Oil price shocks and the equity market: Evidence for the S&P 500 sectoral indices
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DOI: 10.1016/j.ribaf.2019.03.001
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- Reinhold Heinlein & Scott M. R. Mahadeo, 2021. "Oil and US stock market shocks: implications for Canadian equities," Working Papers in Economics & Finance 2021-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
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More about this item
Keywords
Oil price shock; Equity returns; Oil price volatility; VAR;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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