Gormus, Alper; Diltz, John David; Soytas, Ugur - In: Managerial Finance 44 (2018) 3, pp. 374-388
Purpose: The purpose of this paper is to examine the price level and volatility impacts of oil prices on energy mutual …/methodology/approach: The authors test for volatility transmission between the oil prices and the funds in the sample. Later, the authors test … capitalization and management tenure are found to be significant drivers of the relationships between EMFs and oil prices …