Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies

Faculty Commerce Year: 2020
Type of Publication: ZU Hosted Pages:
Authors:
Ahmed Hamed Attia Ahmed Elsayed
Journal: Energy Economics Elsevier Volume:
Keywords : Time-varying co-movements between energy market , global    
Abstract:
This study explores the time patterns of volatility spillovers between energy market and stock prices of seven major global financial markets including clean energy, energy, information technology corporations, equity markets and United Sta
    
     
 
       

Author Related Publications

  • Ahmed Hamed Attia Ahmed Elsayed, "Volatility Spillovers among Financial Markets in the United Kingdom", Portsmouth University, 2016 More
  • Ahmed Hamed Attia Ahmed Elsayed, "On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market", Elsevier, 2018 More
  • Ahmed Hamed Attia Ahmed Elsayed, "Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia", Elsevier, 2018 More
  • Ahmed Hamed Attia Ahmed Elsayed, "Financial stress dynamics in the MENA region: Evidence from the Arab Spring", Elsevier, 2019 More
  • Ahmed Hamed Attia Ahmed Elsayed, "Does Bitcoin add value to global industry portfolios?", Elsevier, 2020 More

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  • Ahmed Hamed Attia Ahmed Elsayed, "Volatility Spillovers among Financial Markets in the United Kingdom", Portsmouth University, 2016 More
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