Risk factors in stock returns of U.S. oil and gas companies : evidence from quantile regression analysis
Sunil K. Mohanty, Stein Frydenberg, Petter Osmundsen, Sjur Westgaard, Christian Skjøld
| Year of publication: |
2023
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|---|---|
| Authors: | Mohanty, Sunil ; Frydenberg, Stein ; Osmundsen, Petter ; Westgaard, Sjur ; Skjøld, Christian |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 60.2023, 2, p. 715-746
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| Subject: | Crude oil | Oil and gas industry | Quantile regression | Stock returns | Value at Risk (VaR) | Gaswirtschaft | Gas industry | Kapitaleinkommen | Capital income | Erdölindustrie | Oil industry | USA | United States | Risikomaß | Risk measure | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Erdöl | Petroleum | Kapitalmarktrendite | Capital market returns | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-022-01107-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013549101