The broad range of viewpoints with respect to the effects of changing oil prices on US stock
markets leave equity portfolio managers puzzled about how changing oil prices are going to …

The purpose of this paper is to contribute to the literature on stock markets and energy prices
by studying the impact of oil price changes on a large set of emerging stock market returns …

The main goal of this paper is to examine whether oil price risk is systematically priced in the
cross-section of stock returns in net oil-exporting countries even after controlling for market …

The main purpose of this paper is to investigate the relation between oil price movements
and stock returns in US transportation companies. We estimate oil price risk exposures of …

This paper investigates the exposure of industry level portfolios to oil price shocks. Our
paper utilizes the Campbell (1991) decomposition of stock returns based on a log-linear …

After the financialization of commodity futures markets in 2004–2005 oil volatility has
become a strong predictor of returns and volatility of the overall stock market. Furthermore …

Using monthly data from January 2000 to August 2018, this paper examines how the
Canadian oil and gas industry and individual firms' equity prices react to oil price …

Purpose–This paper examines the impact of crude oil prices on Australian industry stock
returns. With rising energy prices, it is important to consider oil as a pricing factor in asset …

Purpose–This paper aims to examine the impact of crude oil prices on Australian industry
stock returns. With rising energy prices, it is important to consider oil as a pricing factor in …

This article examines the ability of oil equity portfolios to serve as hedges against oil price
changes. While ex ante hedge portfolios outperform naive buy-and-hold strategies, they are …