Return and volatility interaction between oil prices and stock markets in Saudi Arabia
Jamel Jouini
| Year of publication: |
2013
|
|---|---|
| Authors: | Jouini, Jamel |
| Published in: |
Journal of policy modeling : JPMOD ; a social science forum of world issues. - Amsterdam [u.a.] : Elsevier, ISSN 0161-8938, ZDB-ID 435532-5. - Vol. 35.2013, 6, p. 1124-1144
|
| Subject: | Saudi stock sectors | World oil price | Optimal weights | Hedge ratios | VAR-GARCH process | Saudi-Arabien | Saudi Arabia | Ölpreis | Oil price | Volatilität | Volatility | Aktienmarkt | Stock market | Hedging |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010225937