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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Auteur principal:	Amin, Masoud Yousefi
Format:	Thèse
Langue:	anglais anglais
Publié:	2011
Sujets:	Petroleum industry and trade - Economy aspects Petroleum industry and trade - Prices Stock exchanges
Accès en ligne:	http://psasir.upm.edu.my/id/eprint/20808/1/FEP_2011_14_IR.pdf