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Investment and Oil Price Volatility

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type , Preprint 01 Jan 2011 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

Authors: Susan Sunila Sharma; Paresh Kumar Narayan;

doi: 10.2139/ssrn.1107154

Investment and Oil Price Volatility

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Abstract

In this note, we consider the relationship between oil price volatility and firm returns for 560 firms listed on the New York Stock Exchange. Using daily time series data from 2000 to 2008, we find that oil price volatility increases firm returns for the majority of the firms in our sample.

Related Organizations

Deakin University
Australia

Keywords

Investment, oil price, volatility,, Oil Price; Volatility; Time Series; Firms; Returns., jel: jel:C1, jel: jel:D4

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	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average