You are not logged in.

Investment and oil price volatility

Sharma, Susan Sunila and Narayan, Paresh Kumar 2012, Investment and oil price volatility, Economics bulletin, vol. 32, no. 2, pp. 1428-1433.

Attached Files
Name Description MIMEType Size Downloads

Title Investment and oil price volatility
Author(s) Sharma, Susan Sunila
Narayan, Paresh Kumar
Journal name Economics bulletin
Volume number 32
Issue number 2
Start page 1428
End page 1433
Total pages 6
Publisher Economics Bulletin
Place of publication Nashville, Tenn.
Publication date 2012
ISSN 1545-2921
Keyword(s) oil price
valatility
time series
firms
returns
Summary In this note, we consider the relationship between oil price volatility and firm returns for 560 firms listed on the New York Stock Exchange. Using daily time series data from 2000 to 2008, we find that oil price volatility increases firm returns for the majority of the firms in our sample.
Language eng
Field of Research 150202 Financial Econometrics
Socio Economic Objective 919999 Economic Framework not elsewhere classified
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2012, Economics Bulletin
Persistent URL http://hdl.handle.net/10536/DRO/DU:30046227

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 1 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 240 Abstract Views, 1 File Downloads  -  Detailed Statistics
Created: Tue, 24 Jul 2012, 16:17:33 EST by Aysun Alpyurek

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.