Oil Price Shocks During the COVID-19 Pandemic: Evidence From United Kingdom Energy Stocks

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dc.contributor.authorMugaloglu, E.
dc.contributor.authorPolat, A.Y.
dc.contributor.authorTekin, H.
dc.contributor.authorDogan, A.
dc.date.accessioned2024-09-29T16:16:10Z
dc.date.available2024-09-29T16:16:10Z
dc.date.issued2021
dc.departmentKarabük Üniversitesien_US
dc.description.abstractWe investigate the dynamic relationship between global oil prices, the stock market, and oil and gas stock (FTSE-OG) returns in the UK through a structural vector autoregressive (VAR) framework during the COVID-19 pandemic. The structural VAR results suggest that the impact of structural shocks related to the global oil price on FTSE-OG index returns becomes less important and loses its explanatory power during the pandemic. However, stock market shocks increase their explanatory power in the variations of FTSE-OG index returns. © 2021, Asia-Pacific Applied Economics Association. All rights reserved.en_US
dc.identifier.doi10.46557/001c.24253
dc.identifier.issn2652-6433
dc.identifier.issue1en_US
dc.identifier.scopus2-s2.0-85151851421en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.urihttps://doi.org/10.46557/001c.24253
dc.identifier.urihttps://hdl.handle.net/20.500.14619/8881
dc.identifier.volume2en_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherAsia-Pacific Applied Economics Associationen_US
dc.relation.ispartofEnergy Research Lettersen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectcovid-19 pandemicen_US
dc.subjectforecast error variance decompositionen_US
dc.subjectoil & gas sectoren_US
dc.subjectsvaren_US
dc.titleOil Price Shocks During the COVID-19 Pandemic: Evidence From United Kingdom Energy Stocksen_US
dc.typeArticleen_US

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