Dhahran, 31261
Saudi Arabia
King Fahd University of Petroleum & Minerals (KFUPM)
Systemic Risk, Risk Measurement, VaR, ΔCoVaR, Oil, Financial Institutions, Petroleum-based Economies
Oil price risk, Financial market risk, Asset pricing, Equity returns
Herding, Gulf Arab Stock Markets, Dispersion Shocks, Markov-Switching
Asymmetry, Interdependence, Uncertainty, Business cycle, Energy, FX