Decomposed oil price shocks and GCC stock market sector returns and volatility
Nedal Al-Fayoumi, Elie Bouri, Bana Abuzayed
| Year of publication: |
2023
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|---|---|
| Authors: | Al-Fayoumi, Nedal ; Bouri, Elie ; Abuzayed, Bana |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 126.2023, p. 1-33
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| Subject: | Quantile connectedness | COVID-19 outbreak | Decomposed oil shocks | GCC stock sectors | Stock return and volatility | Volatilität | Volatility | Ölpreis | Oil price | Arabische Golf-Staaten | Gulf countries | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Coronavirus | Schock | Shock | Wirkungsanalyse | Impact assessment | VAR-Modell | VAR model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106930 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483404