Co-integration and causality between Tapis crude and stock prices in Malaysia/ Nurul Hidayah Khairi

Khairi, Nurul Hidayah (2018) Co-integration and causality between Tapis crude and stock prices in Malaysia/ Nurul Hidayah Khairi. Degree thesis, UiTM Cawangan Johor.

Abstract

Oil-exporting and oil-importing economies are not always the same with oil price Even though contrary outcome of oil price additions is much more obvious in oil importing nations, oil exporters are also affected through their transaction with other countries. Meanwhile in the economy, the influence of oil price movement is not always the equivalent cross different sector and industries. Co-integration tests assistance recognize any significant association among variables. Variables with various trends cannot have H long-run association With each Other, suggesting that there is mostly no support for conclusions based on model allocations (Sjö, 2008), In general, presume that the system is integrated of order I (1) the idea being that international stock markets are likely to be co-integrated under the Johansen co-integration test hypothesis (Yusupov and Duan, 2010) meanwhile many of the Same variables affect market performance, resulting in co-integration in the long run. This study used the causal study because it Will focusing on what is the cause and effect from the independent towards the dependent Besides, this study is vital to identify the co-integration relationship between the dependent and independent variables. This study concluded here is a cointegration between independent variable and dependent variable.

Metadata

Item Type: Thesis (Degree)
Creators:
Creators
Email / ID Num.
Khairi, Nurul Hidayah
2016316913
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Mohamed Yousop, Nur Liyana
UNSPECIFIED
Thesis advisor
Sipon, Zuraidah
UNSPECIFIED
Subjects: H Social Sciences > HF Commerce > Pricing
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities
H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations
T Technology > TP Chemical technology > Oils, fats, and waxes
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme: Bachelor of Business Adminitration (HONS) Investment Management
Keywords: Economy, oil price, UiTM Cawangan Johor
Date: 2018
URI: https://ir.uitm.edu.my/id/eprint/57741
Edit Item
Edit Item

Download

[thumbnail of 57741.pdf] Text
57741.pdf

Download (201kB)

Digital Copy

Digital (fulltext) is available at:

Physical Copy

Physical status and holdings:
Item Status:

ID Number

57741

Indexing

Statistic

Statistic details