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https://dspace.univ-ouargla.dz/jspui/handle/123456789/31207
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DC Field | Value | Language |
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dc.contributor.author | Sadouni Mohammed | - |
dc.contributor.author | Keddam Djamel | - |
dc.contributor.author | Boumimez Fayçal | - |
dc.date.accessioned | 2022-11-02T09:14:05Z | - |
dc.date.available | 2022-11-02T09:14:05Z | - |
dc.date.issued | 2022-06-30 | - |
dc.identifier.issn | 1033-2437 | - |
dc.identifier.uri | https://dspace.univ-ouargla.dz/jspui/handle/123456789/31207 | - |
dc.description | مجلة الدراسات الإقتصادية الكمية | en_US |
dc.description.abstract | This study examines the existence of a causal relationship between the Saudi stock market and Oil prices (Brent oil, WTI crude oil, OPEC basket prices). Saudi Arabia is OPEC’s largest oil producer. Using a daily dataset covering the period from 2 January 2019 to 30 March 2022, we find that most studies show oil price volatility transmits to stock market volatility. We used the co-integration approach of Johansen-Juselius (1990) and the causality test ( Granger, 1969, Sims,19972). We found the existence of direct Granger causality from the Saudi stock markets (TASI) to oil prices (BRENT and OPEC basket price) | en_US |
dc.language.iso | other | en_US |
dc.relation.ispartofseries | Volume 8, Numéro 1 2022; | - |
dc.subject | TASI | en_US |
dc.subject | co-integration | en_US |
dc.subject | Oil Prices | en_US |
dc.subject | Causality | en_US |
dc.subject | OPEC | en_US |
dc.title | Examining The Causal Relationship Between The Saudi Stock Market (tasi) And Oil Prices | en_US |
dc.type | Article | en_US |
Appears in Collections: | Number 08 /2022 |
Files in This Item:
File | Description | Size | Format | |
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JQES080132F.pdf | 470,05 kB | Adobe PDF | View/Open |
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