Browsing by Author "Caporin, Massimiliano"

Now showing items 1-2 of 2

    • Systemic risk for financial institutions in the major petroleum-based economies: The role of oil 

      Khalifa, Ahmed; Caporin, Massimiliano; Costola, Michele; Hammoudeh, Shawkat ( International Association for Energy Economics , 2020 , Article)
      We examine the relationship between oil returns and systemic risk of financial institutions in major petroleum-based economies. By estimating ΔCoVaR, we observe the presence of remarkable increases in risk levels during ...

    • The relationship between oil prices and rig counts: The importance of lags 

      Khalifa, Ahmed; Caporin, Massimiliano; Hammoude, Shawkat ( Elsevier B.V. , 2017 , Article)
      This study deals with a timely and relevant issue in the oil market in the wake of the recent drastic drop in oil prices, which is the relationship between changes in oil prices and changes in rig counts, while accounting ...