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Oil prices, stock markets and portfolio investment : evidence from sector analysis in Europe over the last decade
Arouri, Mohamed; Nguyen, Duc Khuong - In: Energy policy 38 (2010) 8, pp. 4528-4539
Persistent link: https://www.econbiz.de/10008655083
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Time-varying predictability in crude-oil markets : the case of GCC countries
Arouri, Mohamed; Dinh, Thanh Huong; Nguyen, Duc Khuong - In: Energy policy 38 (2010) 8, pp. 4371-4380
Persistent link: https://www.econbiz.de/10008655106
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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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Volatility spillovers between oil prices and stock sector returns : implications for portfolio management
Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Journal of international money and finance 30 (2011) 7, pp. 1387-1405
Persistent link: https://www.econbiz.de/10009407665
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On the relationship between world oil prices and GCC stock markets
Arouri, Mohamed; Jouini, Jamel; Nhu Tuyen Le; Nguyen, … - In: Journal of quantitative economics : official journal of … 10 (2012) 1, pp. 98-120
Persistent link: https://www.econbiz.de/10010338427
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Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 28 (2011) 4, pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
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Further evidence on the responses of stock prices in GCC countries to oil price shocks
Arouri, Mohamed; Bellalah, Mondher; Nguyen, Duc Khuong - In: International journal of business 16 (2011) 1, pp. 89-102
Persistent link: https://www.econbiz.de/10008909451
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Oil price fluctuations and equity returns in net oil-exporting countries
Arouri, Mohamed; Bellalah, Mondher; Lahiani, Amine; … - In: 6th International Finance Conference on Financial …, (pp. 135-145). 2011
Persistent link: https://www.econbiz.de/10009655288
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Oil prices and exchange rates : some new evidence using linear and nonlinear models
Arouri, Mohamed; Jawadi, Fredj - In: Nonlinear modeling of economic and financial time-series, (pp. 121-141). 2010
Persistent link: https://www.econbiz.de/10008857810