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Alotaibi, Saud (2016) The Influence of Oil Prices Fluctuations on The Stock Prices: Evidence from Upstream Country (Saudi Arabia) and Downstream Country (United State). [Dissertation (University of Nottingham only)]

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Abstract

GRACH (1,1) model was employed in this study to examine the volatility effect of crude oil prices on the Saudi (TASI) and U.S (S&P 500) stock markets during the time of period 2003-2016. In order to capture the accurate oil prices effect on those stock markets, the sample period was divided into four sub-periods. The results were that oil prices fluctuations had a significantly positive influence on the stock markets in Saudi Arabia and United States.

Item Type:	Dissertation (University of Nottingham only)
Depositing User:	Alotaibi, SAUD
Date Deposited:	11 Jun 2021 15:21
Last Modified:	11 Jun 2021 15:31
URI:	https://eprints.nottingham.ac.uk/id/eprint/36270

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