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...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English English |
| Published: |
2016
|
| Online Access: | https://eprints.nottingham.ac.uk/36270/ |
| _version_ | 1848795255526129664 |
|---|---|
| author | Alotaibi, Saud |
| author_facet | Alotaibi, Saud |
| author_sort | Alotaibi, Saud |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | 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 four sub-periods. The results were that oil prices fluctuations had a significantly positive influence on the stock markets in Saudi Arabia and United States. |
| first_indexed | 2025-11-14T19:29:11Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-36270 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-14T19:29:11Z |
| publishDate | 2016 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-362702021-06-11T15:31:01Z https://eprints.nottingham.ac.uk/36270/ The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State) Alotaibi, Saud 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 four sub-periods. The results were that oil prices fluctuations had a significantly positive influence on the stock markets in Saudi Arabia and United States. 2016-09-06 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/36270/1/desertion%20first%20draft22.pdf application/pdf en https://eprints.nottingham.ac.uk/36270/2/desertion%20first%20draft22.pdf Alotaibi, Saud (2016) The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State). [Dissertation (University of Nottingham only)] |
| spellingShingle | Alotaibi, Saud The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State) |
| title | The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State) |
| title_full | The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State) |
| title_fullStr | The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State) |
| title_full_unstemmed | The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State) |
| title_short | The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State) |
| title_sort | influence of oil prices fluctuations on the stock prices: evidence from upstream country (saudi arabia) and downstream country (united state) |
| url | https://eprints.nottingham.ac.uk/36270/ |