ORCID "0000-0003-1556-803X" WoS İndeksli Yayınlar Koleksiyonu için listeleme
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Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia
Çevik, Emrah İsmail; Dibooğlu, Sel; Awad Abdallah, Atif; Al-Eisa, Eisa Abdulrahman (Springer Heidelberg, 2021)This work reinvestigates the interrelationship between crude oil prices and stock market returns in Saudi Arabia by taking into account volatility spillovers that are exemplified by second-moment effects. Using weekly data ...