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Linear and non-linear Granger causality between oil spot and futures prices : a wavelet based test

Alzahrani, Mohammed; Masih, Mansur; Al-Titi, Omar - In: Journal of international money and finance 48 (2014), pp. 175-201

Persistent link: https://www.econbiz.de/10010464001

Linear and Non-Linear Granger Causality between Oil Spot and Futures Prices : A Wavelet Based Test

Alzahrani, Mohammed - 2014

This study is the first attempt to investigate both the linear and non-linear Granger causality between wavelet transformed spot and futures oil prices. Our findings consistently indicate bidirectional causality between the spot and futures oil markets at different time scales, under linear and...

Persistent link: https://www.econbiz.de/10013051470

Oil price volatility and the dynamic systematic risk in Kuwait's equity sector portfolio using the Kalman filter approach

Alsarhan, Abdulwahab A.; Khalifa, Ahmed A. A.; Al-Titi, Omar - In: American journal of finance and accounting 3 (2013/14) 1, pp. 24-40

Persistent link: https://www.econbiz.de/10010403324

Revaluation of IMF's special drawing rights and currency portfolio diversification : implications for oil and gas finance

Essayyad, Musa; Galose, William B.; Malki, Mostafa; … - In: The Journal of energy and development 45 (2019/2020) 1/2, pp. 51-63

Persistent link: https://www.econbiz.de/10012602036

Do the Islamic stock market returns respond differently to the realized and implied volatility of oil prices? : evidence from the time-frequency analysis

Karim, Muhammad Mahmudul; Mansur Masih - In: Emerging markets, finance and trade : EMFT 57 (2021) 9, pp. 2616-2631

Persistent link: https://www.econbiz.de/10012549935

Price dynamics of crude oil and the regional ethylene markets

Masih, Mansur; Algahtani, Ibrahim M.; De Mello, Lurion - In: Energy economics 32 (2010) 6, pp. 1435-1444

Persistent link: https://www.econbiz.de/10008935998