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

dc.contributor.author Muğaloğlu, Erhan
dc.contributor.author Polat, Ali Yavuz
dc.contributor.author Tekin, Hasan
dc.contributor.author Dogan, Abdullah
dc.date.accessioned 2025-09-25T10:53:36Z
dc.date.available 2025-09-25T10:53:36Z
dc.date.issued 2021
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. © 2023 Elsevier B.V., All rights reserved. en_US
dc.identifier.doi 10.46557/001c.24253
dc.identifier.issn 2652-6433
dc.identifier.issn 2652-6514
dc.identifier.scopus 2-s2.0-85151851421
dc.identifier.uri https://doi.org/10.46557/001c.24253
dc.identifier.uri https://hdl.handle.net/20.500.12573/4308
dc.language.iso en en_US
dc.publisher Asia-Pacific Applied Economics Association en_US
dc.relation.ispartof Energy Research Letters 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 en_US
dc.subject 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
dspace.entity.type Publication
gdc.author.scopusid 57189874329
gdc.author.scopusid 57002660500
gdc.author.scopusid 57215579249
gdc.author.scopusid 58172721200
gdc.bip.impulseclass C4
gdc.bip.influenceclass C4
gdc.bip.popularityclass C4
gdc.coar.access open access
gdc.coar.type text::journal::journal article
gdc.collaboration.industrial false
gdc.description.department Abdullah Gül University en_US
gdc.description.departmenttemp [Muğaloğlu] Erhan, Abdullah Gül Üniversitesi, Kayseri, Turkey; [Polat] Ali Yavuz, Abdullah Gül Üniversitesi, Kayseri, Turkey; [Tekin] Hasan, Karabük Üniversitesi, Karabuk, Turkey; [Dogan] Abdullah, Abdullah Gül Üniversitesi, Kayseri, Turkey en_US
gdc.description.issue 1 en_US
gdc.description.publicationcategory Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı en_US
gdc.description.scopusquality Q2
gdc.description.volume 2 en_US
gdc.description.wosquality N/A
gdc.identifier.openalex W3164724734
gdc.index.type Scopus
gdc.oaire.accesstype GOLD
gdc.oaire.diamondjournal false
gdc.oaire.downloads 181
gdc.oaire.impulse 20.0
gdc.oaire.influence 3.3902097E-9
gdc.oaire.isgreen true
gdc.oaire.keywords covid-19 pandemic
gdc.oaire.keywords forecast error variance decomposition
gdc.oaire.keywords oil & gas sector; svar
gdc.oaire.popularity 1.9269528E-8
gdc.oaire.publicfunded false
gdc.oaire.sciencefields 0502 economics and business
gdc.oaire.sciencefields 05 social sciences
gdc.oaire.views 229
gdc.openalex.collaboration National
gdc.openalex.fwci 5.9795
gdc.openalex.normalizedpercentile 0.96
gdc.openalex.toppercent TOP 10%
gdc.opencitations.count 21
gdc.plumx.crossrefcites 22
gdc.plumx.mendeley 43
gdc.plumx.scopuscites 18
gdc.scopus.citedcount 22
gdc.virtual.author Polat, Ali Yavuz
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