文章基本信息

标题：Examining the Dynamics Relationship between Gold, Oil prices and Stock Markets: Experience from Jordan Economy
其他标题：Examining the Dynamics Relationship between Gold, Oil prices and Stock Markets: Experience from Jordan Economy
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作者：Izz Eddien N. Ananzeh ; Abdul Nafea Al-Zararee
期刊名称：European Journal of Business and Management
印刷版ISSN：2222-2839
电子版ISSN：2222-2839
出版年度：2016
卷号：8
期号：27
页码：135-142
语种：English
出版社：The International Institute for Science, Technology and Education (IISTE)
摘要：The volatilities of gold and oil prices have extensive impacts on the financial activities of any country in the world. Consequently, financial markets and these two commodities have seen a period of extreme volatility raise the issue of the transmission the shocks and contagion between these markets through turmoil periods . for that reason this paper came in order to examine the dynamics relationship between the return of Amman Stock Exchange (ASE) and the price of the most important commodities in the world (crude oil , and gold ) for the period span from Jan 1993 to Apr 2016 . The main conclusion refer for a Long-run causality running from gold prices and oil prices to Amman Stock Market Returns. Also for existing co integration among fluctuations in gold price, and oil price on the stock prices of ASE which has remarkable implications for all investors in the region. Keywords: Gold, Crude Oil, Stock Markets, VAR, Granger Causality Test.
关键词：Gold; Crude Oil; Stock Markets; VAR; Granger Causality Test.