create a website

The Impact of COVID-19 on the Relationship between Non-Renewable Energy and Saudi Stock Market Sectors Using Wavelet Coherence Approach and Neural Networks. (2022). Khashan, Mohamed A ; Alsaab, Kholoud A ; Elbialy, Bassam A ; Elamer, Ahmed A.
In: Sustainability.
RePEc:gam:jsusta:v:14:y:2022:i:21:p:14496-:d:963428.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 55

References cited by this document

Cocites: 34

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network. (2024). Alasker, Thamir H ; Elamer, Ahmed A ; Ibrahim, Bassam A ; Mohamed, Marwa A ; Abdou, Hussein A.
    In: Financial Innovation.
    RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00605-z.

    Full description at Econpapers || Download paper

  2. Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects. (2024). Nagayev, Ruslan ; Fetais, Alanoud Hamad ; Aysan, Ahmet Faruk.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000240.

    Full description at Econpapers || Download paper

  3. The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adekoya, O.B.; Oliyide, J.A.; Fasanya, I.O. Renewable and non-renewable energy consumption–Ecological footprint nexus in net-oil exporting and net-oil importing countries: Policy implications for a sustainable environment. Renew. Energy 2022, 189, 524–534. [CrossRef]
    Paper not yet in RePEc: Add citation now
  2. Alqahtani, A.; Klein, T.; Khalid, A. The impact of oil price uncertainty on GCC stock markets. Resour. Policy 2019, 64, 101526. [CrossRef]

  3. Arouri, M.E.H. Does crude oil move stock markets in Europe? A sector investigation. Econ. Model. 2011, 28, 1716–1725. [CrossRef]

  4. Arouri, M.E.H.; Rault, C. Oil prices and stock markets in gcc countries: Empirical evidence from panel analysis. Int. J. Financ. Econ. 2012, 17, 242–253. [CrossRef]

  5. Available online: https://english.mubasher.info/markets/TDWL/indices/TCPI (accessed on 12 September 2022).
    Paper not yet in RePEc: Add citation now
  6. Available online: https://english.mubasher.info/markets/TDWL/indices/TCSI (accessed on 12 September 2022).
    Paper not yet in RePEc: Add citation now
  7. Available online: https://english.mubasher.info/markets/TDWL/indices/TENI (accessed on 12 September 2022).
    Paper not yet in RePEc: Add citation now
  8. Available online: https://www.tradingview.com/symbols/TADAWUL-TASI/ (accessed on 2 June 2022).
    Paper not yet in RePEc: Add citation now
  9. Basher, S.A.; Haug, A.A.; Sadorsky, P. The impact of oil-market shocks on stock returns in major oil-exporting countries. J. Int. Money Financ. 2018, 86, 264–280. [CrossRef]

  10. Basher, S.A.; Sadorsky, P. Oil price risk and emerging stock markets. Glob. Financ. J. 2006, 17, 224–251. [CrossRef]

  11. Benlagha, N.; el Omari, S. Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic. Finance Res. Lett. 2022, 46, 102373. [CrossRef]

  12. Bohi, D.R. On the macroeconomic effects of energy price shocks. Resour. Energy 1991, 13, 145–162. [CrossRef]

  13. Boubaker, H.; Sghaier, N. Instability and dependence structure between oil prices and GCC stock markets. Energy Stud. Rev. 2014, 20, 50–65. [CrossRef]
    Paper not yet in RePEc: Add citation now
  14. Brown, S.P.A.; Yücel, M.K. Energy prices and aggregate economic activity: An interpretative survey. Q. Rev. Econ. Financ. 2002, 42, 193–208. [CrossRef]

  15. Cevik, E.; Altinkeski, B.K.; Cevik, E.I.; Dibooglu, S. Investor sentiments and stock markets during the COVID-19 pandemic. Financ. Innov. 2022, 8, 69. [CrossRef] [PubMed]
    Paper not yet in RePEc: Add citation now
  16. Cheikh, N.B.; Naceur, S.b.; Kanaan, O.; Rault, C. Investigating the asymmetric impact of oil prices on GCC stock markets. Econ. Model. 2021, 102, 105589. [CrossRef]

