Gold and oil prices interrelation and reaction to crisis.

Simple item page
dc.contributor.authorAbou Fakhreddin, Tamara Halim.
dc.contributor.departmentDepartment of Economics
dc.contributor.facultyFaculty of Arts and Sciences
dc.contributor.institutionAmerican University of Beirut
dc.date2012
dc.date.accessioned2013-10-02T09:22:20Z
dc.date.available2013-10-02T09:22:20Z
dc.date.issued2012
dc.descriptionProject (M.A.F.E.)--American University of Beirut, Department of Economics, 2012.
dc.descriptionFirst Reader : Dr. Simon Neaime, Professor, Economics--Second Reader : Dr. Isabella Ruble, Assistant Professor, Economics.
dc.descriptionIncludes bibliographical references (leaves 72-73)
dc.description.abstractThis 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.extentxii, 73 leaves : ill. ; 30 cm.
dc.identifier.urihttp://hdl.handle.net/10938/9525
dc.language.isoen
dc.relation.ispartofTheses, Dissertations, and Projects
dc.subject.classificationPj:001715 AUBNO
dc.subject.lcshPetroleum industry and trade.
dc.subject.lcshGold -- Prices.
dc.subject.lcshPetroleum products -- Prices.
dc.subject.lcshRegression analysis.
dc.titleGold and oil prices interrelation and reaction to crisis.
dc.typeProject

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
pj-1715.pdf
Size:
1.18 MB
Format:
Adobe Portable Document Format
Description:
Main Thesis
Download

Collections

AUB Students' Theses, Dissertations, and Projects