Oil implied volatility and expected stock returns along the worldwide supply chain
Chenchen Li, Yudong Wang, Chongfeng Wu
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Chenchen ; Wang, Yudong ; Wu, Chongfeng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 114.2022, p. 1-16
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| Subject: | Market timing | Oil implied volatility | OVX | Stock return predictability | The worldwide supply chain | Lieferkette | Supply chain | Volatilität | Volatility | Kapitaleinkommen | Capital income | Welt | World | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Erdölindustrie | Oil industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106322 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013477603