Dynamic linkages between the oil spot, oil futures, and stock markets : evidence from Dubai
Rim Ammar Lamouchi, Suha Mahmoud Alawi
| Year of publication: |
2020
|
|---|---|
| Authors: | Lamouchi, Rim Ammar ; Alawi, Suha Mahmoud |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 10.2020, 1, p. 377-383
|
| Subject: | Oil prices | Stock market | DCC-GARCH | VAR | Ölpreis | Oil price | Börsenkurs | Share price | Aktienmarkt | Ölmarkt | Oil market | Volatilität | Volatility | VAR-Modell | VAR model | Kointegration | Cointegration | Rohstoffderivat | Commodity derivative |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.8705 [DOI] hdl:11159/8246 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012436020