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A threshold effect of COVID-19 risk on oil price returns

Yiguo Sun1, Delong Li1, Chenyi Suo1

  • 1Department of Economics and Finance, Gordon S. Lang School of Business and Economics, University of Guelph, Guelph, Ontario N1G2W1, Canada.

Energy Economics
|March 14, 2023
PubMed

Keywords:
COVID-19Linear asset pricing modelOil returnsThreshold model

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