Batabyal, Sourav; Killins, Robert - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-16
Using monthly data from January 2000 to August 2018, this paper examines how the Canadian oil and gas industry and individual firms’ equity prices react to oil price fluctuations, which are measured by the traditional West Texas Intermediate (WTI) benchmark and the Canada-specific Western...
