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Volatility spillovers between oil prices and stock sector returns : implications for portfolio management
Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Journal of international money and finance 30 (2011) 7, pp. 1387-1405
Persistent link: https://www.econbiz.de/10009407665
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On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Energy economics 34 (2012) 2, pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
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Oil prices, stock markets and portfolio investment : evidence from sector analysis in Europe over the last decade
Arouri, Mohamed; Nguyen, Duc Khuong - In: Energy policy 38 (2010) 8, pp. 4528-4539
Persistent link: https://www.econbiz.de/10008655083
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Time-varying predictability in crude-oil markets : the case of GCC countries
Arouri, Mohamed; Dinh, Thanh Huong; Nguyen, Duc Khuong - In: Energy policy 38 (2010) 8, pp. 4371-4380
Persistent link: https://www.econbiz.de/10008655106
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The dynamics of emerging stock markets : empirical assessments and implications
Arouri, Mohamed; Jawadi, Fredj; Nguyen, Duc Khuong - 2010
Persistent link: https://www.econbiz.de/10003888269
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Stock market integration in the EURO area : segmentation or linear modelling misspecification?
Jawadi, Fredj; Arouri, Mohamed; Nguyen, Duc Khuong - In: International journal of business 15 (2010) 3, pp. 307-317
Persistent link: https://www.econbiz.de/10003993700
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Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 130-147
Persistent link: https://www.econbiz.de/10010338339
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Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed; Lahiani, Amine; Lévy, Aldo; Nguyen, … - In: Energy economics 34 (2012) 1, pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
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Oil price fluctuations and equity returns in net oil-exporting countries
Arouri, Mohamed; Bellalah, Mondher; Lahiani, Amine; … - In: 6th International Finance Conference on Financial …, (pp. 135-145). 2011
Persistent link: https://www.econbiz.de/10009655288
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An international CAPM for partially integrated markets : theory and empirical evidence
Arouri, Mohamed; Nguyen, Duc Khuong; Kuntara Pukthuanthong - In: Journal of banking & finance 36 (2012) 9, pp. 2473-2493
Persistent link: https://www.econbiz.de/10009656174