Matches in SemOpenAlex for { <https://semopenalex.org/work/W2020857086> ?p ?o ?g. }
- W2020857086 endingPage "251" @default.
- W2020857086 startingPage "224" @default.
- W2020857086 abstract "The purpose of this paper is to contribute to the literature on stock markets and energy prices by studying the impact of oil price changes on a large set of emerging stock market returns. The approach taken in this paper uses an international multi-factor model that allows for both unconditional and conditional risk factors to investigate the relationship between oil price risk and emerging stock market returns. This paper, thus, represents one of the first comprehensive studies of the impact of oil price risk on emerging stock markets. In general we find strong evidence that oil price risk impacts stock price returns in emerging markets. Results for other risk factors like market risk, total risk, skewness, and kurtosis are also presented. These results are useful for individual and institutional investors, managers and policy makers." @default.
- W2020857086 created "2016-06-24" @default.
- W2020857086 creator A5043800122 @default.
- W2020857086 creator A5080990873 @default.
- W2020857086 date "2006-12-01" @default.
- W2020857086 modified "2023-10-18" @default.
- W2020857086 title "Oil price risk and emerging stock markets" @default.
- W2020857086 cites W1496575647 @default.
- W2020857086 cites W1982796656 @default.
- W2020857086 cites W1984186425 @default.
- W2020857086 cites W1993300609 @default.
- W2020857086 cites W1995474631 @default.
- W2020857086 cites W2002215242 @default.
- W2020857086 cites W2010681793 @default.
- W2020857086 cites W2015800048 @default.
- W2020857086 cites W2057970443 @default.
- W2020857086 cites W2070503845 @default.
- W2020857086 cites W2074988857 @default.
- W2020857086 cites W2081059284 @default.
- W2020857086 cites W2084050624 @default.
- W2020857086 cites W2088427109 @default.
- W2020857086 cites W2092440222 @default.
- W2020857086 cites W2096226179 @default.
- W2020857086 cites W2104795328 @default.
- W2020857086 cites W2108446661 @default.
- W2020857086 cites W2121676017 @default.
- W2020857086 cites W2124601071 @default.
- W2020857086 cites W2148583898 @default.
- W2020857086 cites W2172364747 @default.
- W2020857086 cites W3121300545 @default.
- W2020857086 cites W3122590943 @default.
- W2020857086 cites W3123289511 @default.
- W2020857086 cites W3123905336 @default.
- W2020857086 cites W3123974798 @default.
- W2020857086 cites W3124125560 @default.
- W2020857086 cites W3216651525 @default.
- W2020857086 cites W4229685804 @default.
- W2020857086 cites W4230661391 @default.
- W2020857086 cites W4232111244 @default.
- W2020857086 cites W4233783506 @default.
- W2020857086 cites W4240900396 @default.
- W2020857086 cites W4244543623 @default.
- W2020857086 cites W4251670861 @default.
- W2020857086 doi "https://doi.org/10.1016/j.gfj.2006.04.001" @default.
- W2020857086 hasPublicationYear "2006" @default.
- W2020857086 type Work @default.
- W2020857086 sameAs 2020857086 @default.
- W2020857086 citedByCount "700" @default.
- W2020857086 countsByYear W20208570862012 @default.
- W2020857086 countsByYear W20208570862013 @default.
- W2020857086 countsByYear W20208570862014 @default.
- W2020857086 countsByYear W20208570862015 @default.
- W2020857086 countsByYear W20208570862016 @default.
- W2020857086 countsByYear W20208570862017 @default.
- W2020857086 countsByYear W20208570862018 @default.
- W2020857086 countsByYear W20208570862019 @default.
- W2020857086 countsByYear W20208570862020 @default.
- W2020857086 countsByYear W20208570862021 @default.
- W2020857086 countsByYear W20208570862022 @default.
- W2020857086 countsByYear W20208570862023 @default.
- W2020857086 crossrefType "journal-article" @default.
- W2020857086 hasAuthorship W2020857086A5043800122 @default.
- W2020857086 hasAuthorship W2020857086A5080990873 @default.
- W2020857086 hasConcept C10138342 @default.
- W2020857086 hasConcept C106159729 @default.
- W2020857086 hasConcept C121087249 @default.
- W2020857086 hasConcept C127413603 @default.
- W2020857086 hasConcept C144133560 @default.
- W2020857086 hasConcept C149782125 @default.
- W2020857086 hasConcept C151730666 @default.
- W2020857086 hasConcept C162324750 @default.
- W2020857086 hasConcept C204036174 @default.
- W2020857086 hasConcept C2780299701 @default.
- W2020857086 hasConcept C2780762169 @default.
- W2020857086 hasConcept C2984556133 @default.
- W2020857086 hasConcept C47143671 @default.
- W2020857086 hasConcept C556758197 @default.
- W2020857086 hasConcept C78519656 @default.
- W2020857086 hasConcept C86803240 @default.
- W2020857086 hasConceptScore W2020857086C10138342 @default.
- W2020857086 hasConceptScore W2020857086C106159729 @default.
- W2020857086 hasConceptScore W2020857086C121087249 @default.
- W2020857086 hasConceptScore W2020857086C127413603 @default.
- W2020857086 hasConceptScore W2020857086C144133560 @default.
- W2020857086 hasConceptScore W2020857086C149782125 @default.
- W2020857086 hasConceptScore W2020857086C151730666 @default.
- W2020857086 hasConceptScore W2020857086C162324750 @default.
- W2020857086 hasConceptScore W2020857086C204036174 @default.
- W2020857086 hasConceptScore W2020857086C2780299701 @default.
- W2020857086 hasConceptScore W2020857086C2780762169 @default.
- W2020857086 hasConceptScore W2020857086C2984556133 @default.
- W2020857086 hasConceptScore W2020857086C47143671 @default.
- W2020857086 hasConceptScore W2020857086C556758197 @default.
- W2020857086 hasConceptScore W2020857086C78519656 @default.
- W2020857086 hasConceptScore W2020857086C86803240 @default.
- W2020857086 hasIssue "2" @default.
- W2020857086 hasLocation W20208570861 @default.
- W2020857086 hasOpenAccess W2020857086 @default.