Browsing Finance & Economics by Subject "Oil prices"
Now showing items 1-5 of 5
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Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil
( Elsevier Ltd , 2019 , Article)This study, using linear and nonlinear Autoregressive Distributed Lag (ARDL) Models, investigates the dynamic linkages between oil prices and agricultural commodities. The results from the linear model show that barley, ... -
Reviewing the oil price-GDP growth relationship: A replication study
( Elsevier , 2020 , Article)This paper presents a thorough replication of Hamilton (2003) which in turn replicates and extends the findings of four seminal papers regarding the oil price-GDP growth relationship. Firstly, we replicate the empirical ... -
Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy
( Elsevier , 2020 , Article)The aim of this paper is to explore the short- and long-run asymmetric impact of oil prices shocks and oil and gas revenues changes on the total real GDP, and the level of economic diversification of the Qatar economy. To ... -
Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade
( Elsevier , 2020 , Article)This paper examines the correlation and the dependence patterns of the Qatar stock market with other markets using copula statistical theory and exploiting new datasets covering the period August 1998 to June 2018. To ... -
Stock Prices and Crude Oil Shocks: The Case of GCC Countries
( Elsevier , 2016 , Article)The aim of this chapter is to identify the effects of oil price volatility on stock market volatility for eight oil exporter or importer countries. Using weekly data for the 2004-15 period, we model the relationship between ...