Oil price and exchange rate : causation or correlation to gold price.

Raheb-Khallo, Elie Abdel Massih.

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dc.contributor.author	Raheb-Khallo, Elie Abdel Massih.
dc.date.accessioned	2013-10-02T09:22:00Z
dc.date.available	2013-10-02T09:22:00Z
dc.date.issued	2012
dc.identifier.uri	http://hdl.handle.net/10938/9492
dc.description	Project (M.A.F.E.)--American University of Beirut, Department of Economics, 2012.
dc.description	First Reader : Dr. Simon Neaime, Professor, Economics--Second Reader : Dr. Yassar Nasser, Assistant Professor, Economics.
dc.description	Includes bibliographical references (leaves 60-62)
dc.description.abstract	This study investigates the correlation and causality between the price of gold, price of crude oil and Eurodollar exchange rate using monthly data ranging from January 1985 to February 2012. The study also presents the different characteristics and price determinants of the three studied variables. Methods, analysis and theoretical knowledge from previous literature, books and published articles are also presented in this study using OLS regressions, correlation and granger causality tests in order to investigate the relationship between the price of gold, price of crude oil and Eurodollar exchange rate. As a result, the study reveals a positive relationship between the price of gold, price of crude oil and Eurodollar exchange rate, in addition to a two-way causality between the price of gold and price of crude oil on one hand and between the price of crude oil and Eurodollar exchange rate on the other hand.
dc.format.extent	xi, 62 leaves : col. ill. ; 30 cm.
dc.language.iso	eng
dc.relation.ispartof	Theses, Dissertations, and Projects
dc.subject.classification	Pj:001711 AUBNO
dc.subject.lcsh	Petroleum products -- Prices.
dc.subject.lcsh	Petroleum industry and trade.
dc.subject.lcsh	Foreign exchange rates.
dc.subject.lcsh	Gold -- Prices.
dc.subject.lcsh	Euro-dollar market.
dc.title	Oil price and exchange rate : causation or correlation to gold price.
dc.type	Project
dc.contributor.department	American University of Beirut. Faculty of Arts and Sciences. Department of Economics.

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