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Title: An event study approach for the terrorist attacks in Saudi Arabia
Other Titles: Μια προσέγγιση μελέτης γεγονότος για τις τρομοκρατικές επιθέσεις στη Σαουδική Αραβία
Authors: Elenidis, Charalampos
Ελενίδης, Χαράλαμπος
Keywords: Event study methodology
Terrorist attacks
Market model
Constant mean return model
Issue Date: 2020
Publisher: Πανεπιστήμιο Μακεδονίας
Abstract: In this paper we capture the effects on the oil price due to the recent terrorist attacks in Saudi Arabia, on September 14, with the use of the event study methodology. Both the market model and the constant mean return model have been employed in order to measure the normal performance, while the parameter computation has been implemented not only with the OLS estimator but also with the Quantile regression and a GARCH model.
Description: Πτυχιακή εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2020.
Rights: CC0 1.0 Παγκόσμια
Appears in Collections:Τμήμα Οικονομικών Επιστημών (Π)

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