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

Department Related Publications

  • Dina Nabil Mohammed Ahmed Shahwani, "THE POTENTIAL ECONOMIC IMPACTS OF THE PROPOSED DEVELOPMENT CORRIDOR IN EGYPT: AN INTERREGIONAL CGE APPROACH", University of Sao Paulo Brazil, 2015 More
  • Wafaa Mohamed Mohamed Salman, "محددات التلوث البيئى فى مصر بالتركيز على الوقود الأحفورى", المجلة العربية للأدارة, 2017 More
  • Mohamed sultan ahmed aboalla, "الثقافة العربية الإسلامية والتنمية الاقتصادية", مجمع اللغة العربية, 2008 More
  • Mahmoud Ibrahiem Aboelewn, "Towards A Multilateral Understanding of Developing Countries Debt Crises", مجلة مصر المعاصرة, 1987 More
  • Iyad Mohammed Attia Attia, "Causality between petroleum consumption and economic growth: Empirical evidence from Egypt", المنظمة العربية للتنمية الادارية, 2013 More
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