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Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms

Yıl 2017, Cilt: 7 Sayı: 4, 418 - 432, 01.12.2017

Fatema Alaali

https://izlik.org/JA52WU93BC

Öz

This study examines the responses of some of the UK transportation, travel and leisure, and oil and gas firms to oil price changes. Fama-French-Carhart's (1997) four-factor asset pricing model is augmented with the oil price risk factor to study the association of oil and stock prices of 25 firms over the period from January 1998 to December 2012. The extent of the exposure of UK firms to oil price changes is heterogeneous, asymmetric and differs according to the economic situation. These results should be of interest to financial analysts, corporate executives, regulators and policy makers.

Anahtar Kelimeler

Oil Price Stock returns Asset pricing

Yıl 2017, Cilt: 7 Sayı: 4, 418 - 432, 01.12.2017

Fatema Alaali

https://izlik.org/JA52WU93BC

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA48ME39PT
Yazarlar

Fatema Alaali Bu kişi benim

Yayımlanma Tarihi 1 Aralık 2017
IZ https://izlik.org/JA52WU93BC
Yayımlandığı Sayı Yıl 2017 Cilt: 7 Sayı: 4

Kaynak Göster

APA Alaali, F. (2017). Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. International Journal of Economics and Financial Issues, 7(4), 418-432. https://izlik.org/JA52WU93BC
AMA 1.Alaali F. Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. IJEFI. 2017;7(4):418-432. https://izlik.org/JA52WU93BC
Chicago Alaali, Fatema. 2017. “Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms”. International Journal of Economics and Financial Issues 7 (4): 418-32. https://izlik.org/JA52WU93BC.
EndNote Alaali F (01 Aralık 2017) Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. International Journal of Economics and Financial Issues 7 4 418–432.
IEEE [1]F. Alaali, “Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms”, IJEFI, c. 7, sy 4, ss. 418–432, Ara. 2017, [çevrimiçi]. Erişim adresi: https://izlik.org/JA52WU93BC
ISNAD Alaali, Fatema. “Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms”. International Journal of Economics and Financial Issues 7/4 (01 Aralık 2017): 418-432. https://izlik.org/JA52WU93BC.
JAMA 1.Alaali F. Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. IJEFI. 2017;7:418–432.
MLA Alaali, Fatema. “Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms”. International Journal of Economics and Financial Issues, c. 7, sy 4, Aralık 2017, ss. 418-32, https://izlik.org/JA52WU93BC.
Vancouver 1.Fatema Alaali. Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. IJEFI [Internet]. 01 Aralık 2017;7(4):418-32. Erişim adresi: https://izlik.org/JA52WU93BC