Oil Price Risk Exposure at Industry and Subsector Levels: A Case Study
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Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ)
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info:eu-repo/semantics/openAccess
Abstract
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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
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
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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.
