Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management

Rabeh Khalfaoui; Suleman Sarwar; Aviral Kumar Tiwari

doi:10.1016/j.resourpol.2019.03.004

Article Dans Une Revue Resources Policy Année : 2019

Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management

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Rabeh Khalfaoui

Fonction : Auteur
PersonId : 1168887
IdHAL : rabeh-khalfaoui
ORCID : 0000-0003-1617-0269
IdRef : 175819718

ICN Business School

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Suleman Sarwar

Fonction : Auteur

Aviral Kumar Tiwari

Fonction : Auteur

Groupe Sup de Co Montpellier (GSCM) - Montpellier Business School

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Économie et finance quantitative [q-fin]

Rabeh KHALFAOUI : Connectez-vous pour contacter le contributeur

https://hal.science/hal-03797589

Soumis le : mardi 4 octobre 2022-21:03:10

Dernière modification le : jeudi 3 août 2023-11:26:26

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hal-03797589 , version 1 (04-10-2022)

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HAL Id : hal-03797589 , version 1
DOI : 10.1016/j.resourpol.2019.03.004

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Rabeh Khalfaoui, Suleman Sarwar, Aviral Kumar Tiwari. Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management. Resources Policy, 2019, 62, pp.22-32. ⟨10.1016/j.resourpol.2019.03.004⟩. ⟨hal-03797589⟩

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Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management

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