The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies
Bradley T. Ewing, Wensheng Kang, Ronald A. Ratti
| Year of publication: |
May 2018
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|---|---|
| Authors: | Ewing, Bradley T. ; Kang, Wensheng ; Ratti, Ronald A. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 72.2018, p. 505-516
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| Subject: | Oil supply shocks | Real stock return | Time-varying parameter VAR | Oil and gas exploration and production companies | USA | United States | VAR-Modell | VAR model | Schock | Shock | Kapitaleinkommen | Capital income | Erdölindustrie | Oil industry | Gaswirtschaft | Gas industry | Ölpreis | Oil price | Börsenkurs | Share price | Erdölgewinnung | Petroleum extraction | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972367