Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11156-022-01107-2.pdf
Reference49 articles.
1. Al-Mudhaf A, Goodwin TH (1993) Oil shocks: evidence from the 1970s. Appl Econ 25:181–190
2. Badshah I (2013) Quantile regression analysis of the asymmetric return-volatility relation. J Futures Mark 33:235–265
3. Bedoui R, Braeik S, Goutte S, Guesmi K (2018) On the study of conditional dependence structure between oil, gold and USD exchange rates. Int Rev Financial Anal 59:134–146
4. Bollerslev T, Tauchen G, Zhou H (2009) Expected stock returns and variance risk premia. Rev Financial Stud 22:4463–4492
5. Boyer MM, Filion D (2007) Common and fundamental factors in stock returns of Canadian oil and gas companies. Energy Econ 29:428–453
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