Browsing by Author "Spagnolo, Nicola"

Now showing items 1-4 of 4

    • How News affects Stock Prices of Olympics and FIFA host countries 

      Al-Maadid, Alanoud; Spagnolo, Nicola; Akbar, Omer ( Qatar University Press , 2021 , Poster)
      As the sports industry continues to grow, mega sports events can have a significant impact on the financial markets. Stock market performance is influenced by sports-related news, however, very few studies have been ...

    • Political tension and stock markets in the Arabian Peninsula 

      Al-Maadid, Alanoud; Maria Caporale, Guglielmo; Spagnolo, Fabio; Spagnolo, Nicola ( John Wiley and Sons Ltd , 2021 , Article)
      This note investigates the effects of the recent political tensions in the Arabian peninsula on the linkages between the stock markets of the leading Gulf Cooperation Council countries by estimating a VAR-GARCH(1,1) model ...

    • Spillovers between food and energy prices and structural breaks 

      Al-Maadid, Alanoud; Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola ( Elsevier B.V. , 2017 , Article)
      This paper estimates a bivariate VAR-GARCH(1,1) model to examine linkages between food and energy prices. The adopted framework is suitable to analyse both mean and volatility spillovers, and also allows for possible ...

    • Stock Prices and Crude Oil Shocks: The Case of GCC Countries 

      Al-maadid, Alanoud; Spagnolo, Nicola; Spagnolo, Fabio ( Hamad bin Khalifa University Press (HBKU Press) , 2016 , Conference Paper)
      Qatar and other Middle Eastern countries stock market are influenced by oil prices. The goal of this paper is to compare how stock prices in the GCC are affected by shocks in oil prices and comparing the results with other ...