Oil price and stock market behaviour in GCC countries : do asymmetries and structural breaks matter?
Year of publication: |
2021
|
---|---|
Authors: | Fasanya, Ismail Olaleke ; Oyewole, Oluwatomisin J. ; Adekoya, Oluwasegun B. ; Badaru, Fopesaye O. |
Published in: |
Energy strategy reviews. - Amsterdam [u.a.] : Elsevier, ZDB-ID 2652346-2. - Vol. 36.2021, Art.-No. 100682, p. 1-11
|
Subject: | Oil Prices | Stock returns | Asymmetry effects | Structural breaks | Nonlinear models | Ölpreis | Oil price | Strukturbruch | Structural break | Aktienmarkt | Stock market | Arabische Golf-Staaten | Gulf countries | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression |
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