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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 ...
Analysis Of The Effect Of The European Debt Crisis On The Saudi Arabian Economy
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Qatar University Press
, 2021 , Article)
This paper investigates the economic impact of the 2009 European debt crisis on Saudi Arabia’s real economy from 2004 Q2 to 2014 Q2 using a structural vector autoregressive model (SVAR). The results of the impulse response ...
An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens
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Elsevier
, 2022 , Article)
This paper analysis the dynamic of the volatility connectedness between three main categories of the cryptocurrency market (mineable coins, non-mineable coins and tokens). 2022 The Authors
Risk factors of road accident severity and the development of a new system for prevention: New insights from China
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Elsevier
, 2020 , Article)
Road accident fatalities and accident severity costs have become top priorities and concerns for Chinese policymakers. Understanding the principal factors that explain accident severity is considered to be the first step ...
Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors
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Elsevier
, 2020 , Article)
Cryptocurrencies are gradually establishing themselves as a new class of assets with unique features, although there remains skepticism and a lack of understanding of their nature. In this study, we compare the financial ...
Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade
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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 ...
Asymmetric impacts of insurance premiums on the non-oil GDP: some new empirical evidence
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Routledge
, 2020 , Article)
In this paper, we study the influence of insurance premium on the non-oil gross domestic product in Saudi Arabia. We implement the nonlinear autoregressive distributed lags. The results show that the relationships between ...
Does renewable energy index respond to the pandemic uncertainty?
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Elsevier
, 2021 , Article)
Unlike very recent studies examining the most widely traded commodities (such as; oil and gold) under an overwhelming time pressure and amid high pandemic uncertainty, the effects of world pandemic and economic policy ...
On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic
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Emerald Publishing
, 2022 , Article)
Purpose: This study aims to investigate the safe-haven and hedging properties of Bitcoin against a wide variety of conventional assets before and during the coronavirus disease 2019 (COVID-19) pandemic. Design/methodolog ...
Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
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Elsevier
, 2022 , Article)
The surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets for oil-exporting (importing) countries. We utilize the dynamic ...