Román; … - In: Economic Modelling 37 (2014) C, pp. 280-290
This study examines the sensitivity of the Spanish stock market at the industry level to movements in oil prices over the period 1993–2010, paying special attention to the presence of endogenously determined structural changes in the relationship between oil price changes and industry equity...