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The impact of oil prices on oil-gas stock returns: A fresh evidence from the covid-affected countries
Akdeniz, Coşkun; Çatık, Abdurrahman Nazif; Huyugüzel Kışla, Gül (Bucharest University of Economic Studies, 2021)The effects of oil price exposure of oil-gas sectors of the countries largely affected by Covid-19 is analyzed with a time-varying parameter model. Estimation results suggest that market risk of all countries’ oil-gas ...