Can energy security predict energy stock returns?

We hypothesize that energy security contains valuable information that can predict energy stock returns. To test this hypothesis, we construct 10 energy security indexes and nine energy stock returns. We find that, at most, all 10 energy security indexes can predict returns. We further show that the...

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Veröffentlicht in:	Energy economics 2021-02, Vol.94, p.105052, Article 105052
Hauptverfasser:	Iyke, Bernard Njindan, Tran, Vuong Thao, Narayan, Paresh Kumar
Format:	Artikel
Sprache:	eng
Schlagworte:	Economic significance Energy Energy economics Energy security Energy stocks Fees & charges Indexes Portfolio management Predictability Return on investment Robustness Security Stock returns Stocks Willingness to pay
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