Do oil price shocks drive systematic risk premia in stock markets? A novel investment application
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DOI: 10.1016/j.ribaf.2024.102591
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More about this item
Keywords
Oil price shocks; Equity market; Risk premia; Factor investing;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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