Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach (vol 72, pg 14, 2019)

被引:0
|
作者
Mokni, Khaled
Youssef, Manel
机构
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:510 / 510
页数:1
相关论文
共 50 条
  • [1] Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach
    Mokni, Khaled
    Youssef, Manel
    [J]. QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 2019, 72 : 14 - 33
  • [2] Conditional dependence between oil prices and CEE stock markets: a copula-GARCH approach
    Ngo Thai Hung
    [J]. EASTERN JOURNAL OF EUROPEAN STUDIES, 2020, 11 (01) : 62 - 86
  • [3] Shock transmission between crude oil prices and stock markets
    Escribano, Ana
    Koczar, Monika W.
    Jareno, Francisco
    Esparcia, Carlos
    [J]. RESOURCES POLICY, 2023, 83
  • [4] Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach
    Naeem, Muhammad
    Umar, Zaghum
    Ahmed, Sheraz
    Ferrouhi, El Mehdi
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 557
  • [5] Conditional dependence between oil price and stock prices of renewable energy: a vine copula approach
    Mejdoub, Hanene
    Ghorbel, Ahmed
    [J]. ECONOMIC AND POLITICAL STUDIES-EPS, 2018, 6 (02): : 176 - 193
  • [6] Extreme dependence between structural oil shocks and stock markets in GCC countries
    Maghyereh, Aktham
    Abdoh, Hussein
    [J]. RESOURCES POLICY, 2022, 76
  • [7] Return and volatility transmission between world oil prices and stock markets of the GCC countries
    Arouri, Mohamed El Hedi
    Lahiani, Amine
    Duc Khuong Nguyen
    [J]. ECONOMIC MODELLING, 2011, 28 (04) : 1815 - 1825
  • [8] Dependence between Croatian and European stock markets - A copula GARCH approach
    Dajcman, Silvo
    [J]. ZBORNIK RADOVA EKONOMSKOG FAKULTETA U RIJECI-PROCEEDINGS OF RIJEKA FACULTY OF ECONOMICS, 2013, 31 (02): : 209 - 232
  • [9] Modelling dependency structures of crude oil prices and stock markets of developed and developing countries: A C-vine copula approach
    Liao, Ruofan
    Boonyakunakorn, Petchaluck
    Liu, Jianxu
    Sriboonchitta, Songsak
    [J]. SECOND INTERNATIONAL CONFERENCE ON PHYSICS, MATHEMATICS AND STATISTICS, 2019, 1324
  • [10] The bubble contagion effect between crude oil and oil-exporting stock markets: the case of GCC countries
    Ben Douissa, Ismail
    Azrak, Tawfik
    [J]. INTERNATIONAL JOURNAL OF EMERGING MARKETS, 2023,