Chenyi Suo

University of Guelph

Guelph

Canada

  • University of Guelph

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A Threshold Effect of Covid-19 Risk on Oil Price Returns

Number of pages: 19 Posted: 14 Mar 2022
Yiguo Sun, Delong Li and Chenyi Suo
University of Guelph, University of Guelph - Gordon S. Lang School of Business and Economics and University of Guelph
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Abstract:

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Covid-19, linear asset pricing model, oil returns, threshold model