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Forecasting volatility in Gulf Cooperation Council emerging markets: the predictive power of alternative models

Onour, Ibrahim A. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 1 (2008) 2, pp. 129-139

Persistent link: https://www.econbiz.de/10003787137

Decomposing fundamental and non-fundamental volatility in GCC stock markets

Onour, Ibrahim A. - In: International journal of monetary economics and finance 3 (2010) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10003972057

North Africa stock markets : analysis of long memory and persistence of shocks

Onour, Ibrahim A. - In: International journal of monetary economics and finance 3 (2010) 2, pp. 101-111

Persistent link: https://www.econbiz.de/10003972063

Impact of oil price volatility on Gulf Cooperation Council stock markets' return

Onour, Ibrahim A. - In: OPEC review : energy economics and related issues 31 (2007) 3, pp. 171-189

Persistent link: https://www.econbiz.de/10003589527

Volatility transmission across GCC stock markets

Onour, Ibrahim A. - In: Maǧallat at-tanmīya wa-ʾs-siyāsāt al-iqtisādīya 11 (2009) 1, pp. 45-63

Persistent link: https://www.econbiz.de/10003795287

Extreme risk and fat-tails distribution model : empirical analysis

Onour, Ibrahim A. - 2009

Persistent link: https://www.econbiz.de/10009413154

North Africa stock markets : analysis of unit root and long memory process

Onour, Ibrahim A. - 2009

Persistent link: https://www.econbiz.de/10009413160

Credit for equity investment and stock market volatility : evidence of variance causality

Onour, Ibrahim A. - In: International journal of monetary economics and finance 8 (2015) 3, pp. 265-273

Persistent link: https://www.econbiz.de/10011502638

Forecasting volatility in global food commodity prices

Onour, Ibrahim A.; Sergi, Bruno S. - 2011

Persistent link: https://www.econbiz.de/10009412851

Global food and energy markets: volatility transmission and impulse response effects

Onour, Ibrahim; Sergi, Bruno - Volkswirtschaftliche Fakultät, … - 2011

This paper investigates volatility spillover across crude oil market and wheat and corn markets. The corn commodity is taken here to assess the impact of change in demand for biofuel on wheat market. Results of multivariate GARCH model show evidence of corn price volatility transmission to wheat...

Persistent link: https://www.econbiz.de/10009325673