Oil price uncertainty and equity returns: Evidence from oil importing and exporting countries in the MENA region

Business & Economics

• Middle East and North Africa 100%
• Price Uncertainty 99%
• Equity Returns 94%
• Importing 86%
• Exporting 76%
• Oil Prices 74%
• Oil 61%
• Real Stock Returns 25%
• Oil Exporting 21%
• Oil Production 19%
• Fluctuations 17%
• Policymaker 13%
• Generalized Autoregressive Conditional Heteroskedasticity 10%
• Equity Prices 10%
• Investors 9%
• Vector Autoregression Model 9%
• Price Risk 9%
• Equity 9%
• Stock Market Returns 9%
• Economic Growth 8%
• Revenue 8%
• Linkage 8%
• Hedge 8%
• Managers 7%
• Energy 6%
• Uncertainty 4%
• Alternatives 3%
• Design Methodology 3%