Granger-causal relationship between islamic stock markets and oil prices: a case study of Malaysia
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- Godil, Danish Iqbal & Sarwat, Salman & Khan, Muhammad Kamran & Ashraf, Muhammad Sajjad & Sharif, Arshian & Ozturk, Ilhan, 2022. "How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach," Resources Policy, Elsevier, vol. 75(C).
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More about this item
Keywords
Islamic stock market; oil prices; Granger causality; Malaysia;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2020-10-26 (Energy Economics)
- NEP-FMK-2020-10-26 (Financial Markets)
- NEP-ISF-2020-10-26 (Islamic Finance)
- NEP-SEA-2020-10-26 (South East Asia)
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