| dc.contributor.author | Mugaloglu, Erhan | |
| dc.contributor.author | Polat, Ali Yavuz | |
| dc.contributor.author | Tekin, Hasan | |
| dc.contributor.author | Dogan, Abdullah | |
| dc.date.accessioned | 2024-05-24T12:33:01Z | |
| dc.date.available | 2024-05-24T12:33:01Z | |
| dc.date.issued | 2021 | en_US |
| dc.identifier.issn | 2652-6433 | |
| dc.identifier.uri | https://doi.org/10.46557/001c.24253 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12573/2151 | |
| dc.description.abstract | We 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. | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Asia-Pacific Applied Economics Association | en_US |
| dc.relation.isversionof | 10.46557/001c.24253 | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | covid-19 pandemic | en_US |
| dc.subject | forecast error variance decomposition | en_US |
| dc.subject | oil & gas sector; svar | en_US |
| dc.title | Oil Price Shocks During the COVID-19 Pandemic: Evidence From United Kingdom Energy Stocks | en_US |
| dc.type | article | en_US |
| dc.contributor.department | AGÜ, Yönetim Bilimleri Fakültesi, Ekonomi Bölümü | en_US |
| dc.contributor.authorID | 0000-0001-5362-6259 | en_US |
| dc.contributor.authorID | 0000-0001-5647-5310 | en_US |
| dc.contributor.institutionauthor | Mugaloglu, Erhan | |
| dc.contributor.institutionauthor | Polat, Ali Yavuz | |
| dc.contributor.institutionauthor | Dogan, Abdullah | |
| dc.identifier.volume | 2 | en_US |
| dc.identifier.issue | 1 | en_US |
| dc.identifier.startpage | 1 | en_US |
| dc.identifier.endpage | 5 | en_US |
| dc.relation.journal | Energy Research Letters | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
