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http://hdl.handle.net/11129/4766
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| Title: | Oil Price Risk Exposure at Industry and Subsector Levels: A Case Study |
| Authors: | Adaoğlu, Cahit (Co-Supervisor)
Katırcıoğlu, Salih (Supervisor)
Shaeri, Komeil
Eastern Mediterranean University, Faculty of Business and Economics, Dept. of Banking and Finance |
| Keywords: | Banking and Finance
Petroleum--resource economics
Energy industries--Oil Proces--Risk management
Oil price risk exposure
Equity returns
multiple structural breaks
Fama-French five-factor model
time-varying causality
cointegration |
| Issue Date: | 2016 |
| Publisher: | Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ) |
| Citation: | Shaeri, Komeil. (2016). Oil Price Risk Exposure at Industry and Subsector Levels: A Case Study. Thesis (Ph.D.), Eastern Mediterranean University, Institute of Graduate Studies and Research, Dept. of Banking and Finance, Famagusta: North Cyprus. |
| Description: | Doctor of Philosophy in Banking and Finance. Thesis (Ph.D.)--Eastern Mediterranean University, Faculty of Business and Economics, Dept. of Banking and Finance, 2016. Co-Supervisor: Prof. Dr. Cahit Adaoğlu andf Supervisor: Prof. Dr. Salih Katırcıoğlu |
| URI: | http://hdl.handle.net/11129/4766 |
| Appears in Collections: | Theses (Master's and Ph.D) – Business and Economics
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