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Shock and volatility transmission in the oil, US and Gulf equity markets

Malik, Farooq; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 16 (2007) 3, pp. 357-368

Persistent link: https://www.econbiz.de/10003613150

Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia

Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358

Persistent link: https://www.econbiz.de/10011476048

Volatility spillovers among oil and stock markets in the US and Saudi Arabia

Finta, Marinela Adriana; Frijns, Bart; Tiurani-Rad, Alireza - In: Applied economics 51 (2019) 4, pp. 329-345

Persistent link: https://www.econbiz.de/10012160526

Oil price volatility shocks and the macroeconomic indicators : evidence from Saudi Arabia

Gunwant, Darshita Fulara; Rather, Sartaj Rasool; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 138-141

Persistent link: https://www.econbiz.de/10014533148

Shock and volatility spillovers among equity sectors of the gulf Arab stock markets

Hammoudeh, Shawkat M. (contributor); Yuan, Yuan (contributor) - 2008

Persistent link: https://www.econbiz.de/10003780792

Information transmission between the Gulf equity markets of Saudi Arabia and Bahrain

Abraham, Abraham; Seyyed, Fazal J. - In: Research in international business and finance 20 (2006) 3, pp. 276-285

Persistent link: https://www.econbiz.de/10003377098

Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets

Hammoudeh, Shawkat M.; Yuan, Yuan; McAleer, Michael - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 829-842

Persistent link: https://www.econbiz.de/10003873635

Idiosyncratic volatility forecasting in the stock market of Saudi Arabia

Bley, Jorg; Saad, Mohsen M. - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1342-1357

Persistent link: https://www.econbiz.de/10011561300

The Saturday effect : an interesting anomaly in the Saudi stock market

Abalala, Turki; Sollis, Robert - In: Applied economics 47 (2015) 58/60, pp. 6317-6330

Persistent link: https://www.econbiz.de/10011411945

Stock Market Volatility in Saudi Arabia : An Application of Univariate GARCH Model

Kalyanaraman, Lakshmi - 2014

Study of stock market volatility has been the focus of financial economics. Modelling stock market volatility has great contributions to make in the areas of portfolio management, asset allocation, risk management, etc. We estimate the conditional volatility of Saudi stock market by applying AR...

Persistent link: https://www.econbiz.de/10013057136

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