A threshold effect of COVID-19 risk on oil price returns
Year of publication: |
2023
|
---|---|
Authors: | Sun, Yiguo ; Li, Delong ; Suo, Chenyi ; Wang, Yu |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-6
|
Subject: | COVID-19 | Linear asset pricing model | Oil returns | Threshold model | Coronavirus | CAPM | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Ölmarkt | Oil market | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price |
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