This article investigates the existence of short- and long-term relationships between oil prices and GCC stock markets. Since most of the GCC countries are among the major players in the world energy markets, their stock markets may be subjected to considerable influences of oil price shocks....

Purpose – This paper aims to empirically reexamine the dynamic changes in emerging market volatility around stock market liberalization. Design/methodology/approach – First, a bivariate GARCH-M model which counts for partial market integration is developed for modeling stock market...

This article takes a time scale perspective to examine the interactions between crude oil and stock