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

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dc.contributor.advisorAdaoğlu, Cahit (Co-Supervisor)
dc.contributor.advisorKatırcıoğlu, Salih (Supervisor)
dc.contributor.authorShaeri, Komeil
dc.date.accessioned2020-11-26T12:41:23Z
dc.date.available2020-11-26T12:41:23Z
dc.date.issued2016
dc.date.submitted2016
dc.departmentEastern Mediterranean University, Faculty of Business and Economics, Dept. of Banking and Financeen_US
dc.descriptionDoctor 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 Katırcıoğluen_US
dc.identifier.citationShaeri, 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.urihttps://hdl.handle.net/11129/4766
dc.language.isoen
dc.publisherEastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ)en_US
dc.relation.publicationcategoryTez
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectBanking and Financeen_US
dc.subjectPetroleum--resource economicsen_US
dc.subjectEnergy industries--Oil Proces--Risk managementen_US
dc.subjectOil price risk exposureen_US
dc.subjectEquity returnsen_US
dc.subjectmultiple structural breaksen_US
dc.subjectFama-French five-factor modelen_US
dc.subjecttime-varying causalityen_US
dc.subjectcointegrationen_US
dc.titleOil Price Risk Exposure at Industry and Subsector Levels: A Case Studyen_US
dc.typeDoctoral Thesis

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Theses (Master's and Ph.D) – Business and Economics