Examining The Causal Relationship Between The Saudi Stock Market (tasi) And Oil Prices

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DC Field	Value	Language
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

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