Data for: Predicting stock returns using crude oil prices: A firm level analysis of Nigeria’s oil and gas sector

Published: 04-05-2020| Version 1 | DOI: 10.17632/cc5nwrp5xb.1
Contributors:
Wasiu Adekunle,
Suraj Inuolaji,
Monsuru Odumosu,
Abubakar Bagudo

Description

SP = Company's share price TBR = Average primary market T/bill rates BRENT = Brent oil price WTI = West Texas Intermediate price LBRENT = Natural log of Brent price DLBRENT = First Difference of LBRENT PBR = Term for positive changes for BRENT NBR = Term for negative changes for BRENT LWTI = Natural log of WTI DLWTI = First Difference of LWTI PW = Term for positive changes in WTI NW = Term for negative changes in WTI

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