The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach

The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach

This study extends the existing literature by examining the impact of oil prices on the Dow Jones (DJ) Islamic index and sectoral stock indices. In particular, enhanced empirical estimations are used to provide an in-depth understanding of the sensitivity of stock indices towards oil price fluctuat...

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Bibliographic Details
Main Authors: Chang, Bisharat Hussain, Sharif, Arshian, Aman, Ameenullah, Mohd Suki, Norazah, Salman, Asma, Khan, Syed Abdul Rehman
Format: Article
Language:English
Published: Elsevier Ltd. 2020
Subjects:
HD28 Management. Industrial Management
Online Access:http://repo.uum.edu.my/27268/1/RP%2065%202020%201%2012.pdf
http://repo.uum.edu.my/27268/
http://doi.org/10.1016/j.resourpol.2019.101571
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Institution: Universiti Utara Malaysia
Language: English

Internet

http://repo.uum.edu.my/27268/1/RP%2065%202020%201%2012.pdf
http://repo.uum.edu.my/27268/
http://doi.org/10.1016/j.resourpol.2019.101571

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