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COVID-19 and oil price risk exposure.
Akhtaruzzaman, Md; Boubaker, Sabri; Chiah, Mardy; Zhong, Angel.
  • Akhtaruzzaman M; Australian Catholic University, Sydney, Australia.
  • Boubaker S; EM Normandie Business School, Métis Lab, France.
  • Chiah M; International School, Vietnam National University, Hanoi, Vietnam.
  • Zhong A; Swinburne Business School, Swinburne University of Technology, Melbourne, Australia.
Financ Res Lett ; 42: 101882, 2021 Oct.
Article in English | MEDLINE | ID: covidwho-957065
ABSTRACT
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.
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Full text: Available Collection: International databases Database: MEDLINE Type of study: Prognostic study Language: English Journal: Financ Res Lett Year: 2021 Document Type: Article Affiliation country: J.frl.2020.101882

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Full text: Available Collection: International databases Database: MEDLINE Type of study: Prognostic study Language: English Journal: Financ Res Lett Year: 2021 Document Type: Article Affiliation country: J.frl.2020.101882