Energy
Economics, January 2019
Green
Table of Contents
Volume 77
Pages 1-138
Panel evidence on the ability of oil returns to predict stock returns in the G7 area
Joakim Westerlund, Susan Sunila Sharma
Pages 3-12
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The effects of recent terrorist attacks on risk and return in commodity markets
Vikash Ramiah, Damien Wallace, Jose Francisco Veron, Krishna Reddy, Robert Elliott
Pages 13-22
A novel market efficiency index for energy futures and their term structure risk premiums
Duminda Kuruppuarachchi, I.M. Premachandra, Helen Roberts
Pages 23-33
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Does OPEC news sentiment influence stock returns of energy firms in the United States?
Kartick Gupta, Rajabrata Banerjee
Pages 34-45
Oil price shocks and Chinese banking performance: Do country risks matter?
Chi-Chuan Lee, Chien-Chiang
Lee
Pages 46-53
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Crude oil price uncertainty and corporate investment: New global evidence
Dinh Hoang Bach Phan, Vuong Thao Tran, Dat Thanh Nguyen
Pages 54-65
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The asymmetric response of gasoline prices to oil price shocks and policy uncertainty
Wensheng Kang, Fernando
Perez de Gracia, Ronald A. Ratti
Pages 66-79
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Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model
Qiang Ji, Bing-Yue Liu, Ying Fan
Pages 80-92
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Liquidity, surprise volume and return premia in the oil market
Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi, Niklas F. Wagner
Pages 93-104
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Decoupling of emissions and GDP: Evidence from aggregate and provincial Chinese data
Gail Cohen, Joao Tovar Jalles, Prakash Loungani, Ricardo Marto, Gewei Wang
Pages 105-118
Price and volatility spillovers across the international steam coal market
Jonathan A. Batten, Janusz Brzeszczynski,
Cetin Ciner, Marco C.K. Lau, ... Larisa Yarovaya
Pages 119-138