Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions-Reference-Cited by-同舟云学术

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Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions

Published:2022-04 Issue: Volume:108 Page:105878
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Rehman Mobeen Ur,Vo Xuan Vinh,McIver Ron,Kang Sang Hoon

Funder

Ministry of Education

National Research Foundation of Korea

Đại học Kinh tế Thành phố Hồ Chí Minh

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference63 articles.

1. Energy price shocks and economic growth in the US: a state-level analysis;Alexeev;Energy Econ.,2021

2. Oil price uncertainty and the US stock market analysis based on a GARCH-in-mean VAR model;Alsalman;Energy Econ.,2016

3. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets;Amad;Int. Rev. Financ. Anal.,2018

4. Do energy prices affect US investor sentiment?;Apergis;J. Behav. Financ.,2018

5. Oil prices, stock markets and portfolio investment: evidence from sector analysis in Europe over the last decade;Arouri;Energy Policy,2010

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