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Effects of Conditional Oil Volatility on Exchange Rate and Stock Markets Returns. (2022). Nafti, Sawsen ; Hamida, Arafet ; Mrad, Fatma ; Bouazizi, Tarek.
In: International Journal of Energy Economics and Policy.
RePEc:eco:journ2:2022-02-6.

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Cited: 3

Citations received by this document

Cites: 4

References cited by this document

Cocites: 3

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-02-25.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aloui, C., Jammazy, R., Imen, D. (2008), Crude oil market shocks and stock market returns. Journal of Energy Market, 3, 69-96.
    Paper not yet in RePEc: Add citation now
  2. Arouri, M.E.H. and Rault, C. (2010), Oil prices and stock markets in GCC countries: Empirical evidence from panel analysis. International Journal of Finance and Economics, 17(3), 242-253.

  3. Arouri, M.E.H., Boubaker, S., Nguyen, D.K. (2014), Emerging markets and global economy. In: Guesmi K, editor. Comovements and Volatility Spillovers between Oil Prices and Stock Markets: Further Evidence for Oil-Exporting and Oil-Importing Countries. Ch. 16.
    Paper not yet in RePEc: Add citation now
  4. Cambridge, Massachusetts: Academic Press, Elsevier, USA. Arouri, M.E.H., Jouini, J., Nguyen, D.K. (2011a), Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. Journal of International Money and Finance, 30(7), 1387-1405.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Effects of Conditional Oil Volatility on Exchange Rate and Stock Markets Returns. (2022). Nafti, Sawsen ; Hamida, Arafet ; Mrad, Fatma ; Bouazizi, Tarek.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2022-02-6.

    Full description at Econpapers || Download paper

  2. A Study of the Effect of Macroeconomic Variables on Stock Market: Saudi Perspective. (2014). Sasidhar, Bokkasam ; Nugali, Sultan ; Samontaray, Durga Prasad.
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:5:y:2014:i:4:p:120-127.

    Full description at Econpapers || Download paper

  3. Global and Regional Spillovers to GCC Equity Markets. (2011). Williams, Oral ; Sedik, Tahsin Saadi.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/138.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

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