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On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
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On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Energy economics 34 (2012) 2, pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
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Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed; Lahiani, Amine; Lévy, Aldo; Nguyen, … - In: Energy economics 34 (2012) 1, pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
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On the short- and long-run efficiency of energy and precious metal markets
Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: Energy economics 40 (2013), pp. 832-844
Persistent link: https://www.econbiz.de/10010355559
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Oil price collapse and challenges to economic transformation of Saudi Arabia : a time-series analysis
Jawadi, Fredj; Ftiti, Zied - In: Energy economics 80 (2019), pp. 12-19
Persistent link: https://www.econbiz.de/10012172289
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Economic policy uncertainty and dynamic correlations in energy markets : assessment and solutions
Wang, Xiong; Li, Jingyao; Ren, Xiaohang; Bu, Ruijun; … - In: Energy economics 117 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014437129
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Revisiting the linkages between oil prices and macroeconomy for the euro area : does energy inflation still matter?
Jawadi, Fredj; Cheffou, Abdoulkarim Idi; Bu, Ruijun - In: Energy economics 127 (2023) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10014487385
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Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Ren, Xiaohang; Li, Yiying; Sun, Xianming; Bu, Ruijun; … - In: Energy economics 126 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014483599