Risk dependence and risk spillovers effect from crude oil on the Chinese stock market and gold market: implications on portfolio management

B Mo, J Meng, G Wang - Energies, 2023 - mdpi.com
We analyze crude oil's dependence and the risk spillover effect on the Chinese stock market
and the gold market. We compare both static and dynamic copula functions and calculate …

[HTML][HTML] Market timing with moving averages for fossil fuel and renewable energy stocks

CL Chang, J Ilomäki, H Laurila, M McAleer - Energy Reports, 2020 - Elsevier
The paper examines whether the Moving Average (MA) technique can outperform random
market timing in the energy sector, compiled of fossil and renewable energy producers …

基于R-Vine Copula 模型的国际原油与国际股市间的风险传染效应研究

邹辉文, 朱丽娟 - 电子科技大学学报社科版, 2021 - social.uestc.edu.cn
基于R-Vine Copula模型的国际原油与国际股市间的风险传染效应研究 Page 1 • 经济管理青年
学者论坛• 基于R-Vine Copula模型的国际原油 与国际股市间的风险传染效应研究 □邹辉文 …

Impact Of Oil Prices On Boursa Kuwait

MMAM Al Ajmi - Eurasian Journal of Economics and Finance, 2024 - search.proquest.com
Given Kuwait's economic dependency on oil exports, analyzing the effects of oil prices
fluctuations on the emerging Boursa Kuwait is crucial. The main purpose of this study is to …

How Oil Price Shocks Affect the Egyptian Stock Market Performance in the Context of Recent Challenges

R Qutb… - المجلة المصرية للتنمية …, 2024‎ - inp.journals.ekb.eg
This study investigates the time-varying impact of oil price fluctuations on the performance of
the Egyptian stock market from 1 January 2020 to 30 June 2022. During this period, the …

Impact of Oil Prices and Exchange Rate Fluctuations on Islamic and Conventional Stocks: Comparative Study of Turkiye and Russia= Petrol Fiyatları ve Döviz Kuru …

ÖF Uysal - 2023 - acikerisim.sakarya.edu.tr
Study tries to find a link between an economy's oil trade position, oil prices, exchange rate
depreciation, and the performance of its traditional and Islamic stock market. The study uses …

[PDF][PDF] Global and Country Level Dynamics of Food Industry Stock Prices in Turkey

PO GÖKTEN, T AÇIKGÖZ, S GÖKTEN - makalesistemi.com
Since ancient times, agriculture and food sector have remained integral components of
societies, playing crucial roles in their economy and social welfare. In this research, we …

[PDF][PDF] Examining the causal relationship between the Saudi stock market (TASI) and Oil prices.

M SADOUNI, D KEDDAM… - Journal of Quantitative …, 2022 - asjp.cerist.dz
This study examines the existence of a causal relationship between the Saudi stock market
and Oil prices (Brent oil, WTI crude oil, OPEC basket prices). Saudi Arabia is OPEC's largest …

Examining The Causal Relationship Between The Saudi Stock Market (tasi) And Oil Prices

S Mohammed, K Djamel, B Fayçal - dspace.univ-ouargla.dz
This study examines the existence of a causal relationship between the Saudi stock market
and Oil prices (Brent oil, WTI crude oil, OPEC basket prices). Saudi Arabia is OPEC's largest …

Study on the Risk Contagion Effect Between International Crude Oil Market and International Stock Market Based on the R-Vine Copula Model

ZOU Hui-wen, ZHU Li-juan - Journal of University of Electronic …, 2021 - social.uestc.edu.cn
Purpose/Significance This paper is aimed to explore the overall linkage relations between
the international crude oil market and the international stock market, speculate the market …