Impact of crude oil price uncertainty on systematic risk in the Saudi Arabia banking sector
This study provides a crucial understanding of the influence of crude oil price volatility on the systematic risk within the Saudi Arabian banking sector, particularly during the COVID-19 pandemic. By employing a VAR model and DCC dynamic conditional correlation analysis, the research identifies the...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2025-12-01
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| Series: | Cogent Economics & Finance |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/23322039.2025.2473998 |
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