Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
Abstracts The study investigated the volatility connectedness of GCC stock market return
and S&P global oil index returns using Diebold and Yilmaz method. The current study has …
and S&P global oil index returns using Diebold and Yilmaz method. The current study has …
The pass‐through effects of oil price shocks on sovereign credit risks of GCC countries: Evidence from the TVP‐SVAR‐SV framework
A Maghyereh, SA Ziadat… - International Journal of …, 2023 - Wiley Online Library
We implement a two‐stage methodology based on the structural vector autoregressive and
time‐varying parameter vector autoregressive models to examine the time‐varying effect of …
time‐varying parameter vector autoregressive models to examine the time‐varying effect of …
Oil-stock nexus: The role of oil shocks for GCC markets
SA Ziadat, DG McMillan - Studies in Economics and Finance, 2022 - emerald.com
Purpose This study aims to examine the links between oil price shocks and Gulf
Cooperation Council (GCC) stock markets from February 2004 to December 2019 …
Cooperation Council (GCC) stock markets from February 2004 to December 2019 …