Work

Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?

Year: 2019

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2019.05.003

Authors: Yan-Ran Ma, Dayong Zhang, Qiang Ji, Jiaofeng Pan

Institutions: Chinese Academy of Sciences, Institutes of Science and Development, University of Chinese Academy of Sciences, Southwestern University of Finance and Economics

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Chinese Academy of Sciences, Youth Innovation Promotion Association of the Chinese Academy of Sciences, Higher Education Discipline Innovation Project

Awards: G2247353731, G3867950676, G698873378, 后金融危机时代国际油价冲击对居民消费的影响研究, 国际石油市场微观-宏观行为规律与复杂机理研究

OpenAlex ID: W2944023918

FWCI: 28.11

Cites: 63

Cited by: 147

Related to: 10