Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries

Energy Economics

Volumn 36, Issue , 2013, Pages 28-42

  Awartani, Basel ^a   Maghyereh, Aktham Issa ^b  

^a NEW YORK INSTITUTE OF TECHNOLOGY   (United States)

^b UNITED ARAB EMIRATES UNIVERSITY   (United Arab Emirates)

Author keywords

Spillovers; Stock returns; Variance decomposition; Vector autoregression; Volatility

Indexed keywords

SPILLOVERS; STOCK RETURNS; VARIANCE DECOMPOSITION; VECTOR AUTOREGRESSIONS; VOLATILITY;

INVESTMENTS; REGRESSION ANALYSIS;

COMMERCE;

DECOMPOSITION ANALYSIS; ECONOMETRICS; FINANCIAL CRISIS; OIL SUPPLY; SPILLOVER EFFECT; STOCK MARKET; VARIANCE ANALYSIS; VECTOR AUTOREGRESSION;

EID: 84871946104     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2012.11.024     Document Type: Article

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