Shock and volatility transmission in the oil, US and Gulf equity markets

Keyphrases

• Asset Pricing Model 33%
• Bahrain 33%
• Equity Markets 100%
• Equity Prices 33%
• Global Oil Market 33%
• Gulf Countries 33%
• International Crude Oil Market 33%
• Kuwait 33%
• Model Forecast 33%
• Oil Market 66%
• Oil Price Returns 33%
• Return Volatility 33%
• Saudi Arabia 66%
• Saudi Stock Market 33%
• Second Moment 33%
• Shock Transmission 100%
• Stock Market 33%
• Transmission Mechanism 33%
• US Equities 33%
• US Equity Market 33%
• Volatility 33%
• Volatility Spillover 33%
• Volatility Transmission 100%

Economics, Econometrics and Finance

• Financial Economics 25%
• Gulf Countries 25%
• Oil Market 100%
• Returns Volatility 25%
• Spillover Effect 25%
• Transmission Mechanism 25%
• Volatility 100%