The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Elie Bouri, Rami Hammoud, Christina Abou Kassm
| Year of publication: |
2023
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|---|---|
| Authors: | Bouri, Elie ; Hammoud, Rami ; Kassm, Christina Abou |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-15
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| Subject: | COVID-19 outbreak | Crude oil implied volatility (OVX) | GARCH and quantile models | GCC stock sector return and volatility | Geopolitical risk index (GPR) | Volatilität | Volatility | Arabische Golf-Staaten | Gulf countries | ARCH-Modell | ARCH model | Geopolitik | Geopolitics | Erdöl | Petroleum | Coronavirus | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Risiko | Risk | Aktienindex | Stock index | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106617 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014284683