From: Brent prices and oil stock behaviors: evidence from Nigerian listed oil stocks
Period | Price return (spr t ) | Oil shock (os t ) |
---|---|---|
1 | 0.264849 (0.00130) | 0.000000 (0.00000) |
2 | −0.209387 (0.00238) | 0.001634 (0.00260) |
3 | −0.002976 (0.00265) | −0.003339 (0.00282) |
4 | −0.018838 (0.00243) | 0.002875 (0.00273) |
5 | 0.018659 (0.00273) | −0.000433 (0.00272) |
6 | −0.012607 (0.00294) | 0.000665 (0.00300) |
7 | 0.007876 (0.00280) | 0.008057 (0.00297) |
8 | 0.002949 (0.00304) | −0.005716 (0.00306) |
9 | 0.028356 (0.00294) | 0.000861 (0.00288) |
10 | −0.004433 (0.00268) | −0.002105 (0.00206) |
11 | −0.015924 (0.00137) | 0.000332 (0.00046) |
12 | −0.004413 (0.00074) | −0.000478 (0.00043) |
13 | 0.001002 (0.00075) | 0.000905 (0.00047) |
14 | 0.000125 (0.00068) | −0.000132 (0.00038) |
15 | 5.47E-05 (0.00056) | 0.001063 (0.00034) |
16 | 0.001777 (0.00059) | −0.000184 (0.00033) |
17 | 0.003538 (0.00061) | −0.000314 (0.00031) |
18 | 0.001444 (0.00054) | −0.000294 (0.00018) |
19 | −0.002263 (0.00025) | −8.21E-05 (0.00016) |
20 | −0.001906 (0.00026) | −4.57E-05 (6.4E-05) |