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Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets

Ulussever, Talat; Demirer, Rıza - In: Central Bank Review (CBR) 17 (2017) 3, pp. 77-89

This paper scrutinizes the effect of crude oil prices on herd behavior among investors in the Gulf Cooperation Council (GCC) stock markets. Using firm level data from Saudi Arabia, Qatar, Oman, Kuwait, Bahrain, Dubai and Abu Dhabi stock exchanges, we examine equity return dispersions within...

Persistent link: https://www.econbiz.de/10012217559

Optimal hedge ratios for clean energy equities

Ahmad, Wasim; Sadorsky, Perry A.; Sharma, Amit - In: Economic modelling 72 (2018), pp. 278-295

Persistent link: https://www.econbiz.de/10012100422

Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets

Ulussever, Talat; Demirer, Rıza - In: Central Bank review / The Central Bank of the Republic … 17 (2017) 3, pp. 77-89

Persistent link: https://www.econbiz.de/10011781425

Does speculation in the oil market drive investor herding in emerging stock markets?

Balcılar, Mehmet; Demirer, Rıza; Ulussever, Talat - In: Energy economics 65 (2017), pp. 50-63

Persistent link: https://www.econbiz.de/10011803885

Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports

Ji, Qiang; Li, Jianping; Sun, Xiaolei - In: Finance research letters 30 (2019), pp. 420-425

Persistent link: https://www.econbiz.de/10012420931

Dependency, centrality and dynamic networks for international commodity futures prices

Wu, Fei; Zhao, Wan-Li; Ji, Qiang; Zhang, Dayong - In: International review of economics & finance : IREF 67 (2020), pp. 118-132

Persistent link: https://www.econbiz.de/10012485715

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517048

Forecasting oil and gold volatilities with sentiment indicators under structural breaks

Luo, Jiawen; Demirer, Rıza; Gupta, Rangan; Ji, Qiang - In: Energy economics 105 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013201953