Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks

Energy Policy

Volumn 38, Issue 8, 2010, Pages 3922-3932

  Hammoudeh, Shawkat ^a   Yuan, Yuan ^a   Chiang, Thomas ^a   Nandha, Mohan ^b  

^a DREXEL UNIVERSITY   (United States)

^b MONASH UNIVERSITY   (Australia)

Author keywords

GARCH; Trading volume; Volatility

Indexed keywords

CAPITAL MARKETS; ECONOMIC RISKS; GARCH MODELS; INTEREST RATES; MORGAN STANLEY; OIL PRICES; STOCK RETURNS; TRADING VOLUMES;

COMMERCE;

ECONOMIC IMPACT; ENERGY MARKET; MODELING; OIL SUPPLY; PRICE DYNAMICS; RISK ASSESSMENT;

UNITED STATES;

EID: 77952799488     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2010.03.015     Document Type: Article

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