Linking crude oil prices and Middle East stock markets

Volume: 43, Issue: 2, Pages: 136 - 167
Published: Mar 12, 2019
Abstract
This study investigates the effects of oil prices ( OPs ) on stock markets in the Middle Eastern ( ME ) economies. The focus is on the dynamic relationship between crude OPs and stock market capitalisation ( MC ) in the ME . We use daily data from nine countries between the years 2001 and 2015 to examine the relationships based on Vector Autoregression ( VAR ), Vector Error Correction Model ( VECM ) and Impulse Response Function ( IRF ). VECM...
Paper Details
Title
Linking crude oil prices and Middle East stock markets
Published Date
Mar 12, 2019
Volume
43
Issue
2
Pages
136 - 167
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