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Goblan Al Gahtani, Carlo Andrea Bollino, Simona Bigerna & Axel Pierru. (2020) Estimating the household consumption function in Saudi Arabia: an error correction approach. Applied Economics 52:11, pages 1259-1271.
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Libo Yin & Xiyuan Ma. (2020) Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach. Applied Economics 52:11, pages 1163-1180.
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Fenghua Wen, Yupei Zhao, Minzhi Zhang & Chunyan Hu. (2019) Forecasting realized volatility of crude oil futures with equity market uncertainty. Applied Economics 51:59, pages 6411-6427.
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Articles from other publishers (13)
Hussein A. Abdou, Ahmed A. Elamer, Mohammad Zoynul Abedin & Bassam A. Ibrahim. (2024) The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. Energy Economics 132, pages 107416.
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Moonis Shakeel, Mustafa Raza Rabbani, Iqbal Thonse Hawaldar, Vaibhav Chhabra & Farrukh Khurshid Zaidi. (2023) Is there an intraday volatility spillover between exchange rate, gold and crude oil?. Journal of Open Innovation: Technology, Market, and Complexity 9:3, pages 100094.
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Muhammad Akram, Ahmed Imran Hunjra, Imran Riaz Malik & Mamdouh Abdulaziz Saleh Al-Faryan. (2023) Dynamic connectedness among Pakistani stock markets and its major trading partners. International Journal of Emerging Markets.
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Abdelhamid Addi & Jamal Bouoiyour. (2023) Interconnectedness and extreme risk: Evidence from dual banking systems. Economic Modelling 120, pages 106150.
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Tariq T. Alshammari, Mohd Tahir Ismail, Nawaf N. Hamadneh, S. Al Wadi, Jamil J. Jaber, Nawa Alshammari & Mohammad H. Saleh. (2023) Forecasting Stock Volatility Using Wavelet-based Exponential Generalized Autoregressive Conditional Heteroscedasticity Methods. Intelligent Automation & Soft Computing 35:3, pages 2589-2601.
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Ahmed A. Elamer, Bassam A. Elbialy, Kholoud A. Alsaab & Mohamed A. Khashan. (2022) The Impact of COVID-19 on the Relationship between Non-Renewable Energy and Saudi Stock Market Sectors Using Wavelet Coherence Approach and Neural Networks. Sustainability 14:21, pages 14496.
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Huiming Zhu, Dongwei Yu, Liya Hau, Hao Wu & Fangyu Ye. (2022) Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. The North American Journal of Economics and Finance 61, pages 101708.
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Ethem KILIÇ & Yahya SÖNMEZ. (2022) CCC-GARCH Modeli ile Petrol ve E7 Ülkelerinin Borsaları Arasındaki Volatilite EtkileşimiVolatility Interaction between Petroleum and E7 Countries Exchanges with CCC-GARCH Model. Erciyes Akademi 36:1, pages 124-137.
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Ngo Thai Hung. (2021) Financial connectedness of GCC emerging stock markets. Eurasian Economic Review 11:4, pages 753-773.
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Ling Lin, Zhongbao Zhou, Yong Jiang & Yangchen Ou. (2021) Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. The North American Journal of Economics and Finance 57, pages 101398.
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Saud S. Alotaibi. (2021) Ensemble Technique With Optimal Feature Selection for Saudi Stock Market Prediction: A Novel Hybrid Red Deer-Grey Algorithm. IEEE Access 9, pages 64929-64944.
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Qingru Sun, Xiangyun Gao, Haizhong An, Sui Guo, Xueyong Liu & Ze Wang. (2021) Which time-frequency domain dominates spillover in the Chinese energy stock market?. International Review of Financial Analysis 73, pages 101641.
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Refk Selmi & Jamal Bouoiyour. (2020) Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business. International Economics 161, pages 100-119.
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