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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 ...
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 ...
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 ...