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

Shawkat Hammoudeh, Yuan Yuan, Thomas Chi-Nan Chiang, Mohan Singh Nandha

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@article{6001c91d09b146358b5aadcbb91ac2f5,

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

author = "Shawkat Hammoudeh and Yuan Yuan and Chiang, {Thomas Chi-Nan} and Nandha, {Mohan Singh}",

year = "2010",

doi = "10.1016/j.enpol.2010.03.015",

language = "English",

volume = "38",

pages = "3922 -- 3932",

journal = "Energy Policy",

issn = "0301-4215",

publisher = "Elsevier",

number = "8",

}

TY - JOUR

T1 - Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks

AU - Hammoudeh, Shawkat

AU - Yuan, Yuan

AU - Chiang, Thomas Chi-Nan

AU - Nandha, Mohan Singh

PY - 2010

Y1 - 2010

U2 - 10.1016/j.enpol.2010.03.015

DO - 10.1016/j.enpol.2010.03.015

M3 - Article

SN - 0301-4215

VL - 38

SP - 3922

EP - 3932

JO - Energy Policy

JF - Energy Policy

IS - 8

ER -