Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations SA Ziadat, DG McMillan, P Herbst Resources Policy 75, 102461, 2022 | 24 | 2022 |
Inter-and intra-regional stock market relations for the GCC bloc SA Ziadat, P Herbst, DG McMillan Research in International Business and Finance 54, 101292, 2020 | 24 | 2020 |
The role of oil as a determinant of stock market interdependence: The case of the USA and GCC DG McMillan, S Ziadat, P Herbst Energy Economics 95, 105102, 2021 | 22 | 2021 |
Oil price shocks and stock–bond correlation SA Ziadat, ARA Al Rababa'a, M Rehman, DG McMillan The North American Journal of Economics and Finance 68, 101989, 2023 | 6 | 2023 |
Revisiting volatility spillovers in the Gulf Cooperation Council SA Ziadat, R AlKhouri Cogent Economics & Finance 10 (1), 2031683, 2022 | 5 | 2022 |
Frequency spillovers between oil shocks and stock markets of top oil-producing and-consuming economies SA Ziadat, W Mensi, SH Kang Energy 291, 130239, 2024 | 4 | 2024 |
Oil-stock nexus: The role of oil shocks for GCC markets SA Ziadat, DG McMillan Studies in Economics and Finance 39 (5), 801-818, 2022 | 4 | 2022 |
Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets: a sectoral analysis W Mensi, SA Ziadat, XV Vo, SH Kang International Journal of Emerging Markets 19 (6), 1586-1625, 2024 | 3 | 2024 |
The pass‐through effects of oil price shocks on sovereign credit risks of GCC countries: Evidence from the TVP‐SVAR‐SV framework A Maghyereh, SA Ziadat, ARA Al Rababa'a International Journal of Finance & Economics, 2023 | 3 | 2023 |
Oil innovations and Gulf Cooperation Council stock market connectedness SA Ziadat, DG McMillan Econ Bull 41 (4), 2356-2369, 2021 | 3 | 2021 |
Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes A Maghyereh, SA Ziadat Financial Innovation 10 (1), 77, 2024 | 2 | 2024 |
Oil price shocks and financial stress: Who is the influencer? A Maghyereh, SA Ziadat International Journal of Finance & Economics, 2023 | 2 | 2023 |
Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants W Mensi, SA Ziadat, AR Al Rababa'a, XV Vo, SH Kang The Quarterly Review of Economics and Finance 95, 1-17, 2024 | 1 | 2024 |
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets R Nekhili, SA Ziadat, W Mensi International Economics 176, 100461, 2023 | 1 | 2023 |
Re-examining the impact of oil price uncertainty on sovereign CDS spread of GCC countries: accounting for the asymmetry and outliers A Maghyereh, AR Al Rababa'a, SA Ziadat Energy Research Letters 4 (Early View), 2023 | 1 | 2023 |
Energy profile and oil shocks: a dynamic analysis of their impact on stock markets SA Ziadat, A Maghyereh Eurasian Economic Review, 1-24, 2024 | | 2024 |
Using machine learning techniques to assess the financial impact of the COVID-19 pandemic on the global aviation industry K Halteh, R AlKhoury, SA Ziadat, A Gepp, K Kumar Transportation Research Interdisciplinary Perspectives 24, 101043, 2024 | | 2024 |
Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets W Mensi, SA Ziadat, XV Vo, SH Kang Computational Economics, 1-30, 2023 | | 2023 |
Corrigendum to ‘Frequency interdependence and portfolio management between gold, oil and sustainability stock markets’[International Economics 176, December 2023,(10.1016/j … R Nekhili, SA Ziadat, W Mensi International Economics, 100477, 2023 | | 2023 |
The Predictive Power of the Oil Variance Risk Premium DG McMillan, SA Ziadat Available at SSRN 4388909, 2023 | | 2023 |