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 ...

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 ...

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 ...

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 ...

This paper examines the relationship between corporate disclosure and firm performance for the case of listed companies in the Kuwait Stock Exchanges (KSE). Our sample contains 51 non-financial firms that represent 42% of ...

Air pollution, global greenhouse gases (GHG), water pollution and water resources degradation are among the most serious environmental concerns that encounter the Qatar country. In nowadays, it is commonly known that the ...

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 ...

This paper contributes to the empirical literature on the forward premium anomaly by investigating possible statistical explanations for this puzzling phenomenon in the energy market. To this end, time series of spot and ...

The purpose of this paper is to investigate the performance of ethical and conventional investments. It examines also whether socially responsible and Islamic investments offer an additional opportunity for domestic investors ...

This study extends the recent work of Shahbaz et al. (2014) by implementing recent unit root tests with multiple structural breaks and regime-switching cointegration techniques considering for one and two unknown regime ...