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  1. Article ; Online: Using machine learning to analyze the impact of coronavirus pandemic news on the stock markets in GCC countries.

    Al-Maadid, Alanoud / Alhazbi, Saleh / Al-Thelaya, Khaled

    Research in international business and finance

    2022  Volume 61, Page(s) 101667

    Abstract: COVID-19 has resulted in high volatility in financial markets across the world. The goal of this study is to investigate the impact of COVID-19-related news on the stock markets in Gulf Cooperation Council (GCC) countries. The study utilizes machine ... ...

    Abstract COVID-19 has resulted in high volatility in financial markets across the world. The goal of this study is to investigate the impact of COVID-19-related news on the stock markets in Gulf Cooperation Council (GCC) countries. The study utilizes machine learning approaches to assess the role of COVID-19 news in stock return predictability in these markets. The results reveal that the stock markets in the United Arab Emirates (UAE), Qatar, Saudi Arabia, and Oman were impacted by coronavirus-related news; however, this news had no impact on the stocks in Bahrain. Moreover, the results indicate that the impacted markets were influenced differently in terms of the quantities and types of news.
    Language English
    Publishing date 2022-04-28
    Publishing country United States
    Document type News
    ISSN 1878-3384
    ISSN (online) 1878-3384
    DOI 10.1016/j.ribaf.2022.101667
    Database MEDical Literature Analysis and Retrieval System OnLINE

    Full text online

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  2. Article: Stock prices and crude oil shocks

    Al-Maadid, Alanoud / Spagnolo, Fabio / Spagnolo, Nicola

    Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies , p. 33-47

    the case of GCC countries

    2016  , Page(s) 33–47

    Author's details A. Al-Maadid, F. Spagnolo, N. Spagnolo
    Keywords Börsenkurs ; Ölpreis ; Volatilität ; VAR-Modell ; ARCH-Modell ; Schätzung ; Arabische Golf-Staaten
    Language Undetermined
    Publisher Academic Press
    Publishing place Amsterdam
    Document type Article
    ISBN 978-0-12-803776-8 ; 0-12-803776-8
    Database ECONomics Information System

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    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  3. Book ; Online: Spillovers between food and energy prices and structural breaks

    Al-Maadid, Alanoud / Caporale, Guglielmo Maria / Spagnolo, Fabio / Spagnolo, Nicola

    (Discussion papers / Deutsches Institut für Wirtschaftsforschung ; 1466)

    2015  

    Abstract: This paper estimates a bivariate VAR-GARCH(1,1) model to examine linkages between food and energy prices. The adopted framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting from four ... ...

    Author's details Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
    Series title Discussion papers / Deutsches Institut für Wirtschaftsforschung ; 1466
    Abstract This paper estimates a bivariate VAR-GARCH(1,1) model to examine linkages between food and energy prices. The adopted framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting from four recent events, namely: 1) the 2006 food crisis, 2) the Brent oil bubble, 3) the introduction of the Renewable Fuel Standard (RFS) policy, and 4) the 2008 global financial crisis. The empirical findings suggest that there are significant linkages between food and both oil and ethanol prices. Further, the four events considered had mixed effects, the 2006 food crisis and 2008 financial crisis leading to the most significant shifts in the (volatility) spillovers between the price series considered.
    Keywords Energy and food prices ; VAR-GARCH BEKK model ; Mean and volatility spillovers
    Language English
    Size Online-Ressource (20 S.), graph. Darst.
    Publisher DIW
    Publishing place Berlin
    Document type Book ; Online
    Database ECONomics Information System

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  4. Book ; Online: Spillovers between food and energy prices and structural breaks

    Al-Maadid, Alanoud / Caporale, Guglielmo Maria / Spagnolo, Fabio / Spagnolo, Nicola

    (CESifo working paper : Trade policy ; 5282)

    2015  

    Abstract: This paper estimates a bivariate VAR-GARCH(1,1) model to examine linkages between food and energy prices. The adopted framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting from four ... ...

    Author's details Alanoud Al-Maadid; Guglielmo Maria Caporale; Fabio Spagnolo; Nicola Spagnolo
    Series title CESifo working paper : Trade policy ; 5282
    Abstract This paper estimates a bivariate VAR-GARCH(1,1) model to examine linkages between food and energy prices. The adopted framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting from four recent events, namely: 1) the 2006 food crisis, 2) the Brent oil bubble, 3) the introduction of the Renewable Fuel Standard (RFS) policy, and 4) the 2008 global financial crisis. The empirical findings suggest that there are significant linkages between food and both oil and ethanol prices. Further, the four events considered had mixed effects, the 2006 food crisis and 2008 financial crisis leading to the most significant shifts in the (volatility) spillovers between the price series considered.
    Keywords energy and food prices ; VAR-GARCH BEKK model ; mean and volatility spillovers
    Language English
    Size Online-Ressource (20 S.), graph. Darst.
    Publisher CESifo
    Publishing place München
    Document type Book ; Online
    Database ECONomics Information System

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  5. Book ; Online: Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo

    Al-Maadid, Alanoud / Caporale, Guglielmo Maria / Spagnolo, Fabio / Spagnolo, Nicola

    (Economics and finance working paper series / Brunel University West London, Brunel Business School ; 15-09)

    2015  

    Series title Economics and finance working paper series / Brunel University West London, Brunel Business School ; 15-09
    Keywords Energy and food prices ; VAR-GARCH BEKK model ; Mean and volatility spillovers
    Language English
    Size Online-Ressource (20 S.), graph. Darst.
    Publisher Brunel Univ. West London, Brunel Business School
    Publishing place Uxbridge
    Document type Book ; Online
    Database ECONomics Information System

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  6. Article: Spillovers between food and energy prices and structural breaks

    Al-Maadid, Alanoud / Caporale, Guglielmo Maria / Spagnolo, Fabio / Spagnolo, Nicola

    International economics : a journal published by CEPII (Center for research and expertise on the world economy) Vol. 150 , p. 1-18

    2017  Volume 150, Page(s) 1–18

    Author's details Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo, Nicola Spagnolo
    Keywords Energy and food prices ; VAR-GARCH BEKK model ; Mean and volatility spillovers
    Language English
    Publisher Elsevier
    Publishing place [Amsterdam]
    Document type Article
    ZDB-ID 1232628-8 ; 2114199-X
    ISSN 1777-5582 ; 0242-7818 ; 1240-8093 ; 2110-7017
    ISSN (online) 1777-5582
    ISSN 0242-7818 ; 1240-8093 ; 2110-7017
    Database ECONomics Information System

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