Oil Price Risk Exposure at Industry and Subsector Levels: A Case Study

EMU I-REP

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dc.contributor.advisor Adaoğlu, Cahit (Co-Supervisor)
dc.contributor.advisor Katırcıoğlu, Salih (Supervisor)
dc.contributor.author Shaeri, Komeil
dc.date.accessioned 2020-11-26T12:41:23Z
dc.date.available 2020-11-26T12:41:23Z
dc.date.issued 2016
dc.date.submitted 2016
dc.identifier.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. en_US
dc.identifier.uri http://hdl.handle.net/11129/4766
dc.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 en_US
dc.language.iso eng en_US
dc.publisher Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ) en_US
dc.rights info:eu-repo/semantics/openAccess en_US
dc.subject Banking and Finance en_US
dc.subject Petroleum--resource economics en_US
dc.subject Energy industries--Oil Proces--Risk management en_US
dc.subject Oil price risk exposure en_US
dc.subject Equity returns en_US
dc.subject multiple structural breaks en_US
dc.subject Fama-French five-factor model en_US
dc.subject time-varying causality en_US
dc.subject cointegration en_US
dc.title Oil Price Risk Exposure at Industry and Subsector Levels: A Case Study en_US
dc.type doctoralThesis en_US
dc.contributor.department Eastern Mediterranean University, Faculty of Business and Economics, Dept. of Banking and Finance en_US


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