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Information Journal Paper

Title

Investigating the Transmission of Financial Stress Index Fluctuations on Macroeconomic Indicators of Selected Opec Member Countries

Pages

  113-145

Abstract

 Stress in financial markets is defined as the force influencing the behavior of economic agents in the form of uncertainty and changing expectations, the critical values of which are called financial crisis. Increasing oil revenues may have positive effects on aggregate supply through increased investments, especially public sector investment, as well as the import of capital and intermediate goods and the introduction of new technologies. An increase in the value of the national currency, which can result from a positive oil shock, actually lowers the price of imported capital and intermediate goods. Due to the importance of discussing Financial Stress Index and its relationship with economic variables affecting countries in this study with the aim of investigating the transfer of fluctuation of Financial Stress Index on macroeconomic indicators of selected OPEC member countries, this issue has been studied. In this research, using multivariate GARCH models, BEKK and VAR models, the research hypotheses have been tested and analyzed. The data of the present study have been reviewed daily during the years 2010 to 2020. The results of the study indicate that the Financial Stress Index causes a surge in interest rates, liquidity and inflation in Iran, Kuwait and Qatar.

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    APA: Copy

    Alavitabar, Ghasem, Khajeh Mahmoudabadi, Hamid, ASKARZADEH, GHOLAMREZA, & Abtahi, Seyed Yahya. (2022). Investigating the Transmission of Financial Stress Index Fluctuations on Macroeconomic Indicators of Selected Opec Member Countries. ENERGY ECONOMICS REVIEW, 17(71 ), 113-145. SID. https://sid.ir/paper/953051/en

    Vancouver: Copy

    Alavitabar Ghasem, Khajeh Mahmoudabadi Hamid, ASKARZADEH GHOLAMREZA, Abtahi Seyed Yahya. Investigating the Transmission of Financial Stress Index Fluctuations on Macroeconomic Indicators of Selected Opec Member Countries. ENERGY ECONOMICS REVIEW[Internet]. 2022;17(71 ):113-145. Available from: https://sid.ir/paper/953051/en

    IEEE: Copy

    Ghasem Alavitabar, Hamid Khajeh Mahmoudabadi, GHOLAMREZA ASKARZADEH, and Seyed Yahya Abtahi, “Investigating the Transmission of Financial Stress Index Fluctuations on Macroeconomic Indicators of Selected Opec Member Countries,” ENERGY ECONOMICS REVIEW, vol. 17, no. 71 , pp. 113–145, 2022, [Online]. Available: https://sid.ir/paper/953051/en

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