Similar Search Results

Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period

Ajmi, Ahdi Noomen; El-montasser, Ghassen; Hammoudeh, Shawkat - In: Applied Economics 46 (2014) 18, pp. 2167-2177

This article investigates the potential of nonlinear causal relationships between world oil prices and stock markets in Middle East and North Africa (MENA) countries during a black swan period that is characterized by rarity and devastating impacts. Our study is carried out using the daily data...

Persistent link: https://www.econbiz.de/10010760719

How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Journal of International Financial Markets, … 28 (2014) C, pp. 213-227

Past studies suggest that the Islamic finance system is only weakly linked or even decoupled from conventional markets. If this statement is true, then this system may provide a cushion against potential losses resulting from probable future financial crises. In this article, we make use of...

Persistent link: https://www.econbiz.de/10010729421

Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period

Ajmi, Ahdi Noomen; Montasser, Ghassen El; Hammoudeh, Shawkat - Institut de Préparation à l'Administration et à la … - 2014

This article investigates the potential of nonlinear causal relationships between world oil prices and stock markets in MENA countries during a black swan period that is characterized by rarity and devastating impacts. By using the nonlinear and asymmetric causality test of Kyrtsou and Labys...

Persistent link: https://www.econbiz.de/10010754797

On the relationships between CO 2 emissions, energy consumption and income : the importance of time variation

Ajmi, Ahdi Noomen; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 49 (2015), pp. 629-638

Persistent link: https://www.econbiz.de/10011537234

How strong are the causal relationships between Islamic stock markets and conventional financial systems? : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Journal of international financial markets, … 28 (2014), pp. 213-227

Persistent link: https://www.econbiz.de/10010411562

Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period

Ajmi, Ahdi Noomen; El Montasser, Ghassen; Hammoudeh, Shawkat - In: Applied economics 46 (2014) 16/18, pp. 2167-2177

Persistent link: https://www.econbiz.de/10010413309

Relationship between green bonds and financial and environmental variables : a novel time-varying causality

Hammoudeh, Shawkat; Ajmi, Ahdi Noomen; Mokni, Khaled - In: Energy economics 92 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012520091

Green bonds and oil price shocks and uncertainty : a safe haven analysis

Mokni, Khaled; Mensi, Walid; Hammoudeh, Shawkat; Ajmi, … - In: International economics : a journal published by CEPII … 172 (2022), pp. 238-254

Persistent link: https://www.econbiz.de/10014339415

Distributional predictability between oil prices and renewable energy stocks : is there a role for the COVID-19 pandemic?

Hammoudeh, Shawkat; Mokni, Khaled; Ben Salha, Ousama; … - In: Energy economics 103 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013364061