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Record W4297820146 · doi:10.55057/ijaref.2022.4.3.10

The Impact of Russia-Ukraine Invasion on Oil and Gas Stocks in 7 Countries by Using Event Study Approach

2022· article· en· W4297820146 on OpenAlexaboutno aff
Roos Amelya

Bibliographic record

VenueInternational Journal of Advanced Research in Economics and Finance · 2022
Typearticle
Languageen
FieldEnergy
TopicGlobal Energy Security and Policy
Canadian institutionsnot available
Fundersnot available
KeywordsEvent studySample (material)Abnormal returnSignificant differenceEvent (particle physics)Statistical analysisFossil fuelCrude oilBusinessStructural breakEconomicsFinancial economicsEconometricsGeographyFinanceStatisticsEngineeringMathematicsStock exchange

Abstract

fetched live from OpenAlex

The purpose of this research is to analyze the effect of the announcement of Russia-Ukraine invasion on the market reaction as reflected in abnormal returns and trading volume activity in 7 countries, namely Saudi Arabia, USA, Canada, UAE, Nigeria, Kuwait, and Norway. This research uses secondary data and there are 29 firms of oil and gas listed in each state as a total sample for this research. This research employs the event study method. The event window is 5 days before and 5 days after the occurrence, and the estimating period is 100 days. Normality test analysis and statistical hypothesis testing were carried out in this study. The results showed that there is no significant difference in abnormal returns but there was a significant difference in trading volume before and after the announcement of the event. This result is supported by the results of the analysis based on countries that are not members of OPEC, countries with semi-strong form of efficient market, and countries with weak form of efficient market as comparisons.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.621
Threshold uncertainty score0.293

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.034
GPT teacher head0.361
Teacher spread0.327 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations4
Published2022
Admission routes1
Has abstractyes

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