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

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 fir...

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Bibliographic Details
Main Author:	Fatema Alaali
Format:	Article
Language:	English
Published:	EconJournals 2017-12-01
Series:	International Journal of Economics and Financial Issues
Subjects:	oil price stock returns asset pricing
Online Access:	https://dergipark.org.tr/tr/pub/ijefi/issue/32006/353573?publisher=http-www-cag-edu-tr-ilhan-ozturk

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