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 |