Sofia B. Ramos
ESSEC Business School
Sofia Brito Ramos is an associate professor of finance at ESSEC Business School in France. She is associate editor of the European Journal of Finance and member of board of directors of the European Financial Management Association (EFMA). She has published her work on the Review of Finance, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Markets, Energy Economics, Economic Modeling among other journals. She got her MSc in Economics from Universitat Pompeu Fabra, Barcelona, and her Ph.D. in Finance from the Swiss Finance Institute -University of Lausanne.
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This paper analyzes the case of commodity-dependent industries by testing in the case of the oil industry and analyzing whether oil exposure relates to the cross-section of returns.