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Search: subject:"Petroleum based economies"
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Systemic risk for financial institutions in the major
petroleum-based
economies
: the role of oil
Khalifa, Ahmed
;
Caporin, Massimiliano
;
Costola, Michele
; …
- In:
The energy journal
42
(
2021
)
6
,
pp. 247-274
Persistent link: https://www.econbiz.de/10013172763
Saved in:
2
Systemic risk for financial institutions of major
petroleum-based
economies
: The role of oil
Khalifa, Ahmed
;
Caporin, Massimiliano
;
Costola, Michele
; …
-
2017
major
petroleum-based
economies
. We estimate ΔcoVaR for those institutions and thereby observe the presence of elevated …
Persistent link: https://www.econbiz.de/10012064299
Saved in:
3
Systemic risk for financial institutions of major
petroleum-based
economies
: the role of oil
Khalifa, Ahmed
;
Caporin, Massimiliano
;
Costola, Michele
; …
-
2017
-
This version: June 2017
petroleum-based
economies
and oil movements. In this paper, we follow two steps. In the first step, we estimate the delta …
Persistent link: https://www.econbiz.de/10011662132
Saved in:
4
Systemic risk for financial institutions of major
petroleum-based
economies
: the role of oil
Khalifa, Ahmed
;
Caporin, Massimiliano
;
Costola, Michele
; …
-
2017
-
This version: November 5, 2017
major
petroleum-based
economies
. We estimate ΔCoVaR for those institutions and thereby observe the presence of elevated …
Persistent link: https://www.econbiz.de/10012062097
Saved in:
5
Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model
Khalifa, Ahmed A.
;
Alsarhan, Abdulwahab A.
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 307-314
Persistent link: https://www.econbiz.de/10011876487
Saved in:
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