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 ...

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 ...

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 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 ...

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 ...

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 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 ...

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 ...

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 ...