COVID−19 and oil price risk exposure - Normandie Université
Article Dans Une Revue Finance Research Letters Année : 2021

COVID−19 and oil price risk exposure

Résumé

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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hal-04455591 , version 1 (22-07-2024)

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Md Akhtaruzzaman, Sabri Boubaker, Mardy Chiah, Angel Zhong. COVID−19 and oil price risk exposure. Finance Research Letters, 2021, 42, pp.101882. ⟨10.1016/j.frl.2020.101882⟩. ⟨hal-04455591⟩
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