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السجلات المعروضة 11 -- 13 من 13
Do oil producing countries offer international diversification benefits? Evidence from GCC countries
(
Elsevier
, 2016 , Article)
This paper provides evidence of the existence of diversification benefits in international stock markets when oil producing countries are included in a global portfolio. Moreover, it examines whether recent oil shocks and ...
The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model
(
Elsevier B.V.
, 2017 , Article)
Reducing the impact of air pollution and global environmental degradation on human health and quality of life for Qatari citizens represents the most important objective of the Qatar National vision 2030. With respect to ...
Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis
(
Elsevier B.V.
, 2016 , Article)
The aim of this paper is to propose an empirical strategy that allows the discrimination between true and spurious long memory behaviors. That strategy is based on the comparison between the estimated long memory parameter ...