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Dynamic spillover between the oil and stock markets of emerging oil-exporting countries

Teulon, Frédéric; Guesmi, Khaled - In: The journal of applied business research 30 (2014) 1, pp. 51-57

Persistent link: https://www.econbiz.de/10010252114

On the relationship between oil price and exchange rates : a wavelet analysis

Uddin, Mohammed Gazi Salah; Tiwari, Aviral Kumar; … - In: Economic modelling 35 (2013), pp. 502-507

Persistent link: https://www.econbiz.de/10010336761

On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility

Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98

Persistent link: https://www.econbiz.de/10010504792

Oil price and stock market co-movement : what can we learn from time-scale approaches?

Ftiti, Zied; Guesmi, Khaled; Abid, Ilyes - In: International review of financial analysis 46 (2016), pp. 266-280

Persistent link: https://www.econbiz.de/10011582053

Oil price shocks, equity markets, and contagion effect in OECD countries

Guesmi, Khaled; Abid, Ilyes; Creti, Anna; Ftiti, Zied - In: European journal of comparative economics 17 (2020) 2, pp. 155-183

This paper revisits the dynamic linkages between the Brent oil market and OECD stock markets. Econometrically, we use a multivariate corrected dynamic conditional correlation fractionally integrated asymmetric power ARCH (c-DCC-FIAPARCH) process, controlling main financial time-series features...

Persistent link: https://www.econbiz.de/10012433724

Comovements and volatility spillovers between oil prices and stock markets : further evidence for oil-exporting and oil-importing countries

Guesmi, Khaled - In: Emerging markets and the global economy, (pp. 371-382). 2014

Persistent link: https://www.econbiz.de/10010434644

Neoclassical finance, behavioral finance and noise traders : assessment of gold-oil markets

Ftiti, Zied; Fatnassi, Ibrahim; Tiwari, Aviral Kumar - In: Finance research letters 17 (2016), pp. 33-40

Persistent link: https://www.econbiz.de/10011596204

Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? : a multi-scale perspective

Ftiti, Zied; Hadhri, Sinda - In: Pacific-Basin finance journal 53 (2019), pp. 40-55

Persistent link: https://www.econbiz.de/10012133290

Oil price collapse and challenges to economic transformation of Saudi Arabia : a time-series analysis

Jawadi, Fredj; Ftiti, Zied - In: Energy economics 80 (2019), pp. 12-19

Persistent link: https://www.econbiz.de/10012172289

On the relationship between oil and gas markets : a new forecasting framework based on a machine learning approach

Ftiti, Zied; Tissaoui, Kais; Boubaker, Sahbi - In: Risk management decisions and value under uncertainty, (pp. 915-943). 2022

Persistent link: https://www.econbiz.de/10013342073