Similar Search Results

Dynamic causality between oil prices and stock market indexes in Russia and China : does US financial instability matter?

Ghedira, Amal; Nakhli, Mohamed Sahbi - 2024

Persistent link: https://www.econbiz.de/10015395361

Symmetric and asymmetric causal relationship between oil prices and G7 stock markets : a bootstrap rolling-window granger causality test

Mokni, Khaled; Nakhli, Mohamed Sahbi; Mnari, Othman; … - In: Journal of economic integration : jei 36 (2021) 4, pp. 718-744

Persistent link: https://www.econbiz.de/10013163811

Dynamic causality between oil prices and stock market indexes in Russia and China: does US financial instability matter?

Ghedira, Amal; Nakhli, Mohamed Sahbi - In: International Journal of Emerging Markets 19 (2023) 11, pp. 4186-4203

Purpose This study aims to examine the dynamic bidirectional causality between oil price (OIL) and stock market indexes in net oil-exporting (Russia) and net oil-importing (China) countries. Design/methodology/approach The authors use monthly data for the period starting from October 1995 to...

Persistent link: https://www.econbiz.de/10015346526

Time-varying causality between investor sentiment and oil price : does uncertainty matter?

Nakhli, Mohamed Sahbi; Mokni, Khaled; Youssef, Manel - 2025

Persistent link: https://www.econbiz.de/10015337878

Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach

Youssef, Manel; Belkacem, Lotfi; Mokni, Khaled - In: Energy economics 51 (2015), pp. 99-110

Persistent link: https://www.econbiz.de/10011564809