Effect of Oil Price Volatility on Tunisian Stock Market at Sector-level and Effectiveness of Hedging Strategy

Author:

Hamma Wajdi,Jarboui Anis,Ghorbel Ahmed

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance

Reference52 articles.

1. Does oil price uncertainty transmit to stock markets?;Ågren;Department of Economics, Working Paper, Uppsala University,2006

2. The effects of crude oil shocks on stock market shifts behaviour: a regime switching approach;Aloui;Energy Economics,2009

3. An empirical investigation into the relation of oil to stock market prices;Anoruo;North American Journal of Finance and Banking Research,2007

4. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management;Arouri;Journal of International Money and Finance,2011

5. How do oil prices affect stock returns in GCC markets?;Arouri;An asymmetric cointegration approach. Bankers, Markets & Investors,2009

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