Energy mutual funds and oil prices

Gormus A., Diltz J. D., Soytas U.

MANAGERIAL FINANCE, cilt.44, sa.3, ss.374-388, 2018 (ESCI) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 44 Sayı: 3
  • Basım Tarihi: 2018
  • Doi Numarası: 10.1108/mf-04-2017-0124
  • Dergi Adı: MANAGERIAL FINANCE
  • Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), Scopus
  • Sayfa Sayıları: ss.374-388
  • Anahtar Kelimeler: Oil prices, Energy mutual funds, Mutual fund characteristics, Volatility transmission, VOLATILITY SPILLOVER, STOCK MARKETS, CRUDE-OIL, INTERNATIONAL TRANSMISSION, RETURNS, SHOCKS, DECOMPOSITION, PERFORMANCE, COMMODITY, CAUSALITY
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

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.