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Time-varying effect of oil price shocks on the stock market returns : evidence from oil-importing and oil-exporting countries

Mokni, Khaled - In: Energy reports 6 (2020), pp. 605-619

This paper performs a two-stage methodology based on the Structural VAR and time-varying parameter regression models to examine the dynamic reaction of a set of oil-related countries' stock markets to oil price shocks. Oil prices are studied by disentangling demand and supply shocks. Based on...

Persistent link: https://www.econbiz.de/10012195667

Detrended cross-correlations analysis between oil shocks and world food prices

Mokni, Khaled - In: International journal of energy sector management 18 (2024) 1, pp. 183-199

Persistent link: https://www.econbiz.de/10014461578

Empirical analysis of the cross‐interdependence between crude oil and agricultural commodity markets

Mokni, Khaled; Youssef, Manel - In: Review of Financial Economics 38 (2020) 4, pp. 635-654

Persistent link: https://www.econbiz.de/10012189811

Connectedness between the COVID-19 related media coverage and Islamic equities : the role of economic policy uncertainty

Umar, Zaghum; Mokni, Khaled; Escribano, Ana - In: Pacific-Basin finance journal 75 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013552637

Herding behavior in stock markets of oil-importing and oil-exporting countries : the role of oil price

Youssef, Mouna; Mokni, Khaled - In: The journal of asset management : a major new, … 24 (2023) 1, pp. 44-58

Persistent link: https://www.econbiz.de/10013556596

Green bonds and oil price shocks and uncertainty : a safe haven analysis

Mokni, Khaled; Mensi, Walid; Hammoudeh, Shawkat; Ajmi, … - In: International economics : a journal published by CEPII … 172 (2022), pp. 238-254

Persistent link: https://www.econbiz.de/10014339415

COVID-19 and information flow between cryptocurrencies, and conventional financial assets

Assaf, Ata; Mokni, Khaled; Youssef, Manel - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 73-81

Persistent link: https://www.econbiz.de/10014428180

Relationship between green bonds and financial and environmental variables : a novel time-varying causality

Hammoudeh, Shawkat; Ajmi, Ahdi Noomen; Mokni, Khaled - In: Energy economics 92 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012520091

COVID-19 pandemic and economic policy uncertainty : the first test on the hedging and safe haven properties of cryptocurrencies

Mokni, Khaled; Youssef, Manel; Ajmi, Ahdi Noomen - In: Research in international business and finance 60 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013411089

Modeling the relationship between oil and USD exchange rates : evidence from a regime-switching-quantile regression approach

Youssef, Manel; Mokni, Khaled - In: Journal of multinational financial management 55 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012597048