The impact of oil prices on oil-gas stock returns: A fresh evidence from the covid-affected countries

Basit Öğe Kaydı
dc.authorscopusid57200762540
dc.authorscopusid36458196600
dc.authorscopusid57222897105
dc.contributor.authorAkdeniz, Coşkun
dc.contributor.authorÇatık, Abdurrahman Nazif
dc.contributor.authorHuyugüzel Kışla, Gül
dc.date.accessioned2022-05-11T14:04:47Z
dc.date.available2022-05-11T14:04:47Z
dc.date.issued2021
dc.departmentFakülteler, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü
dc.description.abstractThe 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 sector excluding China has increased remarkably compared to the period before the spread of the virus. Positive and significant effects of the oil price factor become negative and significant for most countries during the pandemic. The results further indicate that the oil-gas sector of China is not affected by the outbreak of Covid-19, even though the virus has first appeared in that country. © 2021, Bucharest University of Economic Studies. All rights reserved.
dc.identifier.doi10.24818/18423264/55.3.21.14
dc.identifier.endpage236
dc.identifier.issn0424-267X
dc.identifier.issue3en_US
dc.identifier.scopus2-s2.0-85117712742
dc.identifier.scopusqualityQ3
dc.identifier.startpage221
dc.identifier.urihttps://doi.org/10.24818/18423264/55.3.21.14
dc.identifier.urihttps://hdl.handle.net/20.500.11776/4777
dc.identifier.volume55
dc.identifier.wosWOS:000698683400014
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.institutionauthorAkdeniz, Coşkun
dc.language.isoen
dc.publisherBucharest University of Economic Studies
dc.relation.ispartofEconomic Computation and Economic Cybernetics Studies and Research
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectAsset-pricing
dc.subjectCovid-19
dc.subjectOil-gas sector
dc.subjectTime-varying parameter
dc.titleThe impact of oil prices on oil-gas stock returns: A fresh evidence from the covid-affected countries
dc.typeArticle

Dosyalar

Orijinal paket
Listeleniyor 1 - 1 / 1
Küçük Resim
İsim:
4777.pdf
Boyut:
637.39 KB
Biçim:
Adobe Portable Document Format
Açıklama:
Tam Metin / Full Text
İndir

Koleksiyon

WoS İndeksli Yayınlar Koleksiyonu
İktisadi ve İdari Bilimler Fakültesi Koleksiyonu
Scopus İndeksli Yayınlar Koleksiyonu