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Sectoral exposure of financial markets to oil risk factors in BRICS countries
Kingsley E. Dogah
, Gamini Premaratne
Research output
:
Journal Publication
›
Article
›
peer-review
16
Citations (Scopus)
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Keyphrases
Financial Markets
100%
Risk Factors
100%
BRICS Countries
100%
Oil Risk
100%
Oil Exporters
66%
Sectoral Stocks
66%
VAR Model
33%
Stock Returns
16%
Equity Returns
16%
Industrial Sector
16%
Asymmetric Effects
16%
South Africa
16%
Brazil
16%
Financial Sector
16%
Oil Price Shocks
16%
Random Forest Method
16%
Oil Type
16%
China-Africa
16%
Significant Risk Factors
16%
Oil Price Volatility
16%
Oil Characteristics
16%
India-Africa Relations
16%
India-China
16%
Earth and Planetary Sciences
China
100%
India
100%
Brazil
100%
Heavy Oil
100%
Russia
100%
Republic of South Africa
100%
Financial Market
100%
Economics, Econometrics and Finance
Financial Market
100%
Risk Factor
100%
BRICS Countries
100%
Capital Market Returns
33%
Volatility
16%
Pharmacology, Toxicology and Pharmaceutical Science
Weakness
100%
Petroleum
100%
Engineering
Sectoral
100%
Random Forest
16%
Crude Oil
16%
Brazil
16%
Industrial Sector
16%
Oil Price
16%
Material Science
Crude Oil
100%