Uncertainty and Stock Returns in Energy Markets: A Quantile Regression Approach
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DOI: 10.22004/ag.econ.310388
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Other versions of this item:
- Samir Cedic & Alwan Mahmoud & Matteo Manera & Gazi Salah Uddin, 2021. "Uncertainty and Stock Returns in Energy Markets: A Quantile Regression Approach," Working Papers 2021.11, Fondazione Eni Enrico Mattei.
References listed on IDEAS
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Cited by:
- Sarit Maitra, 2023. "Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation," Papers 2310.01123, arXiv.org, revised Oct 2023.
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More about this item
Keywords
Resource /Energy Economics and Policy;JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q2 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Renewable Resources and Conservation
- Q3 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2021-04-12 (Energy Economics)
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