Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables

By Nader Naifar, M. S. A. Dohaiman. 2013

191 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/c2e9478634738fa899faefe3ca53c1ddffd5495d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Yue‐Jun Zhang
2. Lu Zhang
3. Muhammad Shahbaz
4. Jinliang Zhang
5. Zeeshan Khan
6. Ilhan Ozturk
7. S. Afesorgbor
8. B. Demena

In Renewable Energy, Sustainability and the Environment

1. Yue‐Jun Zhang
2. Lu Zhang
3. Muhammad Shahbaz
4. Zeeshan Khan
5. S. Afesorgbor
6. B. Demena

Citations in the corpus

• Interpreting the crude oil price movements: Evidence from the Markov regime switching model (2015, background): “Jammazi [26] A trivariate BEKK Markov regime switching GARCH model In USA, Germany and Canada, the main source of oil supply dominates the responses of stock markets to oil shocks Naifar and Dohaiman [27] The Markov two-regime (crisis regime and non-crisis regime) switching model Excluding Oman in t”