The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State)
GRACH (1,1) model was employed in this study to examine the volatility effect of crude oil prices on the Saudi (TASI) and U.S (S&P 500) stock markets during the time of period 2003-2016. In order to capture the accurate oil prices effect on those stock markets, the sample period was divided into...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English English |
| Published: |
2016
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| Online Access: | https://eprints.nottingham.ac.uk/36270/ |