Abstract
The objective of this study is to analyse the impact of crude oil prices (COP) on exchange rate and stock market returns in Canada for the period of 1986–2015. The results of the study suggest that there was no cointegration among COP, exchange rate and stock market returns. Regression analysis shows that COP and exchange rate, and their variations have a positive and significant impact on the Canadian stock market returns. Policy implications are also discussed.
| Original language | English |
|---|---|
| Pages (from-to) | 107-114 |
| Number of pages | 8 |
| Journal | International Journal of Energy Economics and Policy |
| Volume | 8 |
| Issue number | 3 |
| Publication status | Published - 2018 |
Keywords
- Crude Oil
- Dynamic Ordinary Least Square
- Exchange Rate
- GARCH
- Ordinary Least Square
- Rolling
- Stock Market
Fingerprint
Dive into the research topics of 'Dynamics of canadian oil price and its impact on exchange rate and stock market'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver