Template-Type: ReDIF-Article 1.0 Author-Name: Bernard Njindan Iyke Author-Email: contact.apaea@gmail.com Author-Workplace-Name: Asia Pacific Applied Economics Association Title: COVID-19 - The Reaction of US Oil and Gas Producers to the Pandemic Abstract: In this paper, we examine the reaction of US oil and gas producers to the COVID-19 pandemic. We find that firms react to COVID-19 heterogeneously. The pandemic significantly explains 28% of returns and 27% of return volatility. These findings are qualitatively consistent when using competing COVID-19 indicators. Classification-JEL: O Keywords: oil and gas firms, covid-19, stock returns, volatility Journal: Energy RESEARCH LETTERS Pages: 1-4 Volume: 1 Issue: 1 Year: 2021 DOI: 2021/06/16 File-URL: https://erl.scholasticahq.com/api/v1/articles/13912-covid-19-the-reaction-of-us-oil-and-gas-producers-to-the-pandemic.pdf File-Format: Application/pdf Handle: RePEc:ayb:jrnerl:19