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Иш: Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets

International Journal of Energy Economics and Policy
Tete Saepudin
Бошқа202117 иқтибос
ABI
Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach
Shekhar Mishra, Arshian Sharif, Sashikanta Khuntia +2
Мақола20194 иқтибос
ABI
Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach
Afees A. Salisu, Kazeem O. Isah
Мақола20174 иқтибос
ABI
A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia
Chaker Aloui, Besma Hkiri, Shawkat Hammoudeh +1
Мақола20184 иқтибос
ABI
Pandemics and the emerging stock markets
Afees A. Salisu, Abdulsalam Abidemi Sikiru, Xuan Vinh Vo
Мақола20203 иқтибос
ABI
Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis
Stelios Bekiros, Rangan Gupta, Anandamayee Majumdar
Мақола20163 иқтибос
ABI
Does investor sentiment impact the returns and volatility of Islamic equities?
Daniel Perez-Liston, Daniel Huerta, Sanzid Haq
Мақола20143 иқтибос
ABI
Sentiment and stock market volatility revisited: A time–frequency domain approach
Debasish Maitra, Saumya Ranjan Dash
Мақола20173 иқтибос
ABI
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries
Yudong Wang, Chongfeng Wu, Li Yang
Мақола20133 иқтибос
ABI
Asymmetric Effect of Renewable Energy Generation and Clean Energy on Green Economy Stock Price: A Nonlinear ARDL Approach
Avazkhodjaev Salokhiddin Shakhabiddinovich, Noor Azuddin Yakob, Wee‐Yeap Lau
Мақола20223 иқтибос
ABI
Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting
Akram Shavkatovich Hasanov, Sаlоkhiddin Аvаzkhоdjаеv
БобFinancial Risk and Volatility ModelingContributions to economics20223 иқтибос
ABI
Impulse response analysis in nonlinear multivariate models
Gary Koop, M. Hashem Pesaran, Simon Potter
Мақола19963 иқтибос
ABI
Significant modulation of variability and projected change in California winter precipitation by extratropical cyclone activity
Edmund K. M. Chang, Cheng Zheng, Patrick E. Lanigan +2
Мақола20152 иқтибос
ABI
The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model
Paul M. Jones, Eric Olson
Мақола20122 иқтибос
ABI
Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis
Heni Boubaker, Hichem Rezgui
Мақола20202 иқтибос
ABI
Do Islamic stocks and commodity markets comove at different investment horizons ? evidence from wavelet time-frequency approach
Aftab Khan, Mansur Masih
Мақола20212 иқтибос
ABI
Dynamic return and volatility connectedness between commodities and Islamic stock market indices
Slah Bahloul, Imen Khemakhem
Мақола20212 иқтибос
ABI
Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX: A comparison between DCC, ADCC and GO-GARCH models
Néjib Hachicha, Ahmed Ghorbel, Mohamed Chiheb Feki +2
Мақола20212 иқтибос
ABI
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Francis X. Diebold, Kamil Yılmaz
Мақола20112 иқтибос
ABI
00/00694 Oil price shocks and stock market activity
Мақола20002 иқтибос
ABI
Сарлавҳасиз
Бошқа2 иқтибос
ABI
Сарлавҳасиз
Бошқа1 иқтибос
ABI
Сарлавҳасиз
Бошқа1 иқтибос
ABI
Сарлавҳасиз
Бошқа1 иқтибос
ABI
Сарлавҳасиз
Бошқа1 иқтибос
ABI