Oil price shocks and airlines stock return and volatility : a GFEVD analysis
Year of publication: |
2025
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Authors: | Cai, Yifei ; Zhang, Yahua ; Zhang, Anming |
Published in: |
Economics of Transportation : the official journal of the International Transportation Economics Association. - Amsterdam [u.a.] : Elsevier, ISSN 2212-0130, ZDB-ID 2684117-4. - Vol. 41.2025, Art.-No. 100396, p. 1-12
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Subject: | Airlines return | Airlines volatility | GFEVD | Oil price shocks | Ölpreis | Oil price | Volatilität | Volatility | Fluggesellschaft | Airline | Kapitaleinkommen | Capital income | Luftverkehr | Air transport | Welt | World | ARCH-Modell | ARCH model |
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