The Effects of Oil Supply Shocks on U.S. Stock Market Returns

This paper attempts to assess the impact of price fluctuations in oil resulting from worldwide oil supply shocks on the real returns of the U.S. stock market, specifically the S&P 500, during the period of 1986 to 2011. While much past research has found an inverse relationship to exist between...

Full description

Bibliographic Details
Main Author: Varghese, Matthew Joseph
Format: Others
Published: Scholarship @ Claremont 2012
Subjects:
Online Access:http://scholarship.claremont.edu/cmc_theses/312
http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1317&context=cmc_theses