Browsing Brage NMBU by Author "Skjøld, Christian Chartcai"
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Risk and sensitivity analysis of U.S. oil and gas company stock return - a quantile regression approach
Skjøld, Christian Chartcai (Master thesis, 2016-08-22)The purpose of this study is to investigate and develop a risk model for oil and gas stocks. I focus on the US gas and oil stock return formation by studying how fundamental factors influence different quantiles of the ...