Semantic Scholar Open Access 2020 133 sitasi

COVID−19 and oil price risk exposure

M. Akhtaruzzaman Sabri Boubaker Mardy Chiah Angel Zhong

Abstrak

This study investigates oil price risk exposure of financial and non-financial industries around the world during the COVID–19 pandemic. The empirical results show that oil supply industries benefit from positive shocks to oil price risk in general, whereas oil user industries and financial industries react negatively to positive oil price shocks. The COVID–19 outbreak appears to moderate the oil price risk exposure of both financial and non-financial industries. This brings important implications in risk management of energy risk during the pandemic.

Topik & Kata Kunci

Penulis (4)

M

M. Akhtaruzzaman

S

Sabri Boubaker

M

Mardy Chiah

A

Angel Zhong

Format Sitasi

Akhtaruzzaman, M., Boubaker, S., Chiah, M., Zhong, A. (2020). COVID−19 and oil price risk exposure. https://doi.org/10.1016/j.frl.2020.101882

Akses Cepat

Lihat di Sumber doi.org/10.1016/j.frl.2020.101882
Informasi Jurnal
Tahun Terbit
2020
Bahasa
en
Total Sitasi
133×
Sumber Database
Semantic Scholar
DOI
10.1016/j.frl.2020.101882
Akses
Open Access ✓