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A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets
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Elsevier
, 2016 , Article)
This paper examines the time-varying conditional dependency between commodity markets and stock markets by applying the rolling-sample technique on the dependence parameter of copula. The dataset consists of the closing ...
Impact of renewable and non-renewable energy consumption on economic growth: New evidence from the MENA Net Oil Exporting Countries (NOECs)
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Elsevier
, 2016 , Article)
This study explores the economic growth – energy consumption nexus for two samples of MENA Net Oil Exporting Countries (NOECs) during the period 1980–2012. Using panel cointegration approach, we found strong evidence for ...
Price convergence and integration in the Germany, France and Italy electricity markets
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McMaster University
, 2014 , Article)
This paper examines empirically the electricity market integration process for Germany, France and Italy countries by investigating possible price convergence. Two empirical approaches have been considered to investigate ...
Time varying market efficiency of the GCC stock markets
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Elsevier B.V.
, 2016 , Article)
This paper investigates the time-varying levels of weak-form market efficiency for the GCC stock markets over the period spanning from May 2005 to September 2013. We use two empirical approaches: (1) the generalized ...
Understanding citizens' adoption of e-filing in developing countries: An empirical investigation
(
Elsevier Ltd
, 2016 , Article)
This study develops a research framework by integrating the unified theory of acceptance and use of technology's model with multi-dimensional trust in order to investigate the antecedents of behavioral expectation toward ...
Trade liberalization and relative employment: further evidence from Tunisia
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Springer International Publishing
, 2015 , Article)
There are increasing studies that address the skill upgrading in developing countries. The theoretical analyses yield different results about which factors affect skill upgrading. The impact of trade openness and technology ...
Islamic versus conventional banks in the GCC countries: A comparative study using classification techniques
(
Elsevier
, 2015 , Article)
This paper contributes to the empirical literature on Islamic finance by investigating the feature of Islamic and conventional banks in Gulf Cooperation Council (GCC) countries over the period 2003-2010. We use parametric ...
Evolving efficiency of spot and futures energy markets: A rolling sample approach
(
Elsevier
, 2015 , Article)
In this paper, we examine the weak-form efficient market hypothesis of energy markets by testing the random walk behavior of spot and futures prices. We contribute to the financial market efficiency literature by investigating ...
True or spurious long memory in volatility: Further evidence on the energy futures markets
(
Elsevier
, 2014 , Article)
The main goal of this paper is to investigate whether the long memory behavior observed in many volatility energy futures markets series is a spurious behavior or not. For this purpose, we employ a wide variety of advanced ...
The influence of CEO departure and board characteristics on firm performance
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CLUTE Institute
, 2015 , Article)
This paper uses panel data from 271 U.S. firms to empirically examine the relationship between the departure of a firm's CEO and that firm's performance. Results of our analysis reveal a significant relationship between ...