Search Results - "Belhassine, Olfa"
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Oil price risk in the Eurozone: a sectoral analysis
Published in Problems and perspectives in management (2017)“…This study investigates how oil price movements impact the main Eurozone industry supersectors returns. We use a multifactor market model in which we…”
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Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises
Published in Research in international business and finance (01-10-2020)“…[Display omitted] This paper aims to analyze the mean and volatility spillovers between oil prices and the Eurozone supersector returns. It uses daily data of…”
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Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis
Published in Energy economics (01-10-2021)“…This study addresses the key issues related to the connectedness, volatility spillovers (VS), and hedging effectiveness between the oil and the stock markets…”
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COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis
Published in Finance research letters (01-03-2022)“…•The impact of COVID-19 outbreak on the international financial markets is examined in the time and frequency domains.•Wavelet coherency analysis unveils…”
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Contagion and portfolio management in times of COVID-19
Published in Economic analysis and policy (01-12-2021)“…This paper aims to investigate the COVID-19 pandemic impacts on the interconnectedness between the Chinese stock market and major financial and commodity…”
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Searching for safe haven assets against American and European stocks during the Russo-Ukrainian War
Published in Studies in economics and finance (Charlotte, N.C.) (15-11-2024)“…Purpose This study aims to evaluate the safe haven property of several assets against the US and European stock markets during the Russo-Ukrainian War in a…”
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ESG index performance: European evidence
Published in Journal of asset management (29-05-2024)Get full text
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Measuring financial literacy: a literature review
Published in Managerial finance (28-01-2021)“…PurposeThe purpose of this paper is to review the main methods used in the literature to measure financial literacy (FL) of…”
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Oil price risk in the Eurozone: a sectoral analysis Released On
Published in Problems and perspectives in management (2017)“…This study investigates how oil price movements impact the main Eurozone industry supersectors returns. We use a multifactor market model in which we…”
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Further insights into the oil and equity market relationship
Published in Studies in economics and finance (Charlotte, N.C.) (24-06-2019)“…Purpose This paper aims to assess the asymmetric effects of oil price shocks and the impact of oil price volatility on the Eurozone’s supersector returns, with…”
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