Ara
Toplam kayıt 3, listelenen: 1-3
The impact of oil prices on oil-gas stock returns: A fresh evidence from the covid-affected countries
(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 ...
Inflationary effects of oil price and exchange rate shocks in South Africa: Evidence from time-varying pass-through coefficients
(Wiley, 2022)
This paper estimates the exchange rate and oil price pass-through to South African domestic prices (ERPT and OPPT, respectively). This study adopts a novel approach to compute pass-through coefficients along the pricing ...
Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach
(Elsevier Sci Ltd, 2022)
This paper investigates how exchange rates and oil prices have affected sectoral stock returns in the BRICS-T countries over the period from 2 January 2001 to 22 March 2021. Following the estimation of a benchmark linear ...