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The effects of terrorism and war on the oil price-stock index relationship
Kollias, Chrēstos; Kyrtsou, Catherine; Papadamou, Stephanos - In: Energy economics 40 (2013), pp. 743-752
Persistent link: https://www.econbiz.de/10010354945
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Volatility Spillovers between Returns on Crude Oil Futures and Oil Company Stocks
Chang, Chia-Lin - 2009
The purpose of this paper is to investigate the volatility spillovers between the returns on crude oil futures and oil company stocks using alternative multivariate GARCH models, namely the CCC model of Bollerslev (1990), VARMA-GARCH model of Ling and McAleer (2003), and VARMA-AGARCH model of...
Persistent link: https://www.econbiz.de/10013159693
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The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies
Ewing, Bradley T.; Kang, Wensheng; Ratti, Ronald A. - In: Energy economics 72 (2018), pp. 505-516
Persistent link: https://www.econbiz.de/10011972367
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Oil volatility, oil and gas firms and portfolio diversification
Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Energy economics 70 (2018), pp. 499-515
Persistent link: https://www.econbiz.de/10011942874
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Interrelationship between crude oil and the stock markets of major demanders and suppliers in emerging and developed markets
Bein, Murad A. - In: Applied economics letters 26 (2019) 15, pp. 1247-1252
Persistent link: https://www.econbiz.de/10012204714
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Spillovers between the oil sector and the S&P500 : the impact of information flow about crude oil
Aromi, Daniel; Clements, Adam - In: Energy economics 81 (2019), pp. 187-196
Persistent link: https://www.econbiz.de/10012172691
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Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming; Chen, Yiwen; Ren, Ying-hua; Xing, Zhanming; … - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
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Risk factors in stock returns of U.S. oil and gas companies : evidence from quantile regression analysis
Mohanty, Sunil; Frydenberg, Stein; Osmundsen, Petter; … - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 715-746
Persistent link: https://www.econbiz.de/10013549101
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Oil price volatility and stock returns : evidence from three oil-price wars
Khan, Mushtaq Hussain; Ahmed, Junaid; Mughal, Mazhar; … - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3162-3182
Persistent link: https://www.econbiz.de/10014327724
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Risk factors in stock returns of Canadian oil and gas companies
Sadorsky, Perry A. - In: Energy economics 23 (2001) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10001552556