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Gold and oil prices interrelation and reaction to crisis.

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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.


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