How volatility in the oil market and uncertainty shocks affect Saudi economy: a frequency approach

Abstract In this study, spectral Granger causality analysis is employed to investigate the spectral dynamics of uncertainty transmission and its impact on economic growth and financial development in Saudi Arabia from 1993 to 2020. We examine the relationships between crude oil volatility, geopoliti...

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Bibliographic Details
Main Authors: Haykel Tlili, Kais Tissaoui, Bassem Kahouli, Rabab Triki
Format: Article
Language:English
Published: Springer Nature 2024-11-01
Series:Humanities & Social Sciences Communications
Online Access:https://doi.org/10.1057/s41599-024-03938-x
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