Beyond Financialization: Insights into Market Efficiency and Risk Dynamics in Crude Oil Commodity Markets
Description
Doctoral thesis (PhD) - Nord University, 2024
Has parts
Article 1: Okoroafor, U. C. & Leirvik, T. (2022). Time varying market efficiency in the Brent and WTI crude market. Finance Research Letters, 45, Article 102191. doi: 10.1016/j.frl.2021.102191. The article is available at https://hdl.handle.net/11250/2981524.Article 2: Okoroafor, U. C. & Leirvik, T. (2023). Time-varying market efficiency of safe-haven assets. Finance Research Letters, 56, Article 104024. doi: 10.1016/j.frl.2023.104024. The article is available at https://hdl.handle.net/11250/3085352.
Article 3: Okoroafor, U. C. & Leirvik, T. (2024). Dynamic link between liquidity and return in the crude oil market. Cogent Economics & Finance, 1, Article 2302636.doi: 10.1080/23322039.2024.2302636. The article is available at https://hdl.handle.net/11250/3183929.
Article 4: Okoroafor, U. C. (Unpublished manuscript). Examining the diversification potential of commodities within clean energy investment portfolios. Full text not available in Nord Open Research Archive.