Measuring the Oil Risk Effect on Industry Volatility Shocks
I examine the information sequential hypothesis in complementary oil markets. Unlike the underreaction hypothesis suggested as an explanation to the lagged negative oil effect of financial return, a sequential information schedule through crude oil and gasoline provides a differential dynamic in the...
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| Format: | conferenceObject |
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2017
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| Online Access: | http://hdl.handle.net/10725/5943 http://dx.doi.org/10.2139/ssrn.2157653 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php http://www.talkmarkets.com/content/commodities/measuring-the-oil-risk-effect-on-industry-volatility-shocks?post=83538 |
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