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Risk factors in stock returns of Canadian oil and gas companies · Study

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ArticleRisk factors in stock returns of Canadian oil and gas companies

Perry Sadorsky2001

Article2001

Risk factors in stock returns of Canadian oil and gas companies

653 citations·0/0 files stored·Energy Economics

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Market Dynamics and Volatility Financial Markets and Investment Strategies Financial Analysis and Corporate Governance

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 653 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1989Business conditions and expected returns on stocks and bonds 1997Further evidence on breaking trend functions in macroeconomic variables 1999Oil price shocks and stock market activity 1991The Variation of Economic Risk Premiums

Cited by

2009Crude oil and stock markets: Stability, instability, and bubbles 2007Does oil move equity prices? A global view 2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis 2010Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade 2011On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness 2006Common and fundamental factors in stock returns of Canadian oil and gas companies 2005Evidence on the nature and extent of the relationship between oil prices and equity values in the UK

Details

Year2001

Typearticle

Published2001-01-01

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations653

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/s0140-9883(00)00072-4

openalex_workW2103315488

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