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Oil prices, earnings, and stock returns

Crawford, Steve; Markarian, Garen; Muslu, Volkan; … - In: Review of accounting studies 26 (2021) 1, pp. 218-257

Persistent link: https://www.econbiz.de/10012498429

Expected returns on commodity ETFs and their underlying assets

Cortazar, Gonzalo; Ortega, Hector; Santa Maria, Joaquin; … - In: Journal of commodity markets : JCM 36 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015162611

How Do Stock Returns on Manufacturing Industry Respond to Raw Materials Price Shock?

Sum, Vichet - 2019

This paper analyses how stock returns on the U.S. manufacturing industry respond to raw materials price shock. Using monthly excess return data of the U.S. manufacturing industry and the percentage change of the U.S. raw materials price commodity index from 1960:M2 to 2012:M12, the vector auto...

Persistent link: https://www.econbiz.de/10012905551

Co-movements in commodity markets andimplications in diversification benefits

Cai, Xiao Jing; Fang, Zheng; Youngho, Chang; Tian, Shuairu - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 393-425

Persistent link: https://www.econbiz.de/10012219019

Oil volatility spillover into oil dependent equity-sector stock returns : evidence from major oil producing countries

Bhuyan, Rafiqul; Robbani, Mohammad; Talukder, Bakhtear - In: Bulletin of applied economics 8 (2022) 1, pp. 149-165

Persistent link: https://www.econbiz.de/10013271050

The impact of business conditions and commodity market on US stock returns : an asset pricing modelling experiment

Huang, Fangzhou; Song, Jiao; Taylor, Nick J. - In: Quantitative finance and economics 6 (2022) 3, pp. 433-458

Persistent link: https://www.econbiz.de/10013499502

The relationship between US stock, commodity and virtual markets during COVID-19 forced crisis

Osman, Myriam Ben; Naoui, Kamel - In: Financial Market Dynamics after COVID 19 : The …, (pp. 11-23). 2022

Persistent link: https://www.econbiz.de/10013198538

To what extent are stock returns driven by mean and volatility spillover effects? : evidence from eight European stock markets

Alikhanov, Abdulla - In: Národohospodářský obzor : časopis věnovaný … 13 (2013) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10010193320

The effects of external uncertainties against monetary policy uncertainty on IRANIAN stock return volatility using GARCH-MIDAS approach

Razmi, Seyedeh Fatemeh; Bajgiran, Bahareh Ramezanian; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 278-281

Persistent link: https://www.econbiz.de/10012500847

US stock returns and oil prices : the tale from daily data and the 2008 - 2009 financial crisis

Mollick, André Varella; Assefa, Tibebe Abebe - In: Energy economics 36 (2013), pp. 1-18

Persistent link: https://www.econbiz.de/10009724771