Babatunde Olatunji Odusami

Widener University - School of Business Administration

Chester, PA 19013

United States

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Crude Oil Shocks and Stock Market Returns

Applied Financial Economics, Forthcoming
Number of pages: 31 Posted: 27 Nov 2007 Last Revised: 21 Mar 2014
Babatunde Olatunji Odusami
Widener University - School of Business Administration
Downloads 1,023 (21,784)
Citation 1

Abstract:

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Jumps, diffusions, Crude Oil, Stock market return, futures

2.

Oil Price Shocks and Industry Stock Returns

Energy Economics 33 (2011) 966–974, Fox School of Business Research Paper
Number of pages: 9 Posted: 16 Jun 2014
Elyas Elyasiani, Iqbal Mansur and Babatunde Olatunji Odusami
Temple University - Department of Finance, Widener University - School of Business Administration and Widener University - School of Business Administration
Downloads 167 (185,225)
Citation 1

Abstract:

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Oil price, Industry excess returns, Industry return volatility, GARCH

3.

Sectoral Stock Return Sensitivity to Oil Price Changes: A Double-Threshold FIGARCH Model

Quantitative Finance, 2013, Vol. 13, No. 4, 593–612, Fox School of Business Research Paper
Posted: 18 Jun 2014
Elyas Elyasiani, Iqbal Mansur and Babatunde Olatunji Odusami
Temple University - Department of Finance, Widener University - School of Business Administration and Widener University - School of Business Administration

Abstract:

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Oil price, Sector returns, Threshold, FIGARCH