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Browsing AKSOB - Scholarly Publications by Author "Abid, Ilyes"

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Dynamic integration and transmission channels among interest rates and oil price shocks

Urom, Christian; Guesmi, Khaled; Abid, Ilyes; Dagher, Leila (2023-02)

This paper examines the short term dynamic integration among oil price shocks and interest rates for the U.S.A, Euro area and twelve Asian economies from August 1999 to January 2018 using a Time-Varying Parameter Vector ...
Strategic Commodities' Price Risk and Financial Contagion in Oil and Gas Exporting Countries

Abid, Ilyes; Guesmi, Khaled; Urom, Christian; Alshammari, Saad; Dagher, Leila (2024-11)

This study investigates the occurrence of stock market contagion effects stemming from strategic commodities and the United States (U.S.) equity markets to major oil and gas exporting nations amid the COVID-19 and ...

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