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Impact of fuel price fluctuations on airline stock returns · Study

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ArticleImpact of fuel price fluctuations on airline stock returns

Werner Kristjanpoller2016

Article2016

Impact of fuel price fluctuations on airline stock returns

Werner Kristjanpoller

74 citations·0/0 files stored·Applied Energy

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Market Dynamics and Volatility Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]1983Oil and the Macroeconomy since World War II 1972Capital Market Equilibrium with Restricted Borrowing 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS 1999Oil price shocks and stock market activity

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Year2016

Typearticle

Published2016-06-25

VenueApplied Energy

ISSN-L0306-2619

Languageen

Citations74

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.apenergy.2016.06.089

openalex_workW2467757692

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