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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 ...