Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model
Ahmed A. Khalifa, Abdulwahab A. Alsarhan, Pietro Bertuccelli
| Year of publication: |
January 2017
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|---|---|
| Authors: | Khalifa, Ahmed A. ; Alsarhan, Abdulwahab A. ; Bertuccelli, Pietro |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part A, p. 307-314
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| Subject: | SAMEM | Geopolitical instability | Financial shocks | GCC countries | Petroleum based economies | Schock | Shock | Arabische Golf-Staaten | Gulf countries | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Börsenkurs | Share price | Schätzung | Estimation | Energiepreis | Energy price | Energiemarkt | Energy market | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2016.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011876487