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Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet

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Cited by:

  1. Maghyereh, Aktham & Abdoh, Hussein, 2022. "Extreme dependence between structural oil shocks and stock markets in GCC countries," Resources Policy, Elsevier, vol. 76(C).
  2. Alqahtani, Faisal & Hamdi, Besma & Hammoudeh, Shawkat, 2021. "The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality," Journal of Multinational Financial Management, Elsevier, vol. 61(C).
  3. Martina Pilloni & József Kádár & Tareq Abu Hamed, 2022. "The Impact of COVID-19 on Energy Start-Up Companies: The Use of Global Financial Crisis (GFC) as a Lesson for Future Recovery," Energies, MDPI, vol. 15(10), pages 1-15, May.
  4. 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, MDPI, vol. 14(21), pages 1-24, November.
  5. Yiming, Wang & Xun, Liu & Umair, Muhammad & Aizhan, Assilova, 2024. "COVID-19 and the transformation of emerging economies: Financialization, green bonds, and stock market volatility," Resources Policy, Elsevier, vol. 92(C).
  6. Mohammad Sahabuddin & Md. Aminul Islam & Mosab I. Tabash & Md. Kausar Alam & Linda Nalini Daniel & Imad Ibraheem Mostafa, 2023. "Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries," JRFM, MDPI, vol. 16(2), pages 1-19, February.
  7. Hammoudeh, Shawkat & Tripathi, Nitya Nand & Raj, Asha Binu & Tiwari, Aviral Kumar, 2024. "Oil price volatility and changes in corporate debt: An empirical study in the Indian landscape," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
  8. Zhang, Feng & Huang, Yongming & Nan, Xiaoli, 2022. "The price volatility of natural resource commodity and global economic policy uncertainty: Evidence from US economy," Resources Policy, Elsevier, vol. 77(C).
  9. Mensi, Walid & Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis," Resources Policy, Elsevier, vol. 79(C).
  10. Anis Ali, 2020. "Financial performance, disparity, and trend of petrochemicals sector of Saudi Arabia," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 8(1), pages 809-824, September.
  11. Seval Mutlu Camoglu, 2021. "The Impacts of Oil Prices, Exchange Rate and COVID-19 Pandemic on BIST Petrochemical Market," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 7(1), pages 17-33, June.
  12. Mensi, Walid & Rehman, Mobeen Ur & Maitra, Debasish & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2023. "Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 139-157.
  13. Emrah Ismail Cevik & Sel Dibooglu & Atif Awad Abdallah & Eisa Abdulrahman Al-Eisa, 2021. "Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia," International Economics and Economic Policy, Springer, vol. 18(1), pages 157-175, February.
  14. Jiang, Zhuhua & Yoon, Seong-Min, 2020. "Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis," Energy Economics, Elsevier, vol. 90(C).
  15. Ngo Thai HUNG, 2020. "Conditional dependence between oil prices and CEE stock markets: a copula-GARCH approach Abstract: This study investigates both the constant and time-varying conditional dependency between crude oil a," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 11, pages 62-86, June.
  16. Iovino Felicetta, 2023. "Variability of Income Flows of Tourism Companies during a Nine-Year Period," Journal of Economic Statistics, Anser Press, vol. 1(2), pages 57-67, August.
  17. Basel Maraqa & Murad Bein, 2020. "Dynamic Interrelationship and Volatility Spillover among Sustainability Stock Markets, Major European Conventional Indices, and International Crude Oil," Sustainability, MDPI, vol. 12(9), pages 1-14, May.
  18. Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
  19. Liang, Ruibin & Cheng, Sheng & Cao, Yan & Li, Xinran, 2024. "Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
  20. Abdou, Hussein A. & Elamer, Ahmed A. & Abedin, Mohammad Zoynul & Ibrahim, Bassam A., 2024. "The impact of oil and global markets on Saudi stock market predictability: A machine learning approach," Energy Economics, Elsevier, vol. 132(C).
  21. Al-Yahyaee, Khamis Hamed & Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh & Kang, Sang Hoon, 2020. "Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  22. Zainudin, Ahmad Danial & Mohamad, Azhar, 2021. "Financial contagion in the futures markets amidst global geo-economic events," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 288-308.
  23. Mensi, Walid & Ur Rehman, Mobeen & Maitra, Debasish & Hamed Al-Yahyaee, Khamis & Sensoy, Ahmet, 2020. "Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach," Research in International Business and Finance, Elsevier, vol. 53(C).
  24. Daniel Ştefan Armeanu & Camelia Cătălina Joldeş & Ştefan Cristian Gherghina, 2019. "On the Linkage between the Energy Market and Stock Returns: Evidence from Romania," Energies, MDPI, vol. 12(8), pages 1-21, April.
  25. Liu, Zixin & Hu, Jun & Zhang, Shuguang & He, Zhipeng, 2024. "Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  26. Yu, Yang & Guo, SongLin & Chang, XiaoChen, 2022. "Oil prices volatility and economic performance during COVID-19 and financial crises of 2007–2008," Resources Policy, Elsevier, vol. 75(C).
  27. Robiyanto Robiyanto & Bayu Adi Nugroho & Eka Handriani & Andrian Dolfriandra Huruta, 2020. "Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-29, December.
  28. Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2023. "Quantile spillovers and connectedness analysis between oil and African stock markets," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 60-83.
  29. Mehdi Zolfaghari & Bahram Sahabi, 2021. "The impact of oil price and exchange rate on momentum strategy profits in stock market: evidence from oil-rich developing countries," Review of Managerial Science, Springer, vol. 15(7), pages 1981-2023, October.
  30. Khurram Shehzad & Umer Zaman & Xiaoxing Liu & Jarosław Górecki & Carlo Pugnetti, 2021. "Examining the Asymmetric Impact of COVID-19 Pandemic and Global Financial Crisis on Dow Jones and Oil Price Shock," Sustainability, MDPI, vol. 13(9), pages 1-13, April.
  31. Nini Johana Marín-Rodríguez & Juan David González-Ruiz & Sergio Botero Botero, 2022. "Dynamic Co-Movements among Oil Prices and Financial Assets: A Scientometric Analysis," Sustainability, MDPI, vol. 14(19), pages 1-26, October.
  32. Md Fouad Bin Amin & Mohd Ziaur Rehman, 2022. "Asymmetric Linkages of Oil Prices, Money Supply, and TASI on Sectoral Stock Prices in Saudi Arabia: A Non-Linear ARDL Approach," SAGE Open, , vol. 12(1), pages 21582440211, January.
  33. Ngo Thai Hung & Xuan Vinh Vo, 2023. "Multi-scale Features of Interdependence Between Oil Prices and Stock Prices," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(3), pages 475-504, September.
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