Strategic Commodities' Price Risk and Financial Contagion in Oil and Gas Exporting Countries
This study investigates the occurrence of stock market contagion effects stemming from strategic commodities and the United States (U.S.) equity markets to major oil and gas exporting nations amid the COVID-19 and Russian-Ukraine crises. Employing a multi-factor asset pricing model and risks spillov...
Saved in:
| Main Author: | Abid, Ilyes (author) |
|---|---|
| Other Authors: | Guesmi, Khaled (author), Urom, Christian (author), Alshammari, Saad (author), Dagher, Leila (author) |
| Format: | article |
| Published: |
2024
|
| Online Access: | http://hdl.handle.net/10725/17936 https://doi.org/10.5547/01956574.45.SI1.iabi http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://journals.sagepub.com/doi/abs/10.5547/01956574.45.SI1.iabi |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Do commodity price volatilities impact currency misalignments in commodity-exporting countries?
by: Boubakri, Salem
Published: (2020) -
Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries
by: Boubakri, Salem
Published: (2019) -
The Predictive Power of Oil and Commodity Prices for Equity Markets
by: Dagher, Leila
Published: (2018) -
The economics of oil, biofuel and food commodities
by: Bahel, Eric
Published: (2013) -
Strategic and flexible LNG production under uncertain future demand and natural gas prices
by: Noor Yusuf (15748120)
Published: (2023)