Current Proceedings on Technology

Current Proceedings on Technology

Portfolio investment and oil sensitivity: the case of the Romanian stock market

Yazarlar: Oana Madalina Predescu (Popescu), Stelian Stancu

Cilt 2 , Sayı - , 2012 , Sayfalar -

Konular:-

Anahtar Kelimeler:Oil company stock returns,Oil prices,Gold prices,Portfolio investment

Özet: In this article we investigate the impact of oil price changes and gold price changes on a set of stock returns of four major Romanian oil companies and on an equally weighted portfolio comprised of these stocks. Employing two different data frequencies and pair wise Granger causality tests we find that multifactor models which include unexpected oil price changes and unexpected gold price changes as macroeconomic factors are suitable in the decision-making process of an investor that wants to invest in the Romanian oil industry.

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@article{2012, title={Portfolio investment and oil sensitivity: the case of the Romanian stock market}, volume={2}, number={0}, publisher={Current Proceedings on Technology }, author={Oana Madalina Predescu (Popescu), Stelian Stancu}, year={2012} }
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Oana Madalina Predescu (Popescu), Stelian Stancu. (2012). Portfolio investment and oil sensitivity: the case of the Romanian stock market (Vol. 2). Vol. 2. Current Proceedings on Technology .
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Oana Madalina Predescu (Popescu), Stelian Stancu. Portfolio Investment and Oil Sensitivity: The Case of the Romanian Stock Market. no. 0, Current Proceedings on Technology , 2012.
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