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Study of Dynamic Linkage between Stock-Market and Crude Oil

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Study of Dynamic Linkage between Stock-Market and Crude Oil


Dharmendra H. Viroja | Ruhi D. Viroja

https://doi.org/10.31142/ijtsrd102



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

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.

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


IJTSRD102
Volume-1 | Issue-1, December 2016
51-55
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)

International Journal of Trend in Scientific Research and Development - IJTSRD having online ISSN 2456-6470. IJTSRD is a leading Open Access, Peer-Reviewed International Journal which provides rapid publication of your research articles and aims to promote the theory and practice along with knowledge sharing between researchers, developers, engineers, students, and practitioners working in and around the world in many areas like Sciences, Technology, Innovation, Engineering, Agriculture, Management and many more and it is recommended by all Universities, review articles and short communications in all subjects. IJTSRD running an International Journal who are proving quality publication of peer reviewed and refereed international journals from diverse fields that emphasizes new research, development and their applications. IJTSRD provides an online access to exchange your research work, technical notes & surveying results among professionals throughout the world in e-journals. IJTSRD is a fastest growing and dynamic professional organization. The aim of this organization is to provide access not only to world class research resources, but through its professionals aim to bring in a significant transformation in the real of open access journals and online publishing.

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