Instability and dependence structure between oil prices and GCC stock markets

Energy Studies Review

Volumn 20, Issue 3, 2014, Pages 50-65

  Boubaker, Heni ^a   Sghaier, Nadia ^b  

^a Centre National de la Recherche Scientifique   (France)

^b IPAG Business School ^*  (France)

Author keywords

Change point testing method; Contagion effect; Copulas; Oil price changes; Stock market returns

Indexed keywords

EID: 84907605162     PISSN: 08434379     EISSN: None     Source Type: Journal    
DOI: 10.15173/esr.v20i3.555     Document Type: Review

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