The interactions among gold, oil and stock market: evidence from Kuala Lumpur Composite Index (KLCI) / Siti Nur Farahim Azmi

During the crisis in 2008, typical stock price decline and makes investor worried. Crisis in one country will be immediately followed by other countries in regional, because of stock price declining and crisis duration, Patel and Sarkar (1998). In this study,...

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Main Author:	Azmi, Siti Nur Farahim
Format:	Student Project
Language:	English
Published:	Faculty of Business Management 2017
Subjects:	Stock price indexes. Stock quotations
Online Access:	http://ir.uitm.edu.my/id/eprint/23960/ http://ir.uitm.edu.my/id/eprint/23960/1/PPb_SITI%20NUR%20FARAHIM%20AZMI%20J%20BM17_5.pdf

id	uitm-23960
recordtype	eprints
spelling	uitm-239602019-05-29T08:42:45Z http://ir.uitm.edu.my/id/eprint/23960/ The interactions among gold, oil and stock market: evidence from Kuala Lumpur Composite Index (KLCI) / Siti Nur Farahim Azmi Azmi, Siti Nur Farahim Stock price indexes. Stock quotations During the crisis in 2008, typical stock price decline and makes investor worried. Crisis in one country will be immediately followed by other countries in regional, because of stock price declining and crisis duration, Patel and Sarkar (1998). In this study, the focus is on the interactions between financials and commodity market. This is the biggest issues faced by investors because irregular price in one market might be effect the price index of other market. Furthermore, Korhan and Negar (2015) states that the price of gold and oil has a great impact on financial movement and all sectors of US economy. The purpose of this study is to investigate whether stock market (KLCI) has interactions between gold price volatility and oil price volatility. This research paper used regression analysis to find out the result. The data are taken from Yahoo finance data stream. In order to determine the results, the researcher use time series analysis. The data are collected from year 2011 to 2016. Faculty of Business Management 2017 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/23960/1/PPb_SITI%20NUR%20FARAHIM%20AZMI%20J%20BM17_5.pdf Azmi, Siti Nur Farahim (2017) The interactions among gold, oil and stock market: evidence from Kuala Lumpur Composite Index (KLCI) / Siti Nur Farahim Azmi. [Student Project] (Submitted)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	Stock price indexes. Stock quotations
spellingShingle	Stock price indexes. Stock quotations Azmi, Siti Nur Farahim The interactions among gold, oil and stock market: evidence from Kuala Lumpur Composite Index (KLCI) / Siti Nur Farahim Azmi
description	During the crisis in 2008, typical stock price decline and makes investor worried. Crisis in one country will be immediately followed by other countries in regional, because of stock price declining and crisis duration, Patel and Sarkar (1998). In this study, the focus is on the interactions between financials and commodity market. This is the biggest issues faced by investors because irregular price in one market might be effect the price index of other market. Furthermore, Korhan and Negar (2015) states that the price of gold and oil has a great impact on financial movement and all sectors of US economy. The purpose of this study is to investigate whether stock market (KLCI) has interactions between gold price volatility and oil price volatility. This research paper used regression analysis to find out the result. The data are taken from Yahoo finance data stream. In order to determine the results, the researcher use time series analysis. The data are collected from year 2011 to 2016.
format	Student Project
author	Azmi, Siti Nur Farahim
author_facet	Azmi, Siti Nur Farahim
author_sort	Azmi, Siti Nur Farahim
title	The interactions among gold, oil and stock market: evidence from Kuala Lumpur Composite Index (KLCI) / Siti Nur Farahim Azmi
title_short	The interactions among gold, oil and stock market: evidence from Kuala Lumpur Composite Index (KLCI) / Siti Nur Farahim Azmi
title_full	The interactions among gold, oil and stock market: evidence from Kuala Lumpur Composite Index (KLCI) / Siti Nur Farahim Azmi
title_fullStr	The interactions among gold, oil and stock market: evidence from Kuala Lumpur Composite Index (KLCI) / Siti Nur Farahim Azmi
title_full_unstemmed	The interactions among gold, oil and stock market: evidence from Kuala Lumpur Composite Index (KLCI) / Siti Nur Farahim Azmi
title_sort	interactions among gold, oil and stock market: evidence from kuala lumpur composite index (klci) / siti nur farahim azmi
publisher	Faculty of Business Management
publishDate	2017
url	http://ir.uitm.edu.my/id/eprint/23960/ http://ir.uitm.edu.my/id/eprint/23960/1/PPb_SITI%20NUR%20FARAHIM%20AZMI%20J%20BM17_5.pdf
first_indexed	2023-09-18T23:11:41Z
last_indexed	2023-09-18T23:11:41Z
_version_	1777418844776693760

The interactions among gold, oil and stock market: evidence from Kuala Lumpur Composite Index (KLCI) / Siti Nur Farahim Azmi

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