Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms
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 fi...
Main Author: | Fatema Alaali |
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Format: | Article |
Language: | English |
Published: |
EconJournals
2017-08-01
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Series: | International Journal of Economics and Financial Issues |
Online Access: | https://econjournals.com/index.php/ijefi/article/view/4821 |
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