بردبار, نوشین

[ 1 ] - اثر نوسانات قیمت جهانی نفت بر بازده سهام صنایع انرژی بر در ایران

The present article studies the interactive relationships between oil price volatility and industries stocks of basic metals, petroleum and chemical products by using Vector Auto Regressive (VAR) and Multivariate Generalized Autoregressive Conditional Heteroskedastisity (GARCH) models from March 2004 to March 2015 empirically . In this research, the VAR-GARCH model is proposed, which is develop...