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

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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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Bibliographic Details
Main Author:	Amin, Masoud Yousefi
Format:	Thesis
Language:	English English
Published:	2011
Subjects:	Petroleum industry and trade - Economy aspects Petroleum industry and trade - Prices Stock exchanges
Online Access:	http://psasir.upm.edu.my/id/eprint/20808/ http://psasir.upm.edu.my/id/eprint/20808/1/FEP_2011_14_IR.pdf

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