  17. Chen, S.; Hong, X.; Harris, C.J. Orthogonal forward selection for constructing the radial basis function network with tunable nodes. In Proceedings of the International Conference on Intelligent Computing, Hefei, China, 23–26 August 2005; pp. 777–786.
    Paper not yet in RePEc: Add citation now
  18. Cheng, S.; Zhang, Z.; Cao, Y. Can precious metals hedge geopolitical risk? Fresh sight using wavelet coherence analysis. Resour. Policy 2022, 79, 102972. [CrossRef]

  19. Chiou, J.S.; Lee, Y.H. Jump dynamics and volatility: Oil and the stock markets. Energy 2009, 34, 788–796. [CrossRef]

  20. Degiannakis, S.; Filis, G.; Arora, V. Oil prices and stock markets: A review of the theory and empirical evidence. Energy J. 2018, 39, 85–130. [CrossRef]

  21. Ding, H.; Kim, H.G.; Park, S.Y. Crude oil and stock markets: Causal relationships in tails? Energy Econ. 2016, 59, 58–69. [CrossRef]

  22. Ehnts, D.; Paetz, M. COVID-19 and its economic consequences for the Euro Area. Eurasian Econ. Rev. 2021, 11, 227–249. [CrossRef]

  23. Farzanegan, M.R. Oil revenue shocks and government spending behavior in Iran. Energy Econ. 2011, 33, 1055–1069. [CrossRef]

  24. Finta, M.A.; Frijns, B.; Tourani-Rad, A. Volatility spillovers among oil and stock markets in the US and Saudi Arabia. Appl. Econ. 2019, 51, 329–345. [CrossRef]

  25. Grinsted, A.; Moore, J.C.; Jevrejeva, S. Application of the cross wavelet transform and wavelet coherence to geophysical time series. Nonlinear Process. Geophys. 2004, 11, 561–566.
    Paper not yet in RePEc: Add citation now
  26. Hamdan, R.K.; Hamdan, A.M. Liner and nonliner sectoral response of stock markets to oil price movements: The case of Saudi Arabia. Int. J. Financ. Econ. 2020, 25, 336–348. [CrossRef]

  27. Hamilton, J.D. This is what happened to the oil price-macroeconomy relationship. J. Monet. Econ. 1996, 38, 215–220. [CrossRef]

  28. Hammoudeh, S.; Aleisa, E. Dynamic relationships among GCC stock markets and NYMEX oil futures. Contemp. Econ. Policy 2004, 22, 250–269. [CrossRef]

  29. Hammoudeh, S.; Mokni, K.; Ben-Salha, O.; Ajmi, A.N. Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic? Energy Econ. 2021, 103, 105512. [CrossRef]

  30. Hassan, A.S. Asymmetric effects of oil revenue on government expenditure: Insights from oil-exporting developing countries. OPEC Energy Rev. 2021, 45, 257–274. [CrossRef]
    Paper not yet in RePEc: Add citation now
  31. Heddam, S. New modelling strategy based on radial basis function neural network (RBFNN) for predicting dissolved oxygen concentration using the components of the Gregorian calendar as inputs: Case study of Clackamas River, Oregon, USA. Model. Earth Syst. Environ. 2016, 2, 1–5. [CrossRef]
    Paper not yet in RePEc: Add citation now
  32. Hong, Y.; Ma, F.; Wang, L.; Liang, C. How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test. Resour. Policy 2022, 78, 102859. [CrossRef]

  33. Huang, R.D.; Masulis, R.W.; Stoll, H.R. Energy shocks and financial markets. J. Futures Mark. 1996, 16, 1–27. [CrossRef]

  34. Jammazi, R.; Aloui, C. Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns. Energy Policy 2010, 38, 1415–1435. [CrossRef]

  35. Jiang, Z.; Yoon, S.M. Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. Energy Econ. 2020, 90, 104835. [CrossRef]

