Oil Risk in Oil Stocks, an UK perspective

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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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Bibliographic Details
Main Author:	CHEN, YUN SHI
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/25309/

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