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Information Journal Paper

Title

Investigating the Effect of Oil Price Shocks on Uncertainty in Gold, Stock Exchange and Foreign Exchange Markets in Iran

Pages

  739-769

Abstract

 It has been accepted that Uncertainty negatively affects economic activity and, therefore, economic growth. There are many factors which can cause Uncertainty but among them Oil Price Shocks is definitely a very important one, especially in case of oil-exporting country. In this article the effect of Oil Price Shocks on Uncertainty in gold, stock exchange and foreign exchange markets in Iran has been investigated. doing Structural VAR with monthly data in 2005-2015 period. Also SEARCH VOULIM INDEX was applied as an Uncertainty measurement. The result revealed that Oil Price Shocks increase Uncertainty in gold and foreign exchange market.

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  • Cite

    APA: Copy

    MAHDAVI, ABOLGHASEM, MEHRARA, MOHSEN, & memarian, mohammadhossein. (2019). Investigating the Effect of Oil Price Shocks on Uncertainty in Gold, Stock Exchange and Foreign Exchange Markets in Iran. TAHGHIGHAT-E-EGHTESADI, 45(3 ), 739-769. SID. https://sid.ir/paper/11956/en

    Vancouver: Copy

    MAHDAVI ABOLGHASEM, MEHRARA MOHSEN, memarian mohammadhossein. Investigating the Effect of Oil Price Shocks on Uncertainty in Gold, Stock Exchange and Foreign Exchange Markets in Iran. TAHGHIGHAT-E-EGHTESADI[Internet]. 2019;45(3 ):739-769. Available from: https://sid.ir/paper/11956/en

    IEEE: Copy

    ABOLGHASEM MAHDAVI, MOHSEN MEHRARA, and mohammadhossein memarian, “Investigating the Effect of Oil Price Shocks on Uncertainty in Gold, Stock Exchange and Foreign Exchange Markets in Iran,” TAHGHIGHAT-E-EGHTESADI, vol. 45, no. 3 , pp. 739–769, 2019, [Online]. Available: https://sid.ir/paper/11956/en

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