  36. Jouini, J. Return and volatility interaction between oil prices and stock markets in Saudi Arabia. J. Policy Model. 2013, 35, 1124–1144. [CrossRef]

  37. Lee, B.J.; Yang, C.W.; Huang, B.N. Oil price movements and stock markets revisited: A case of sector stock price indexes in the G-7 countries. Energy Econ. 2012, 34, 1284–1300. [CrossRef]

  38. Maghyereh, A.; Al-Kandari, A. Oil prices and stock markets in GCC countries: New evidence from nonlinear cointegration analysis. Manag. Financ. 2007, 33, 449–460. [CrossRef]
    Paper not yet in RePEc: Add citation now
  39. Mensi, W. Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet. Borsa Istanb. Rev. 2019, 19, 24–38. [CrossRef]

  40. Mohanty, S.K.; Nandha, M.; Turkistani, A.Q.; Alaitani, M.Y. Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries. Glob. Financ. J. 2011, 22, 42–55. [CrossRef]

  41. Mork, K.A.; Olsen, O.; Mysen, H.T. Macroeconomic responses to oil price increases and decreases in seven OECD countries. Energy J. 1994, 15, 19–35.

  42. Oberndorfer, U. Energy prices, volatility, and the stock market: Evidence from the Eurozone. Energy Policy 2009, 37, 5787–5795. [CrossRef]

  43. Organization of the Petroleum Exporting Countries. OPEC Annual Statistical Bulletin. 2021. Available online: www.opec.org (accessed on 29 September 2022).
    Paper not yet in RePEc: Add citation now
  44. Orr, M.J.L. Introduction to Radial Basis Function Networks; Technical Report; Center for Cognitive Science; University of Edinburgh: Edinburgh, UK, 1996.
    Paper not yet in RePEc: Add citation now
  45. Park, J.; Ratti, R.A. Oil price shocks and stock markets in the U.S. and 13 European countries. Energy Econ. 2008, 30, 2587–2608. [CrossRef]

  46. Rahman, S. Oil price volatility and the US stock market. Empir. Econ. 2020, 61, 1461–1489. [CrossRef] Sustainability 2022, 14, 14496 23 of 24
    Paper not yet in RePEc: Add citation now
  47. Rokicki, T.; Bórawski, P.; Bełdycka-Bórawska, A.; Żak, A.; Koszela, G. Development of electromobility in European Union countries under COVID-19 conditions. Energies 2022, 15, 9. [CrossRef]
    Paper not yet in RePEc: Add citation now
  48. Sadorsky, P. Oil price shocks and stock market activity. Energy Econ. 1999, 21, 449–469. [CrossRef]

  49. Saudi Central Bank. ANNUAL REPORT. 2021. Available online: https://www.sama.gov.sa/en-US/EconomicReports/ AnnualReport/ANNUAL_Report_57th_2021.pdf (accessed on 15 August 2022).
    Paper not yet in RePEc: Add citation now
  50. Sherrod, P.H. DTREG Predictive Modeling Software. 2003. Available online: www.dtreg.com (accessed on 10 April 2021).
    Paper not yet in RePEc: Add citation now
  51. Torrence, C.; Compo, G.P. A practical guide to wavelet analysis. Bull. Am. Meteorol. Soc. 1998, 79, 61–78.
    Paper not yet in RePEc: Add citation now
  52. Wang, Y.; Wu, C.; Yang, L. Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries. J. Comp. Econ. 2013, 41, 1220–1239. [CrossRef]

  53. Wu, J.F.; Zhang, C.; Chen, Y. Analysis of risk correlations among stock markets during the COVID-19 pandemic. Int. Rev. Financ. Anal. 2022, 83, 102220. [CrossRef]

  54. Zhang, W.; He, X.; Nakajima, T.; Hamori, S. How does the spillover among natural gas, crude oil, and electricity utility stocks change over time? Evidence from North America and Europe. Energies 2020, 13, 727. [CrossRef]

  55. Zimmermann, K.F.; Karabulut, G.; Bilgin, M.H.; Doker, A.C. Inter-country distancing, globalisation and the coronavirus pandemic. World Econ. 2020, 43, 1484–1498. [CrossRef]

Cocites

Documents in RePEc which have cited the same bibliography

  1. Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model. (2025). Jiang, Kunliang ; Song, Jiashan ; Luo, Pengfei ; Wei, Siyao.
    In: Computational Economics.
    RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10621-5.

