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The current study analyzes the time-frequency dependencies between financial development (FD) and electrical power consumption (EPC) in the Gulf Cooperation Council (GCC) Countries (Qatar, Saudi Arabia, Kuwait, the United Arab Emirates, Oman, and Bahrain) during the period 1980-2017. The...
Persistent link: https://www.econbiz.de/10012308328
In this article, the co-movement between GCC and US stock market returns was investigated using the wavelet coherence method. The Dynamic Conditional Correlation GARCH (DCC-GARCH) modelling is then applied on time-varying components in order to provide a point of comparison with the results...
Persistent link: https://www.econbiz.de/10012657379
The current study analyzes the time-frequency dependencies between financial development (FD) and electrical power consumption (EPC) in the Gulf Cooperation Council (GCC) Countries (Qatar, Saudi Arabia, Kuwait, the United Arab Emirates, Oman, and Bahrain) during the period 1980-2017. The...
Persistent link: https://www.econbiz.de/10012664323
In this article, the co-movement between GCC and US stock market returns was investigated using the wavelet coherence method. The Dynamic Conditional Correlation GARCH (DCC-GARCH) modelling is then applied on time-varying components in order to provide a point of comparison with the results...
Persistent link: https://www.econbiz.de/10012631347