Publications

This doctoral thesis discerns the complicated dynamic interrelationships between financial asset markets, energy markets and traditional agricultural commodity markets. Recently, various factors have dramatically changed the economic relationships between these important markets which contributed to greater price volatility and complex price transmissions across these markets. Via the use of cointegration methodologies on stock and futures ...

This study complements the debate on the linkages between crude oil and BRIC stock markets. The usage of the most recent data with daily frequency within a period of two economic crises makes this study very timely and its results valuable both for researchers and investors. The main focus of this study is the impact of crude oil price on dissimilar BRIC economies. The main results indicate linear cointegration of Chinese and Brazilian stock ...