Matches in SemOpenAlex for { <https://semopenalex.org/work/W2232356746> ?p ?o ?g. }
- W2232356746 abstract "Results from a market model augmented for an oil factor suggest that this element does not affect every industry. The oil factor impact can be both concurrent and lagged, suggesting that new information derivedfrom oil prices is sometimes incorporated immediately in equity prices when the impact is concurrent, and sometimes not when the impact is lagged. Apart from the Oil & Gas industry, all significantly affected returns respond negatively to oil price shocks and there appears to be some cross-country similarity. The application of GARCH modelling permitted the derivation of real oil price volatility which was then incorporated into a GARCH model for stock returns to assess whether oil volatility has explanatory power on equity returns' volatility. In general, higher oil volatility was found to lead to higher risk for impacted industry equity returns." @default.
- W2232356746 created "2016-06-24" @default.
- W2232356746 creator A5012821118 @default.
- W2232356746 creator A5020876830 @default.
- W2232356746 date "2013-01-01" @default.
- W2232356746 modified "2023-09-23" @default.
- W2232356746 title "The Impact of Oil Prices on Sectoral Equity Returns: Evidence from UK and US Stock Market Data" @default.
- W2232356746 cites W1572579650 @default.
- W2232356746 cites W1585169518 @default.
- W2232356746 cites W1963815804 @default.
- W2232356746 cites W1977206371 @default.
- W2232356746 cites W1979575715 @default.
- W2232356746 cites W1980749597 @default.
- W2232356746 cites W1989472873 @default.
- W2232356746 cites W1992783043 @default.
- W2232356746 cites W1995460906 @default.
- W2232356746 cites W1995834279 @default.
- W2232356746 cites W1999996900 @default.
- W2232356746 cites W2002215242 @default.
- W2232356746 cites W2004704580 @default.
- W2232356746 cites W2015800048 @default.
- W2232356746 cites W2020857086 @default.
- W2232356746 cites W2021821837 @default.
- W2232356746 cites W2024726685 @default.
- W2232356746 cites W2025306861 @default.
- W2232356746 cites W2043276687 @default.
- W2232356746 cites W2045564168 @default.
- W2232356746 cites W2047134779 @default.
- W2232356746 cites W2049912173 @default.
- W2232356746 cites W2051564300 @default.
- W2232356746 cites W2065587215 @default.
- W2232356746 cites W2074988857 @default.
- W2232356746 cites W2081059284 @default.
- W2232356746 cites W2090199850 @default.
- W2232356746 cites W2094858492 @default.
- W2232356746 cites W2097241502 @default.
- W2232356746 cites W2108122190 @default.
- W2232356746 cites W2131773668 @default.
- W2232356746 cites W2132417154 @default.
- W2232356746 cites W2148583898 @default.
- W2232356746 cites W2154084173 @default.
- W2232356746 cites W2300984303 @default.
- W2232356746 cites W2483454135 @default.
- W2232356746 cites W276460822 @default.
- W2232356746 cites W3121346496 @default.
- W2232356746 cites W3121465794 @default.
- W2232356746 cites W3121943714 @default.
- W2232356746 cites W3123974798 @default.
- W2232356746 cites W3124238415 @default.
- W2232356746 cites W3125297504 @default.
- W2232356746 cites W3125340672 @default.
- W2232356746 doi "https://doi.org/10.12831/75572" @default.
- W2232356746 hasPublicationYear "2013" @default.
- W2232356746 type Work @default.
- W2232356746 sameAs 2232356746 @default.
- W2232356746 citedByCount "1" @default.
- W2232356746 countsByYear W22323567462018 @default.
- W2232356746 crossrefType "journal-article" @default.
- W2232356746 hasAuthorship W2232356746A5012821118 @default.
- W2232356746 hasAuthorship W2232356746A5020876830 @default.
- W2232356746 hasBestOaLocation W22323567461 @default.
- W2232356746 hasConcept C10138342 @default.
- W2232356746 hasConcept C106159729 @default.
- W2232356746 hasConcept C143801662 @default.
- W2232356746 hasConcept C144133560 @default.
- W2232356746 hasConcept C162324750 @default.
- W2232356746 hasConcept C166957645 @default.
- W2232356746 hasConcept C17744445 @default.
- W2232356746 hasConcept C199539241 @default.
- W2232356746 hasConcept C199728807 @default.
- W2232356746 hasConcept C204036174 @default.
- W2232356746 hasConcept C205649164 @default.
- W2232356746 hasConcept C2779343474 @default.
- W2232356746 hasConcept C2780299701 @default.
- W2232356746 hasConcept C2984556133 @default.
- W2232356746 hasConcept C556758197 @default.
- W2232356746 hasConcept C71110296 @default.
- W2232356746 hasConceptScore W2232356746C10138342 @default.
- W2232356746 hasConceptScore W2232356746C106159729 @default.
- W2232356746 hasConceptScore W2232356746C143801662 @default.
- W2232356746 hasConceptScore W2232356746C144133560 @default.
- W2232356746 hasConceptScore W2232356746C162324750 @default.
- W2232356746 hasConceptScore W2232356746C166957645 @default.
- W2232356746 hasConceptScore W2232356746C17744445 @default.
- W2232356746 hasConceptScore W2232356746C199539241 @default.
- W2232356746 hasConceptScore W2232356746C199728807 @default.
- W2232356746 hasConceptScore W2232356746C204036174 @default.
- W2232356746 hasConceptScore W2232356746C205649164 @default.
- W2232356746 hasConceptScore W2232356746C2779343474 @default.
- W2232356746 hasConceptScore W2232356746C2780299701 @default.
- W2232356746 hasConceptScore W2232356746C2984556133 @default.
- W2232356746 hasConceptScore W2232356746C556758197 @default.
- W2232356746 hasConceptScore W2232356746C71110296 @default.
- W2232356746 hasLocation W22323567461 @default.
- W2232356746 hasOpenAccess W2232356746 @default.
- W2232356746 hasPrimaryLocation W22323567461 @default.
- W2232356746 hasRelatedWork W1039721562 @default.
- W2232356746 hasRelatedWork W1545316781 @default.
- W2232356746 hasRelatedWork W2058073402 @default.
- W2232356746 hasRelatedWork W2289349993 @default.