The Impact of Oil Price Uncertainty on the Interdependence of Stock Markets in Selected Developing Countries: Dynamic Gravity Panel Approach

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FATTAHI SHAHRAM; AZAMI SOMAYEH; Abbasi Shakaram Sheida

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Journal Paper

Paper Information

Journal: JOURNAL OF ECONOMIC MODELING Year:2019 | Volume:4 | Issue:1 (12) Page(s): 145-172

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Information Journal Paper

Title

The Impact of Oil Price Uncertainty on the Interdependence of Stock Markets in Selected Developing Countries: Dynamic Gravity Panel Approach

Author(s)

FATTAHI SHAHRAM | AZAMI SOMAYEH | Abbasi Shakaram Sheida | Issue Writer Certificate

Keywords

Stock Markets InterdependenceQ2

Gravity Panel ModelQ1

Oil Price UncertaintyQ1

Developing CountriesQ1

Abstract

With the expansion of mutual dependence of financial markets around the world and the transfer of effects from market to market, in recent years financial markets of Developing Countries have been interdependent. These conditions have led investors who are trying to diversify their assets in other countries equity markets to pay particular attention to stock markets. The aim of this research is to study the Stock Markets Interdependence of selected Developing Countries Including Iran. Countries studied are Iran, Kuwait, UAE, Indonesia, Saudi Arabia and Oman for the period 2001-2017. The panel gravity model was used for data analysis. Our findings showed there is a positive relationship between market size, financial integration and interdependence of the stock markets. Also, Oil Price Uncertainty and information capacity had the negative effects on Stock Markets Interdependence.

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APA: Copy

FATTAHI, SHAHRAM, AZAMI, SOMAYEH, & Abbasi Shakaram, Sheida. (2019). The Impact of Oil Price Uncertainty on the Interdependence of Stock Markets in Selected Developing Countries: Dynamic Gravity Panel Approach. JOURNAL OF ECONOMIC MODELING, 4(1 (12) ), 145-172. SID. https://sid.ir/paper/386060/en

Vancouver: Copy

FATTAHI SHAHRAM, AZAMI SOMAYEH, Abbasi Shakaram Sheida. The Impact of Oil Price Uncertainty on the Interdependence of Stock Markets in Selected Developing Countries: Dynamic Gravity Panel Approach. JOURNAL OF ECONOMIC MODELING[Internet]. 2019;4(1 (12) ):145-172. Available from: https://sid.ir/paper/386060/en

IEEE: Copy

SHAHRAM FATTAHI, SOMAYEH AZAMI, and Sheida Abbasi Shakaram, “The Impact of Oil Price Uncertainty on the Interdependence of Stock Markets in Selected Developing Countries: Dynamic Gravity Panel Approach,” JOURNAL OF ECONOMIC MODELING, vol. 4, no. 1 (12) , pp. 145–172, 2019, [Online]. Available: https://sid.ir/paper/386060/en

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