EVALUATION OF OIL PRICE SHOCKS ON STOCK MARKET PRICE

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SHIRIN BAKHSH S.; BAZAZAN F.; ZAREI M.

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Paper Information

Journal: JOURNAL OF ASSET MANAGEMENT AND FINANCING Year:2015 | Volume:3 | Issue:2 (9) Page(s): 15-32

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Information Journal Paper

Title

EVALUATION OF OIL PRICE SHOCKS ON STOCK MARKET PRICE

Author(s)

SHIRIN BAKHSH S. | BAZAZAN F. | ZAREI M. | Issue Writer Certificate

Keywords

STOCK MARKET PRICEQ2

OIL PRICE SHOCKSQ2

SVAR MODELQ2

Abstract

One of the most important market in each economy in financial markets that is strongly affected by other economic variables such as OIL PRICE SHOCKS. One of the most important problems in oil export in country is the volatility and Instability of oil price. For this reason in this Thesis we are intendent to evaluate effect of OIL PRICE SHOCKS on the stock market in iran. Fot this reasen we have used One of the most famous time series model, that is SVAR to analysis this shoks. The result of this research shows that the relative importants of oil price shoks in comparation to other variable of the model is not so high.

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APA: Copy

SHIRIN BAKHSH, S., BAZAZAN, F., & ZAREI, M.. (2015). EVALUATION OF OIL PRICE SHOCKS ON STOCK MARKET PRICE. JOURNAL OF ASSET MANAGEMENT AND FINANCING, 3(2 (9) ), 15-32. SID. https://sid.ir/paper/245707/en

Vancouver: Copy

SHIRIN BAKHSH S., BAZAZAN F., ZAREI M.. EVALUATION OF OIL PRICE SHOCKS ON STOCK MARKET PRICE. JOURNAL OF ASSET MANAGEMENT AND FINANCING[Internet]. 2015;3(2 (9) ):15-32. Available from: https://sid.ir/paper/245707/en

IEEE: Copy

S. SHIRIN BAKHSH, F. BAZAZAN, and M. ZAREI, “EVALUATION OF OIL PRICE SHOCKS ON STOCK MARKET PRICE,” JOURNAL OF ASSET MANAGEMENT AND FINANCING, vol. 3, no. 2 (9) , pp. 15–32, 2015, [Online]. Available: https://sid.ir/paper/245707/en

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