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  • Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure. 

    Sanusi, Muhammad Surajo; Ahmad, Farooq (Elsevier http://dx.doi.org/10.1016/j.frl.2016.04.005, 2016-04-09)
    SANUSI, M.S. and AHMAD, F., 2016. Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure. Finance Research Letters [online], 18, pages 89-99. Available from: https://dx.doi.org/10.1016/j.frl.2016.04.005
    Oil and gas is one of the most important sectors in every economy and the valuation of oil and gas companies becomes quite challenging due to the volatility of crude oil price. The paper investigates the determinants of ...