MANAGERIAL FINANCE, vol.44, no.3, pp.374-388, 2018 (ESCI)
Article / Article
Emerging Sources Citation Index (ESCI), Scopus
Oil prices, Energy mutual funds, Mutual fund characteristics, Volatility transmission, VOLATILITY SPILLOVER, STOCK MARKETS, CRUDE-OIL, INTERNATIONAL TRANSMISSION, RETURNS, SHOCKS, DECOMPOSITION, PERFORMANCE, COMMODITY, CAUSALITY
Middle East Technical University Affiliated:
Purpose The purpose of this paper is to examine the price level and volatility impacts of oil prices on energy mutual funds (EMFs). The authors also examine specific fund characteristics which might influence those interactions.