Spillovers between oil and stock returns in the US energy sector : does idiosyncratic information matter?
Yan-Ran Ma, Dayong Zhang, Qiang Ji, Jiaofeng Pan
| Year of publication: |
2019
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|---|---|
| Authors: | Ma, Yan-Ran ; Zhang, Dayong ; Ji, Qiang ; Pan, Jiaofeng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 81.2019, p. 536-544
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| Subject: | Connectedness | Energy sector | Generalised dynamic factor model | Idiosyncratic returns | Oil shocks | Energiewirtschaft | USA | United States | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172799