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.

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Title Investment and oil price volatility
Author(s) Sharma, Susan SunilaORCID iD for Sharma, Susan Sunila
Narayan, Paresh KumarORCID iD for 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
time series
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
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Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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