    Full description at Econpapers || Download paper

  2. The Dynamic Effects of Economic Uncertainties and Geopolitical Risks on Saudi Stock Market Returns: Evidence from Local Projections. (2025). ben Mbarek, Noura ; Ayadi, Ezer.
    In: JRFM.
    RePEc:gam:jjrfmx:v:18:y:2025:i:5:p:264-:d:1655233.

    Full description at Econpapers || Download paper

  3. The macroeconomic impact of asymmetric uncertainty shocks. (2025). Jentsch, Carsten ; Rieger, Jonas ; Schmidt, Torsten ; Blagov, Boris ; Mller, Henrik.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000106.

    Full description at Econpapers || Download paper

  4. Oil Price Volatility Shocks and the Macroeconomic Indicators: Evidence from Saudi Arabia. (2024). Rather, Sartaj Rasool ; Zargar, Faisal Nazir ; Gunwant, Darshita Fulara.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2024-03-15.

    Full description at Econpapers || Download paper

  5. In Search of Hedges and Safe Havens during the COVID-19 Pandemic: Gold versus Bitcoin, Oil, and Oil Uncertainty. (2023). Boubaker, Sabri ; Al-Nassar, N S ; Makram, B ; Chaibi, A.
    In: Post-Print.
    RePEc:hal:journl:hal-04435437.

    Full description at Econpapers || Download paper

  6. Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market. (2023). Mensi, Walid ; Roudari, Soheil ; Gholami, Samad ; Al-Yahyaee, Khamis Hamed ; Sadeghi, Abdorasoul.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003999.

    Full description at Econpapers || Download paper

  7. Crude oil price prediction using deep reinforcement learning. (2023). Liang, Xuedong ; Wang, Xia ; Luo, Peng ; Shu, Lingli.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

    Full description at Econpapers || Download paper

  8. Economic diversification in Saudi Arabia: Comparing the impact of oil prices, geopolitical risk, and government expenditures. (2023). Sweidan, Osama D ; Elbargathi, Khadiga.
    In: International Economics.
    RePEc:eee:inteco:v:175:y:2023:i:c:p:13-24.

    Full description at Econpapers || Download paper

  9. Does oil price uncertainty matter in firm innovation? Evidence from China. (2023). Song, Xinyu ; Yang, Baochen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s105752192300203x.

    Full description at Econpapers || Download paper

  10. The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. (2023). Hammoud, Rami ; Bouri, Elie ; Kassm, Christina Abou.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001159.

    Full description at Econpapers || Download paper

  11. Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Marfatia, Hardik A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

    Full description at Econpapers || Download paper

  12. Oil price uncertainty and the risk‐return relation in stock markets: Evidence from oil‐importing and oil‐exporting countries. (2022). He, Zhifang ; Chen, Jiaqi ; Zhang, Guoqing ; Wen, Fenghua ; Zhou, Fangzhao.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1154-1172.

    Full description at Econpapers || Download paper

  13. The Impact of COVID-19 on the Relationship between Non-Renewable Energy and Saudi Stock Market Sectors Using Wavelet Coherence Approach and Neural Networks. (2022). Khashan, Mohamed A ; Alsaab, Kholoud A ; Elbialy, Bassam A ; Elamer, Ahmed A.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:21:p:14496-:d:963428.

    Full description at Econpapers || Download paper

  14. Oil-stock nexus: the role of oil shocks for GCC markets. (2022). Ziadat, Salem Adel ; McMillan, David G.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:sef-12-2021-0529.

