THE EFFECTS OF CRUDE OIL SHOCKS ON STOCK MARKET SHIFTS BEHAVIOUR: A REGIME SWITCHING APPROACH

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ALOUI CH.; JAMMAZI R.

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Journal Paper

Paper Information

Journal: ENERGY ECONOMICS Year:2009 | Volume:31 | Issue:5 Page(s): 789-799

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Information Journal Paper

Title

THE EFFECTS OF CRUDE OIL SHOCKS ON STOCK MARKET SHIFTS BEHAVIOUR: A REGIME SWITCHING APPROACH

Author(s)

ALOUI CH. | JAMMAZI R. | Issue Writer Certificate

Keywords

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Abstract

Cites

ASSESSING THE EFFECTS OF OIL PRICE SHOCKS ON TEHRAN EXCHANGE STOCK RETURNS: USING WAVELET DECOMPOSITION AND MARKOV SWITCHING

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APA: Copy

ALOUI, CH., & JAMMAZI, R.. (2009). THE EFFECTS OF CRUDE OIL SHOCKS ON STOCK MARKET SHIFTS BEHAVIOUR: A REGIME SWITCHING APPROACH. ENERGY ECONOMICS, 31(5), 789-799. SID. https://sid.ir/paper/605399/en

Vancouver: Copy

ALOUI CH., JAMMAZI R.. THE EFFECTS OF CRUDE OIL SHOCKS ON STOCK MARKET SHIFTS BEHAVIOUR: A REGIME SWITCHING APPROACH. ENERGY ECONOMICS[Internet]. 2009;31(5):789-799. Available from: https://sid.ir/paper/605399/en

IEEE: Copy

CH. ALOUI, and R. JAMMAZI, “THE EFFECTS OF CRUDE OIL SHOCKS ON STOCK MARKET SHIFTS BEHAVIOUR: A REGIME SWITCHING APPROACH,” ENERGY ECONOMICS, vol. 31, no. 5, pp. 789–799, 2009, [Online]. Available: https://sid.ir/paper/605399/en

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