What drives the commodity price beta of oil industry stocks?

Energy Economics

Volumn 37, Issue , 2013, Pages 1-15

  Talbot, Edward ^a   Artiach, Tracy ^b   Faff, Robert ^c  

^a Credit Suisse (Australia) Limited   (Australia)

^b QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^c UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Commodity beta; Oil industry; Oil price

Indexed keywords

COMMODITY BETA; COMMODITY PRICES; COST OF CARRIES; CRUDE OIL PRICES; ECONOMIC SUPPORTS; FINANCIAL RISK MANAGEMENT; FINANCING DECISIONS; MEAN REVERSION; OIL INDUSTRIES; OIL PRICES; OIL RETURN; OIL STOCKS;

CRUDE OIL; RISK MANAGEMENT;

COSTS;

COMMODITY PRICE; CRUDE OIL; OIL INDUSTRY; OIL SUPPLY; STOCK MARKET; THEORETICAL STUDY;

EID: 84873891432     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2013.01.004     Document Type: Article

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