Blar i NTNU Handelshøyskolen på forfatter "Nautnes, Hans"
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Risk factor sensitivities of U. S. oil and gas companies : a regime switching approach
Nautnes, Hans; Nordjordet, Ingrid (Master thesis, 2016-09-21)We estimate the excess return of 66 U.S. oil and gas companies’ sensitivities towards risk factors during the period from January 2000 to December 2015. We use the Fama-French 3 factor model augmented with the oil and gas ...