in this paper we examine the effect of the oil volatility, consumer price index (cpi) and industrial production on the stock market return in tehran stock exchange (tse). we used seasonal data in period 1378-1390 and auto regressive distributed method (ardl) for the short-term and long-term relationship between the variables. as results of research indicate, we find that there is positive short...

oil-exporting economies largely dependent on oil revenues and oil income fluctuation are one of the most important factors that influence sectors of the economy specially the stock market. this paper investigate the relationship between oil markets and stock return volatility and transmission in a selection of opec countries, using a multivariate garch models (full-vech) over the period may 201...

Based on monthly observations, I specify an econometric model capturing the driving forces behind the crude oil price series in recent years. A large set of covariates, such as supply and demand variables as well as futures market variables, is used to test the impact on the crude oil price. Current price movements are a result of scarce refining capacity and speculators betting on higher price...

â â â â â â â  this paper proposes a new forecasting model for investigating relationship between the price of crude oil, as an important energy source and gdp of the us, as the largest oil consumer, and the uk, as the oil producer. gmdh neural network and mlff neural network approaches, which are both non-linear models, are employed to forecast gdp responses to the oil price changes. the resul...

this paper investigates the impact of oil revenues on the output of economic sectors in some of oil exporting countries including iran, venezuela and mexico. we use cointegration analysis as well as short run and long run granger casualties' tests. the results show that in the long run, an oil boom leads to expansion of service sector, in these countries. also, the impacts of oil revenues ...

this paper explores the importance of oil sector in providing input for economic sectors and also its changes during the last decades in iran. to that end, the partial and total forward linkage between oil sector and other domestic production sectors as well as their changes are examined using the input-output tables of the years 1986 and 2001. and also based on the information on hand, perform...

        This paper proposes a new forecasting model for investigating relationship between the price of crude oil, as an important energy source and GDP of the US, as the largest oil consumer, and the UK, as the oil producer. GMDH neural network and MLFF neural network approaches, which are both non-linear models, are employed to forecast GDP responses to the oil price changes. The resul...

â â â  â â â â â  abstract: â  up to now, the impact of real exchange rate on the non-oil exports of iran has been mainly on focus. however, the more important aspect of the fluctuations in exchange rate is its degree of volatility which can have profound effect on the non-oil exports. hence, the main objective of this paper is to investigate the linkage between non-oil exports and the real exc...

as a result of higher crude oil prices, in one hand, it is expected that alternative energy resources consumption is increased and consumers change their behavior to decline energy intensity too. on the other hand, more alternative energy consumption can leads to a decline of crude oil aggregate demand. therefore, existence of mutual causality between crude oil price and alternative energy cons...

I use daily futures price data to examine the behavior of natural gas and crude oil price volatility in the U.S. since 1990. I test whether there has been a significant trend in volatility, whether there was a short-term increase in volatility during the time of the Enron collapse, and whether natural gas and crude oil price volatilities are interrelated. I also measure the persistence of shock...