dc.contributor.author |
Makridis, Christy Anastase, |
dc.date.accessioned |
2017-08-30T13:56:59Z |
dc.date.available |
2017-08-30T13:56:59Z |
dc.date.issued |
2014 |
dc.date.submitted |
2014 |
dc.identifier.other |
b18331403 |
dc.identifier.uri |
http://hdl.handle.net/10938/10525 |
dc.description |
Project. M.A.F.E. American University of Beirut. Department of Economics, 2014. Pj:1831 |
dc.description |
First Reader : Dr. Isabella Ruble, Associate Professor, Economics ; Second Reader : Dr. Simon Neaime, Professor, Economics. |
dc.description |
Includes bibliographical references (leaves 40-45) |
dc.description.abstract |
This study examines the behavior of stock market returns in East Mediterranean markets due to shocks in energy commodity prices; namely crude oil and natural gas prices. Most of these emerging markets are increasingly consuming more energy and are thus dependent on the supply of energy resources. The main aspect that distinguishes this paper from previous work is the considered region. The discovery of oil and gas in the Eastern Mediterranean increases the policy relevance of this analysis. Econometric analysis will be used to investigate the relationship between energy commodity prices and stock market returns between 2010 and 2014 and the linkages will be examined through applying different tests and methodologies. Graphical interpretations will be finally displayed. The findings show that no long-run linkages exist between any of the considered markets and energy prices. However, short-run relationships are present and significant in the regulated and open markets. |
dc.format.extent |
1 online resource (ix, 45 leaves : color illustrations ; 30 cm |
dc.language.iso |
eng |
dc.relation.ispartof |
Theses, Dissertations, and Projects |
dc.subject.classification |
Pj:001831 |
dc.subject.lcsh |
Petroleum -- Economic aspects -- Mediterranean Region. |
dc.subject.lcsh |
Natural gas -- Economic aspects -- Mediterranean Region. |
dc.subject.lcsh |
Stock exchanges -- Mediterranean Region. |
dc.subject.lcsh |
Commodity exchanges -- Mediterranean Region. |
dc.subject.lcsh |
Econometrics. |
dc.subject.lcsh |
Mediterranean Region -- Economic conditions. |
dc.title |
Measuring the impact of oil and gas price volatility on East Mediterranean stock markets - |
dc.type |
Project |
dc.contributor.department |
Faculty of Arts and Sciences. |
dc.contributor.department |
Department of Economics, |
dc.contributor.institution |
American University of Beirut. |