    Full description at Econpapers || Download paper

  15. Using machine learning to analyze the impact of coronavirus pandemic news on the stock markets in GCC countries. (2022). Alhazbi, Saleh ; Al-Thelaya, Khaled ; Al-Maadid, Alanoud.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000551.

    Full description at Econpapers || Download paper

  16. Oil price uncertainty, corporate governance and firm performance. (2022). Yang, Baochen ; Song, Xinyu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:469-487.

    Full description at Econpapers || Download paper

  17. Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Yousaf, Imran ; Beljid, Makram ; Chaibi, Anis ; al Ajlouni, Ahmed.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

    Full description at Econpapers || Download paper

  18. Global pandemic crisis and risk contagion in GCC stock markets. (2022). ben Zaied, Younes ; Saidi, Sana ; ben Cheikh, Nidhaleddine ; Sellami, Mohamed.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:202:y:2022:i:c:p:746-761.

    Full description at Econpapers || Download paper

  19. Energy price uncertainty and the value premium. (2022). Phan, Dinh ; Chiah, Mardy ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Zhong, Angel.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000370.

    Full description at Econpapers || Download paper

  20. Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries. (2022). Tanin, Tauhidul ; Hasanov, Akram ; Brooks, Robert ; Mohsen, Mohammed Sharaf.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005187.

    Full description at Econpapers || Download paper

  21. Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Li, Yang ; Chen, Xian ; Xiao, Jihong ; Wen, Fenghua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002778.

    Full description at Econpapers || Download paper

  22. Regime specific spillovers across US sectors and the role of oil price volatility. (2022). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Arreola Hernandez, Jose ; Kang, Sang Hoon ; Sadorsky, Perry ; Bouri, Elie ; Hussain, Syed Jawad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000238.

    Full description at Econpapers || Download paper

  23. Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?. (2022). Ye, Wuyi ; Jiang, Kunliang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002838.

    Full description at Econpapers || Download paper

  24. Dynamic dependence and hedging strategies in BRICS stock markets with oil during crises. (2022). ben Larbi, Ons ; Boubaker, Heni.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:76:y:2022:i:c:p:263-279.

    Full description at Econpapers || Download paper

  25. The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality. (2021). Hammoudeh, Shawkat ; Alqahtani, Faisal ; Hamdi, Besma.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:61:y:2021:i:c:s1042444x20300542.

    Full description at Econpapers || Download paper

  26. Night trading with futures in China: The case of Aluminum and Copper. (2021). Klein, Tony ; Todorova, Neda.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002191.

    Full description at Econpapers || Download paper

  27. The ecology of regulatory change: The security and exchange commission’s modernization of oil and gas reserves reporting. (2021). Lefsrud, Lianne M ; Fox, Kenneth A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100088x.

    Full description at Econpapers || Download paper

  28. The impact of oil prices on stock market development in Pakistan: Evidence with a novel dynamic simulated ARDL approach. (2021). Khan, Muhammad Kamran ; Teng, Jian-Zhou ; Jadoon, Arshad Ullah.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309302.

    Full description at Econpapers || Download paper

  29. Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. (2021). Klein, Tony ; Alqahtani, Abdullah.
    In: Energy.
    RePEc:eee:energy:v:236:y:2021:i:c:s0360544221017898.

    Full description at Econpapers || Download paper

  30. The role of oil price uncertainty shocks on oil-exporting countries. (2021). Rubaszek, Michał ; Śmiech, Sławomir ; Papie, Monika ; Snarska, Magorzata.
    In: Energy Economics.
    RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320303686.

    Full description at Econpapers || Download paper

  31. Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

    Full description at Econpapers || Download paper

  32. Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices. (2020). Chevallier, Julien ; Alqahtani, Abdullah.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:69-:d:344482.

    Full description at Econpapers || Download paper

  33. On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Ji, Qiang ; Klein, Tony ; Todorova, Neda ; Luo, Jiawen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213.

    Full description at Econpapers || Download paper

  34. Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 09:52:45 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.