Effect of Oil Price on the Stock Market Return and Volatility in Six Major Oil Exporting Countries

This dissertation analyzes the dynamic relationship between oil price changes and stock market for the six main net oil exporting countries namely IRAN, RUSSIA, SAUDI ARABIA, NIGERIA, NORWAY and United Arab Emirates using weekly data from 16/1/2005–15/6/2010. The unrestricted multivariate Vector Aut...

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主要作者:	Amin, Masoud Yousefi
格式:	Thesis
语言:	英语 英语
出版:	2011
主题:	Petroleum industry and trade - Economy aspects Petroleum industry and trade - Prices Stock exchanges
在线阅读:	http://psasir.upm.edu.my/id/eprint/20808/1/FEP_2011_14_IR.pdf