@incollection{, 7772CD520CF003934B2652A4A7D1E60C , author={{JaghoubiSalma} and {Al Majmaah University, Riyadh, Saudi Arabia}}, journal={{Global Journal of Management and Business Research}}, journal={{GJMBR}}2249-45880975-585310.34257/GJMBR, address={Cambridge, United States}, publisher={Global Journals Organisation}15102938 } @incollection{b0, , title={{The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach}} , author={{ CAloui } and { RJammazi }} , journal={{Energy Economics}} 31 , year={2009} } @incollection{b1, , title={{Long memory and structural breaks in modelling the return and volatility dynamics of precious metals}} , author={{ ME HArouri } and { SHammoudeh } and { ALahiani } and { DKNguyen }} , journal={{Q. Rev. Econ. Finance}} 52 , year={2012a} } @incollection{b2, , title={{Oil and its position in the process of globalization of the world economy}} , author={{ PBalaz } and { ALondarev }} , journal={{Politicka Ekonomie}} 54 4 , year={2006} } @incollection{b3, , title={{Oil Price Risk and Emerging Stock Markets}} , author={{ SABasher } and { PSadorsky }} , journal={{Global Finance Journal}} 17 , year={2006} } @incollection{b4, , title={{Oil Prices and Equity Returns in the BRIC Countries}} , author={{ RBhar } and { BNikolova }} , journal={{The World Economy}} 32 7 , year={2009} } @incollection{b5, , title={{Generalized Autoregressive Conditional Heteroskedasticity}} , author={{ TBollerslev }} , journal={{Journal of Econometrics}} 31 , year={1986} } @incollection{b6, , title={{Modelling the coherence in short-run nominal exchange rates: Amultivariate generalized ARCH approach}} , author={{ TBollerslev }} , journal={{Review of Economics and Statistics}} 72 , year={1990} } @incollection{b7, , author={{ DBredin } and { JElder } and { SFountas }} , booktitle={{Oil volatility and the option value of waiting: An analysis of the G-7 (2011)}} , year={2011} 31 } @incollection{b8, , title={{Modelling multivariate international tourism demand and volatility}} , author={{ FChan } and { CLim } and { MMcaleer }} , journal={{Tourism Management}} 26 , year={2005} } @incollection{b9, , title={{Crude oil hedging strategies using dynamic multivariate GARCH}} , author={{ C.-LChang } and { .MMcaleer } and { RTansuchat }} , journal={{Energy Economics}} 33 5 , year={2010} } @incollection{b10, , title={{Analysis of Branch Prediction Via Data Compression}} , author={{ I.-CKChen } and { JTCoffey } and { TNMudge }} , booktitle={{ASPLOS VII}} Cambridge, Massachusetts , year={1996} } @incollection{b11, , author={{ PKClark }} , booktitle={{A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices}} , year={1973} 41 } @incollection{b12, , title={{Oil prices, economic activity and inflation: evidence for some Asian countries}} , author={{ JCunado } and { FPerez De Garcia }} , journal={{The Quarterly Review of Economics and Finance}} 45 1 , year={2005} } @incollection{b13, , title={{Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries}} , author={{ ACologni } and { MManera }} , journal={{Energy Economics}} 30 , year={2008} } @incollection{b14, , title={{Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom}} , author={{ RFEngle }} , journal={{Econometrica}} 50 , year={1982} } @incollection{b15, , title={{Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models}} , author={{ RFEngle }} , journal={{Journal of Business and Economic Statistics}} 20 , year={2002} } @incollection{b16, , title={{Large oil shocks and the US economy: Infrequent incidents with large effects}} , author={{ MGronwald }} , journal={{Energy Journal}} 29 , year={2008} } @incollection{b17, , title={{Dynamic relationship among GCC stock markets and NYMEX oil futures}} , author={{ SHammoudeh } and { EEt Aleisa }} , journal={{Contemporary Economic Policy}} 22 , year={2004} } @incollection{b18, , title={{Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns}} , author={{ RJammazi } and { CAloui }} , journal={{Energy Policy}} 38 , year={2010} } @incollection{b19, , title={{Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the US Economy?}} , author={{ LKilian }} , journal={{Review of Economics and Statistics}} 90 , year={2008} } @incollection{b20, , title={{The impact of oil price shocks on the US stock market}} , author={{ LKilian } and { CPark }} , journal={{International Economic Review}} 50 , year={2009} } @incollection{b21, , title={{The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration}} , author={{ SLardic } and { MignonV }} , journal={{Energy Policy}} 34 18 , year={2006} } @incollection{b22, , title={{Oil prices and economic activity: An asymmetric cointegration approach}} , author={{ SLardic } and { MignonV }} , journal={{Energy Economics}} 30 3 , year={2008} } @incollection{b23, , title={{Asymptotic theory for a vector ARMA-GARCH model}} , author={{ SLing } and { MMcaleer }} , journal={{Econometric Theory}} 19 , year={2003} } @incollection{b24, , title={{Automated inference and learning in modeling financial volatility}} , author={{ MMcaleer }} , journal={{Econometric Theory}} 21 , year={2005} } @incollection{b25, , title={{Generalized autoregressive conditional correlation}} , author={{ MMcaleer } and { FChan } and { SHoti } and { OLieberman }} , journal={{Econometric Theory}} 24 , year={2008} } @incollection{b26, , author={{ JIMiller } and { RAEt Ratti }} , booktitle={{Crude oil and stock markets: Stability, instability, and bubbles}} , year={2009} 31 } @incollection{b27, , title={{« Modelling oil price volatility}} , author={{ KPNarayan } and { SNarayan }} , journal={{Energy Policy}} 35 6553 , year={2007} } @incollection{b28, , title={{The informational efficiency and the financial crashes}} , author={{ WARisso }} , journal={{Research in International Business and Finance}} 22 , year={2008} } @incollection{b29, , title={{Crude oil shocks and stock market returns}} , author={{ BOOdusami }} , journal={{Applied Financial Economics}} 19 , year={2009} } @incollection{b30, , title={{What drives the short-term GCC stock market returns? Empirical evidence from fat-tailed distributions}} , author={{ IAOnour }} , journal={{Afro-Asian Journal of Finance and Accounting}} 1 , year={2008} } @incollection{b31, , title={{Oil Price Shocks, Stock Market, Economic Activity and Employment in Greece}} , author={{ EPapapetrou }} , journal={{Energy Economics}} 23 , year={2001} } @incollection{b32, , title={{«Information and Volatility: the no Arbitrage Marginal Approach to Timing and Resolution Irrelevancy»}} , author={{ SRoss }} , journal={{Journal of Finance}} 44 , year={1989} } @book{b33, , author={{ ASklar }} , title={{Fonctions de répartition à n dimensions et leurs marges}} , year={1959} 8 Institut de Statistique de l'Université de Paris } @incollection{b34, , author={{ GETauchen } and { MPitts }} , booktitle={{«the Price Variability-Volume Relationship on Speculative Market}} , year={1983} 51 } @incollection{b35, , title={{Wild oil prices, but brave stock markets! The case of GCC stock markets}} , author={{ BAZarour }} , journal={{An International Journal}} 6 , year={2006} }