Impact of Oil Shocks on the Oil, Agricultural and Food Industry - Quantile and Ols Regression
Sanja Bakić
Abstract:This paper determines the impact of Brent oil shocks on the price of shares of companies from the oil, agricultural and food industries that includes the period of the COVID-19 pandemic. For this purpose, they use a quantile regression approach and compare its findings with a standard Ordinary Least Squares (OLS) regression model. Moreover, in this research they use quantile regression, which enables them to analyze different quantiles of share prices of companies from the oil industry, the agricultural indust… Show more
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