Oil Risk in Oil Stocks, an UK perspective
I assess the oil price sensitivities and oil risk premium of oil and gas firms listed in London Stock Exchange by using a two-step regression model under two different Arbitrage Pricing Model: macro-economic multi-factor APT model originated from Chen, Ross & Roll (1986) as well as integrated m...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
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| Online Access: | https://eprints.nottingham.ac.uk/25309/ |