Volatility spillover and hedging effectiveness among crude oil and Islamic markets: evidence from the Gulf region

Volatility spillover and hedging effectiveness among crude oil and Islamic markets: evidence from the Gulf region

This paper studies the volatility spillover between oil price and conventional and Islamic stock markets. We use a sample of five standard MSCI indexes and their Islamic counterparts from five countries from the Gulf region (Jordan, Kuwait, Oman, Qatar, UAE) and Brent crude oil price index, obtained...

Full description

Bibliographic Details
Main Authors: Walid Mansour, Haykel Hamdi, Jihed Majdoub, Ikrame Ben Slimane
Format: Article
Language:English
Published: Università Carlo Cattaneo LIUC 2020-06-01
Series:The European Journal of Comparative Economics
Subjects:
volatility spillover
gulf region
oil price
islamic finance
Online Access:http://ejce.liuc.it/18242979202001/182429792020170106.pdf

Internet

http://ejce.liuc.it/18242979202001/182429792020170106.pdf

Similar Items