dc.contributor.author |
Abou Fakhreddin, Tamara Halim. |
dc.date.accessioned |
2013-10-02T09:22:20Z |
dc.date.available |
2013-10-02T09:22:20Z |
dc.date.issued |
2012 |
dc.identifier.uri |
http://hdl.handle.net/10938/9525 |
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. Isabella Ruble, Assistant Professor, Economics. |
dc.description |
Includes bibliographical references (leaves 72-73) |
dc.description.abstract |
This project examines the interrelationships between highly internationally traded commodities and their reaction to crisis. Given that the gold market and the oil market are the main representatives of the large commodity markets, it is of practical significance to analyze their co integration relationship and causality. It is also interesting to examine how these commodities are affected by crisis. The relationship of these commodities with crisis can be studied by comparing their prices to relevant equity index and exchange rate. These relationships are explored using weekly time series from April 1983 to March 2012. |
dc.format.extent |
xii, 73 leaves : ill. ; 30 cm. |
dc.language.iso |
eng |
dc.relation.ispartof |
Theses, Dissertations, and Projects |
dc.subject.classification |
Pj:001715 AUBNO |
dc.subject.lcsh |
Petroleum industry and trade. |
dc.subject.lcsh |
Gold -- Prices. |
dc.subject.lcsh |
Petroleum products -- Prices. |
dc.subject.lcsh |
Regression analysis. |
dc.title |
Gold and oil prices interrelation and reaction to crisis. |
dc.type |
Project |
dc.contributor.department |
American University of Beirut. Faculty of Arts and Sciences. Department of Economics. |