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The relationship between the Dubai-Oman crude oil and Oman stock market prices and political instability in the Middle East

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dc.contributor.author Eini, Roudabeh Jamshid
dc.date.accessioned 2018-04-09T16:53:44Z
dc.date.available 2018-04-09T16:53:44Z
dc.date.issued 2018-03-23
dc.identifier.uri https://scholarworks.bridgeport.edu/xmlui/handle/123456789/2162
dc.description.abstract The aim of this research to clarify if there is any relationship and correlation between the Dubai-Oman crude oil (also called Fateh) and Oman stock market return and volatility with the political instability in the Middle east. This study aims to use technical financial analysis and modeling like Multivariate regression and linear regression to investigate and provide empirical evidence regarding the existence of a correlation between the aforementioned variables. To do this the author collected historical data about Dubai-Oman crude oil, that is a Middle Eastern benchmark in oil pricing to export crude oil of the Persian-Gulf to the Asia-pacific region. In addition, the historical data of the Oman stock market was extracted to achieve further information, such as to calculate the risk and volatility of the Oman stock market prices from 2008 to 2016. The data included monthly stock and Crude oil index observations and annually political stability, corruption perceptions and inflation, GDP, and constant prices. It has been collected, manipulated, and analyzed in order to provide a comprehensive report for this study The results of the present study are useful for energy policy makers, investors, and researchers for framing sound asset pricing models and making global asset allocation decisions; for the market participants in understanding the interaction of the stock markets of Middle East and African countries in relation to the crude oil market, as well as the global equity market uncertainties; and for those investors who make use of new financial tools to hedge oil price volatility risk and are potentially interested in futures and option trading on OVX. en_US
dc.language.iso en_US en_US
dc.subject Crude oil en_US
dc.subject Fateh en_US
dc.subject Middle east en_US
dc.subject Oman en_US
dc.subject Political instability en_US
dc.title The relationship between the Dubai-Oman crude oil and Oman stock market prices and political instability in the Middle East en_US
dc.type Other en_US
dc.institute.department School of Business en_US
dc.institute.name University of Bridgeport en_US
dc.event.location Bridgeport, CT en_US
dc.event.name Faculty Research Day en_US

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