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Yoon, Jungah; Ruan, Xinfeng; Zhang, Jin E. - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-24

In this paper, we study the skewness risk and its return predictability in the energy market. Skewness risk is often used to measure the possibility of market crash. We study both physical skewness (market skewness and cross-sectional average realized skewness) estimated from underlying stock...

Persistent link: https://www.econbiz.de/10012801590

Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024

Persistent link: https://www.econbiz.de/10014505054

Moment spreads in the energy market

Ruan, Xinfeng; Zhang, Jin E. - In: Energy economics 81 (2019), pp. 598-609

Persistent link: https://www.econbiz.de/10012172876

The economic impact of daily volatility persistence on energy markets

Nikitopoulos, Christina Sklibosios; Thomas, Alice Carole; … - In: Journal of commodity markets 30 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014426848

Industry competition and fundamental analysis

Safdar, Irfan - In: Journal of accounting literature : the official journal … 37 (2016), pp. 36-54

Persistent link: https://www.econbiz.de/10011642255

Competition Network and Predictable Industry Returns

Dou, Winston Wei; Wu, Wei - 2023

We document robust industry return predictability through the lens of a competition network, connecting two industries … contemporaneous and future returns when connected peer industries, through the competition network, exhibit higher stock returns. This …

Persistent link: https://www.econbiz.de/10014348634