Have a personal or library account? Click to login
Unraveling the Asymmetric Dynamics of Oil Price Shocks and Market Volatility on Stock Returns: Evidence from Nardl Panel Approach Cover

Unraveling the Asymmetric Dynamics of Oil Price Shocks and Market Volatility on Stock Returns: Evidence from Nardl Panel Approach

ECONOMICS
Volume 13 (2025): Issue 3 (September 2025)
By: Tarek Sadraoui,  Mohamed Neffati and  Wafa Achour  
Open Access
|Sep 2025

Authors

Tarek Sadraoui

tsadrawi@imamu.edu.sa

Imam Mohammad Ibn Saud Islamic University (IMSIU), College of Business, Department of Economics Riyadh, KSA

Mohamed Neffati

Imam Mohammad Ibn Saud Islamic University (IMSIU), College of Business, Department of Economics Riyadh, KSA

Wafa Achour

University of Sfax, Faculty of Economics and management, Department of Economics, Tunisia
DOI: https://doi.org/10.2478/eoik-2025-0059 | Journal eISSN: 2303-5013 | Journal ISSN: 2303-5005
Journal RSS Feed
Language: English
Page range: 125 - 145
Submitted on: Apr 28, 2025
|
Accepted on: Aug 27, 2025
|
Published on: Sep 2, 2025
Published by: Oikos Institut d.o.o.
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Oil Price Shocks,
Market Volatility,
Liquidity Shocks,
Stock Returns,
NARDL,
Risk Premiums,
Global Financial
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Public finance and fiscal theory

© 2025 Tarek Sadraoui, Mohamed Neffati, Wafa Achour, published by Oikos Institut d.o.o.
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Previous articleVolume 13 (2025): Issue 3 (September 2025)Next article