Risk factors in stock returns of Canadian oil and gas companies

By Perry Sadorsky. 2001

664 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Energy

View Paper: https://www.semanticscholar.org/paper/210337b26808d009f1ad78dc28738021bff4a821

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Citations in the corpus

Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea (2011, background): “In a later study, Sadorsky (2001) finds a significant and positive relationship between oil and gas equity index and the price of crude oil in Canada.”
Oil prices and transport sector returns: an international analysis (2009, neutral): “Al-Mudhaf and Goodwin, 1993; Faff and Brailsford, 1999; Sadorsky 2001 ).”
Oil Prices, Exchange Rates and Emerging Stock Markets (2011, neutral): “…Ferson and Harvey, 1994, 1995; Jones and Kaul, 1996; Huang, Masulis and Stoll, 1996; Sadorsky, 1999; Faff and Brailsford, 1999; Papapetrou, 2001; Sadorsky, 2001; Hammoudeh and Aleisa, 2004; Hammoudeh, Dibooglu and Aleisa, 2004; Hammoudeh and Huimin, 2005; El-Sharif, Brown, Burton, Nixon and…”
Does the price of oil interact with clean energy prices in the stock market (2013, background): “It has been noted that there is a significant relationship between stock price movements and interest rates (see Sadorsky, 2001).”
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, neutral): “…and Chiou, 2011; Laopodis, 2011; Filis, 2010; Chen, 2010; Miller and Ratti, 2009; Driesprong et al., 2008; Nandha and Faff, 2008; Park and Ratti, 2008; Bachmeier, 2008; Basher and Sadorsky, 2006; Hammoudeh and Li, 2005; Hammoudeh and Aleisa, 2004; Sadorsky, 2001 and Papapetrou, 2001, among others).”
Relationships between oil price shocks and stock market: An empirical analysis from China ☆ (2008, background): “By contrast, Sadorsky ( 2001 ), using a multifactor market that takes into consideration the presence of several risk premiums, identified certain factors such as exchange rate and interest rate along with oil prices themselves as the main determinants of oil and gas stock returns.”
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment (2013, neutral): “…Sadorsky (2008), Basher and Sadorsky (2006), Huang et al. (2005), Hammoudeh and Huimin (2005), Hammoudeh et al. (2004), Hammoudeh and Aleisa (2004), Sadorsky (2001), Papapetrou (2001), Faff and Brailsford (1999), Huang et al. (1996), Jones and Kaul (1996), Kaneko and Lee (1995), Ferson and Harvey…”
Oil volatility, oil and gas firms and portfolio diversification (2018, result): “These results are in line with Sadorsky (2012) and Boldanov”
Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade (2010, background): “For instance, Sadorsky (2001) and Boyer and Filion (2007) show that oil price increases lead to higher stock returns of Canadian oil and gas companies.”
Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries (2016, background): “However, some researchers endorse the notion that this fact is relevant only for the oil-importing countries; whereas positive impacts of oil price movements on stock markets holds for the oil-exporting countries (Sadorsky, 2001; El-Sharif et al., 2005; Bashar, 2006; Boyer and Filton, 2007; O’Neill ”