文章基本信息

标题：Investment and oil price volatility
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作者：Susan Sunila Sharma ; Paresh Kumar Narayan
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2012
卷号：32
期号：2
页码：1428-1433
出版社：Economics Bulletin
摘要：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.
关键词：Oil Price; Volatility; Time Series; Firms; Returns.