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...

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Bibliographic Details
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
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