Study of Dynamic Linkage between Stock-Market and Crude Oil

Ruhi D. Viroja; Dharmendra H. Viroja

Title:
Study of Dynamic Linkage between Stock-Market and Crude Oil

Authors:
Dharmendra H. Viroja | Ruhi D. Viroja
DOI:
https://doi.org/10.31142/ijtsrd102

Cite This Article :

Dharmendra H. Viroja | Ruhi D. Viroja "Study of Dynamic Linkage between Stock-Market and Crude Oil" Published in International Journal of Trend in Scientific Research and Development (ijtsrd), ISSN: 2456-6470, Volume-1 | Issue-1, December 2016, pp.51-55, URL: https://www.ijtsrd.com/papers/ijtsrd102.pdf

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Abstract :
The variable and complicated relation between monetary factors pulled in the scientists, strategy creators and businessmen. Here the paper is endeavor to identify the complex connection between stock returns and oil cost. These factors have seen noteworthy changes after some amount of period and consequently. Here day by day information from April 2007 to November 2016 which is 2,852 information on month to month premise is selected. Utilizing systems of time arrangement the review tries to catch correlation between factors by using VAR and combination strategy. In this review two models are going to tried, one with worldwide unrefined market and second is residential crude market.

Keywords :
VAR-Vector auto regression; Unit root tests; grangercausality test; Co-integration

Publication Details:

Unique Identification Number : IJTSRD102

Published In : Volume-1 | Issue-1, December 2016

Page Number(s) : 51-55

Publisher Name : IJTSRD | www.ijtsrd.com | E-ISSN 2456-6470

Copyright © 2019 by author(s) and International Journal of Trend in Scientific Research and Development Journal. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (CC BY 4.0) (http://creativecommons.org/licenses/by/4.0)

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