Oil price shocks and stock returns of oil and gas corporations
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References listed on IDEAS
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More about this item
KeywordsOil prices; Linear and nonlinear specifications; Vector autoregressive model; Stock returns; Oil and gas corporations;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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