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Oil and Energy Sector Volatility Analysis by Kamil Mehdi Abbas is a document available to read on EtoBox.

What is Oil and Energy Sector Volatility Analysis about?

The document analyzes the relationship between implied volatility indexes of oil, US energy stocks, and the overall US stock market. It finds a long-run relationship and short-run causal links between the volatility of international oil and US energy sector stocks. The results have implications for investors and policymakers.

Author

Kamil Mehdi Abbas

Language

EN