articleTop 10% cited
Risk factors in stock returns of Canadian oil and gas companies
Energy Economics · 2001 · Vol. 23(1) · pp. 17–28
Perry Sadorsky✉(York University)
Market Dynamics and VolatilityGlobal Energy Security and PolicyMonetary Policy and Economic ImpactStock (firearms)EconomicsOil-storage tradeFossil fuelStock marketOil priceMonetary economicsFinancial economicsCrack spreadPetroleum industry
Citations
650
FWCI
4.26
field-weighted impact
References
34
Percentile
94%
vs. same field & year
Citations per year
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References
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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Econometrica · 1982 · 20,395 citations
Time Series Analysis
Technometrics · 1997 · 3,239 citations
Oil price shocks and stock market activity
Energy Economics · 1999 · 1,776 citations
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Journal of Econometrics · 1997 · 2,033 citations
Testing for a unit root in time series regression
Biometrika · 1988 · 17,746 citations
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Econometrica · 1987 · 16,843 citations
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