This study investigates the predictability power of oil prices and six international stock
markets namely, China, France, UK, Germany, Japan, and the USA, on the Saudi stock …

In this paper, we investigate the degree of persistence of dependence between crude oil
prices and stock markets in the Gulf Cooperation Council (GCC) countries in order to verify …

Under changing environments, not only univariate but also multivariate hydrological series
might become nonstationary. Nonstationarity, in forms of change‐point or trend, has been …

The fluctuations in oil have strong implications on many financial assets not to mention its
relationship with gold prices, exchange rates, stock markets, and investor sentiment. Recent …

In this study, we examine the impact of COVID-19 on the relationship between non-
renewable energy and Saudi stock market sectors for the period 11 January 2017–22 …

This paper proposes a Markov-switching copula model to examine the presence of regime
change in the time-varying dependence structure between oil price changes and stock …

This study was developed for two purposes. The first one is detection of the existence of
chaotic structure and uncertainty behaviour of the total number of people infected with the …

This paper aims at analyzing nonlinear dependence between fractionally integrated, chaotic
precious metal and oil prices and volatilities. With this respect, the Markov regime-switching …

Financial markets are increasingly interlinked. Therefore, this study explores the complex
relationships between the Tadawul All Share Index (TASI), West Texas Intermediate (WTI) …

In this paper, we study the contagion effect between energy and stock markets in ten MENA
countries during the recent global financial crisis 2007-2009. In particular, we verify whether …