Essays On The Linkage Between Oil Price And Stock Market Returns
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Oil is a special type of commodity which plays a significant role in modem economic activity. The influence of the oil (crude oil) price on stock markets is oft
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This dissertation studies two major topics related to the crude oil price and the economy. The first topic studied is about the relationship between speculation
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Financial markets, the banking system, and the real estate, commodity and energy markets have, since 2007, been experiencing higher integration, more volatility
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The objective of this thesis is to investigate the dynamic conditional correlation between commodity markets (crude oil and precious metals) and stock markets i