Dynamic Accounting and Financial Relationships between Commodity Markets, Financial Markets and Digital Currencies with the ARDL Model Approach

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Mohammadishad Hamid; KEYGHOBADI AMIRREZA; Madanchi Zaj Mehdi

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Paper Information

Journal: The Financial Accounting and Auditing Researches Year:2021 | Volume:12 | Issue:48 Page(s): 203-228

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Title

Dynamic Accounting and Financial Relationships between Commodity Markets, Financial Markets and Digital Currencies with the ARDL Model Approach

Author(s)

Mohammadishad Hamid | KEYGHOBADI AMIRREZA | Madanchi Zaj Mehdi | Issue Writer Certificate

Keywords

Crude Oil PriceQ1

Precious Metals Price (GoldQ1

Silver and Platinum)Q1

Exchange RateQ2

Stock Market IndexQ1

Self-Correlation Method with Distribution Interruptions (ARDL)Q1

Abstract

Studies show that information about financial variables spreads to each other at all times, This issue has become more important with the expansion of communication systems and the interdependence of financial markets. Given that financial markets are interrelated, the information generated in one market can affect other markets. Some believe that one of the most important factors in increasing the price of precious metals, including gold in world markets, is the rise and fluctuation of oil prices. The purpose of this paper is to investigate the dynamic relationships between commodity markets, financial markets and digital currencies with a self-correlated distribution interrupt (ARDL) model approach with the frequency of daily data. The structure designed in this study indicates that there has been the contagion of fluctuations between financial markets. The results showed that the results showed that the overall stock market index had a positive and significant relationship with all other asset markets. The price of crude oil is inversely related to all assets and the exchange rate is directly affected by other financial assets and is inversely related to the price of oil.

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APA: Copy

Mohammadishad, Hamid, KEYGHOBADI, AMIRREZA, & Madanchi Zaj, Mehdi. (2021). Dynamic Accounting and Financial Relationships between Commodity Markets, Financial Markets and Digital Currencies with the ARDL Model Approach. THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES, 12(48 ), 203-228. SID. https://sid.ir/paper/399077/en

Vancouver: Copy

Mohammadishad Hamid, KEYGHOBADI AMIRREZA, Madanchi Zaj Mehdi. Dynamic Accounting and Financial Relationships between Commodity Markets, Financial Markets and Digital Currencies with the ARDL Model Approach. THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES[Internet]. 2021;12(48 ):203-228. Available from: https://sid.ir/paper/399077/en

IEEE: Copy

Hamid Mohammadishad, AMIRREZA KEYGHOBADI, and Mehdi Madanchi Zaj, “Dynamic Accounting and Financial Relationships between Commodity Markets, Financial Markets and Digital Currencies with the ARDL Model Approach,” THE FINANCIAL ACCOUNTING AND AUDITING RESEARCHES, vol. 12, no. 48 , pp. 203–228, 2021, [Online]. Available: https://sid.ir/paper/399077/en

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