Panel A: Augmented Dickey Fuller (ADF) and Phillips-Perron (PP) tests
Variables	Augmented Dickey Fuller					Phillips-Perron
	t-statistic	P-Value	Remark			t-statistic	P-Value	Remark
SSR	-13.719	0.000*	I (1)			-13.696	0.000*	I (1)
BRENT	-13.887	0.000*	I (1)			-13.936	0.000*	I (1)
WTI	-14.948	0.000*	I (1)			-3.780	0.019**	I (0)
GFI	-2.889	0.048**	I (0)			-4.338	0.003*	I (0)
Panel B: Structural break unit root test results
Variables	SSR		BRENT		WTI		GFI
Break types and their T-stat.	IO	AO	I(O)	A(O)	I(O)	A(O)	I(O)	A(O)
Break types and their T-stat.	-15.763*	-15.843*	-4.329	-3.872	-7.071*	-7.789*	-4.983**	-5.014**
Break date 1 (TB1)	6^th July, 2020	6^th July, 2020	5^th March, 2020	7^th April, 2020	20^th April, 2020	26^th March, 2020	8^th April, 2020	8^th April, 2020
Break date 2 (TB2)
Lag Length (k)	0	0	0	9	5	14	0	0