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The Predictive Power of Oil and Commodity Prices for Equity Markets

In: Risk Factors and Contagion in Commodity Markets and Stocks Markets

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  • Leila Dagher
  • Ibrahim Jamali
  • Nasser Badra

Abstract

The following sections are included:IntroductionLiterature ReviewData and VariablesEconometric MethodologyResults and DiscussionConcluding RemarksAcknowledgmentsReferences

Suggested Citation

  • Leila Dagher & Ibrahim Jamali & Nasser Badra, 2020. "The Predictive Power of Oil and Commodity Prices for Equity Markets," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi (ed.), Risk Factors and Contagion in Commodity Markets and Stocks Markets, chapter 3, pages 47-82, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811210242_0003
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    More about this item

    Keywords

    Risk; Commodity; Commodity Markets; Stock; Risk Contagion; Contagion; Volatility;
    All these keywords.

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • F3 - International Economics - - International Finance
    • Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy

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