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dc.contributor.author
Ziotas, Dimitrios
en
dc.date.accessioned
2021-09-20T12:19:19Z
dc.date.available
2021-09-20T12:19:19Z
dc.date.issued
2021-09-20
dc.identifier.uri
https://repository.ihu.edu.gr//xmlui/handle/11544/29866
dc.rights
Default License
dc.subject
Oil price risk
en
dc.subject
Stock markets
en
dc.title
Oil price risk and the Stock markets-A global approach
en
heal.type
masterThesis
en_US
heal.dateAvailable
2021-06-15
heal.language
en
en_US
heal.access
free
en_US
heal.license
http://creativecommons.org/licenses/by-nc/4.0
en_US
heal.recordProvider
School of Science and Technology, MSC in Energy and Finance
en_US
heal.publicationDate
2021-06-15
heal.abstract
This dissertation was written as a part of my master. The purpose of this paper is to study the impact of oil and energy price changes on a set of Stock Markets and their returns in countries throughout the globe. This study uses international multi-factor models allowing both unconditional and conditional risk factors. I use the related literature studying the risk of oil stocks and the behavior of the stock markets as a result of oil shocks. I analyze the components of oil price change in order to investigate the relationship between oil price risk and the returns of various Stock Markets. Thus, this thesis will examine and show the possible asymmetric impact of risk between emerging and developed markets.
en
heal.advisorName
Psychogios, Dimitrios
en
heal.committeeMemberName
Psychogios, Dimitrios
en
heal.committeeMemberName
Panos, Pouliasis
en
heal.committeeMemberName
Panagiotidis, Theodore
en
heal.academicPublisher
IHU
en
heal.academicPublisherID
ihu
en_US


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