On the reactions of sectoral equity returns to oil price in France: Implications for portfolio allocation
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More about this item
KeywordsOil price; stock market; sector indices; France; QQ approach; frequency domain causality test.;
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-04-09 (All new papers)
- NEP-ALL-2016-04-16 (All new papers)
- NEP-ENE-2016-04-09 (Energy Economics)
- NEP-ENE-2016-04-16 (Energy Economics)
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