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Spillovers between oil and stock returns in the US energy sector : does idiosyncratic information matter?

Ma, Yan-Ran; Zhang, Dayong; Ji, Qiang; Pan, Jiaofeng - In: Energy economics 81 (2019), pp. 536-544

Persistent link: https://www.econbiz.de/10012172799

The oil price uncertainty effect on stock returns of the Indian renewable energy firms under different market conditions

Mishra, Lalatendu; Acharya, Rajesh H. - In: OPEC energy review 46 (2022) 4, pp. 437-448

Persistent link: https://www.econbiz.de/10013472413

Does OPEC news sentiment influence stock returns of energy firms in the United States?

Gupta, Kartick; Banerjee, Rajabrata - In: Energy economics 77 (2019), pp. 34-45

Persistent link: https://www.econbiz.de/10012306337

Do the stock returns of clean energy corporations respond to oil price shocks and policy uncertainty?

Zhao, Xiaohui - In: Journal of economic structures : JES; the official … 9 (2020) 53, pp. 1-16

This paper investigates the effects of oil price shocks and policy uncertainty on the stock returns of clean energy companies. We use a structural vector autoregressive (VAR) model to separate demand and supply shocks in the global crude oil market from 2001 to 2018. We find that oil supply...

Persistent link: https://www.econbiz.de/10012292967

The COVID-19 storm and the energy sector : the impact and role of uncertainty

Szczygielski, Jan Jakub; Brzeszczyński, Janusz; … - In: Energy economics 109 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013283963

Modelling the volatility spillovers among energy stock returns in developed, developing and fragile economies using EGARCH analysis

Akıncı, Merter; Akıncı, Gönül Yüce - In: Strategic approaches to energy management : current …, (pp. 103-125). 2021

Persistent link: https://www.econbiz.de/10012704548

Uncertainty and stock returns in energy markets: a quantile regression approach

Cedic, Samir; Mahmoud, Alwan; Manera, Matteo; Uddin, … - 2021

The aim of this paper is to analyze the relationship between different types of uncertainty and stock returns of the renewable energy and the oil & gas sectors. We use the quantile regression approach developed by Koenker and d'Orey (1987; 1994) to assess which uncertainties are the potential...

Persistent link: https://www.econbiz.de/10012510024

Multivariate stochastic volatility for herding detection : evidence from the energy sector

Tsionas, Efthymios G.; Philippas, Dionisis; Philippas, … - In: Energy economics 109 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013283765

Returns and volatility of eurozone energy stocks

Oberndorfer, Ulrich (contributor) - 2008

This paper constitutes a first analysis on stock returns and stock return volatility of energy corporations from the … European utilities, they lead to an appreciation of oil and gas stocks. Most importantly, we show that oil market volatility … negatively affects European oil and gas stocks. In contrast, energy stock volatility is not driven by volatility of the resource …

Persistent link: https://www.econbiz.de/10003671239

The relationship between oil price and costs in the oil and gas industry

Toews, Gerhard; Naumov, Alexander - 2015

Persistent link: https://www.econbiz.de/10011288643