Energy commodity and stock market interconnectedness: evidence from carbon emission trading system

Z Zhao, CKM Lau, A Soliman, S Farhani - Technological Forecasting and …, 2023 - Elsevier
This research paper investigates the various dependence structures across oil prices,
emission prices and stock markets for Middle East and Gulf Cooperation Council (GCC) …

Volatility spillovers and hedging: Evidence from Asian oil-importing countries

S Sarwar, R Khalfaoui, R Waheed, HG Dastgerdi - Resources Policy, 2019 - Elsevier
In this study the volatility spillover between stock market returns (Shanghai stock exchange,
Nikkei stock exchange and Bombay stock exchange) and crude oil returns in the top three …

Effect of oil price volatility on Tunisian stock market at sector-level and effectiveness of hedging strategy

W Hamma, A Jarboui, A Ghorbel - Procedia Economics and Finance, 2014 - Elsevier
In this work, our objective is to study in a first step links and interaction between oil and stock
markets in Tunisia in terms of volatility at the sector-level, and then in a second step to …

Do Shariah indices converge? Evidence from Gulf cooperation Council countries

M Irfan - International Journal of Business Excellence, 2021 - inderscienceonline.com
S&P Dow Jones Indices are celebrating the 10th anniversary in Dubai with the expansion of
single and multi factor index series in Gulf Cooperation Council (GCC) region. This current …

Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre-and post-financial crisis analysis

EJA Abakah, AK Tiwari, IP Alagidede… - Empirical Economics, 2023 - Springer
This paper investigates the effects of pre-and post-global financial crisis shocks on the
dependence structure and systemic risk between the return series of the Organization of the …

Oil price changes and stock market returns: Cointegration evidence from emerging market

MI Elian, KM Kisswani - Economic Change and Restructuring, 2018 - Springer
The aim of this paper is to examine whether changes in nominal oil prices (Brent and West
Texas Intermediate (WTI)) affect the stock market returns in the context of an emerging …

[PDF][PDF] Oil price fluctuations and their impact on stock market returns in Jordan: Evidence from an asymmetric cointegration analysis

BMA Muhtaseb, G Al-Assaf - International Journal of Financial …, 2017 - researchgate.net
This paper examines whether Amman stock market returns responds asymmetrically to oil
price fluctuations for the quarterly period 2000-2015 by applying asymmetric cointegration …

The impact of Russian–Ukrainian conflict on international financial markets: a comparative analysis of oil-importing and oil-exporting countries

RA Salem, S Lila, I Lewaaelhamd - Journal of Chinese Economic and …, 2025 - emerald.com
Purpose This paper aims to examine the effect of the Russian–Ukrainian conflict on
international financial markets. The authors investigate the impact of oil price fluctuations on …

The asymmetric effects of gasoline prices on public transportation use in Taiwan

MC Chao, WH Huang, RC Jou - Transportation Research Part D: Transport …, 2015 - Elsevier
This study investigates the asymmetric effects of gasoline prices on public transportation use
in Taiwan. The empirical results obtained are as follows. First, we verify that gasoline price is …