Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00181-023-02366-1.pdf
Reference108 articles.
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4. Akoum I, Graham M, Kivihaho J, Nikkinen J, Omran M (2012) Co-movement of oil and stock prices in the GCC region: a wavelet analysis. Q Rev Econ Financ 52(4):385–394
5. Alqahtani A, Lahiani A, Salem A (2020) Crude oil and GCC stock markets. Int J Energy Sect Manag 14(4):745–756
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