Now showing items 1-3 of 3
Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure.
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 ...
An analysis of seasonality fluctuations in the oil and gas stock returns.
(Cogent OA, 2016-01-04)
This paper investigates the existence of seasonality anomalies in the stock returns of the oil and gas companies on the London Stock Exchange. It employs F-test, Kruskal–Wallis and Tukey tests to examine days-of-the-week ...
Market efficiency, volatility behaviour and asset pricing analysis of the oil & gas companies quoted on the London Stock Exchange.
(Robert Gordon University, 2015-06)
This research assessed market efficiency, volatility behaviour, asset pricing, and oil price risk exposure of the oil and gas companies quoted on the London Stock Exchange with the aim of providing fresh evidence on the ...