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- W31005872 abstract "Domestic and global stock market variables as well as relevant country risk ratings variables, rather than or in lieu of macroeconomic variables, can explain much of the movement in US oil and gas sector prices. Apart from a demonstration of the feasibility of the use of systemic models for sectoral asset pricing in semi-strong form efficient markets, the methodology may be used to replicate, on a monthly basis, the US oil and gas index. The influence of the explanatory variables changes slightly when comparing the period of relative stability to that of relative volatility. The US financial risk ratings variable is only significant over the full period of the study." @default.
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- W31005872 date "2013-01-01" @default.
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- W31005872 title "Towards a Replicating Market Model for the US Oil and Gas Sector" @default.
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- W31005872 doi "https://doi.org/10.1016/b978-0-12-415875-7.00013-0" @default.
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