Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model
Year of publication: |
January 2017
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Authors: | Khalifa, Ahmed A. ; Alsarhan, Abdulwahab A. ; Bertuccelli, Pietro |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part A, p. 307-314
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Subject: | SAMEM | Geopolitical instability | Financial shocks | GCC countries | Petroleum based economies | Schock | Shock | Arabische Golf-Staaten | Gulf countries | Ölpreis | Oil price | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Schätzung | Estimation |
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