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On the influence of oil prices on stock markets : evidence from panel analysis in GCC countries

Arouri, Mohamed; Rault, Christophe - 2009

This paper implements recent bootstrap panel cointegration techniques and Seemingly Unrelated regression (SUR) methods … stock prices, except in Saudi Arabia. -- GCC stock markets ; oil prices ; panel cointegration analysis …

Persistent link: https://www.econbiz.de/10003854428

Oil prices and stock markets : what drives what in the gulf corporation council countries?

Arouri, Mohamed; Rault, Christophe - 2010

implements the panel-data approach of Kónya (2006), which is based on SUR systems and Wald tests with country-specific bootstrap …

Persistent link: https://www.econbiz.de/10003937088

Oil prices and GCC stock markets : new evidence from smooth transition models

Cheikh, Nidhaleddine Ben; Ben Naceur, Samy; Kanaan, … - 2018

Our paper examines the effect of oil price changes on Gulf Cooperation Council (GCC) stock markets using nonlinear smooth transition regression (STR) models. Contrary to conventional wisdom, our empirical results reveal that GCC stock markets do not have similar sensitivities to oil price...

Persistent link: https://www.econbiz.de/10011859438