scholarly journals Application of the committee machine method to forecast the movement of exchange rates and oil prices

2017 ◽  
Vol 23 (46) ◽  
pp. 2746-2761
Author(s):  
V.V. Akberdina ◽  
◽  
N.P. Chernavin ◽  
F.P. Chernavin ◽  
◽  
...  
2018 ◽  
Vol 23 (1) ◽  
pp. 108-120 ◽  
Author(s):  
V.V. Akberdina ◽  
◽  
N.P. Chernavin ◽  
F.P. Chernavin ◽  
◽  
...  

2018 ◽  
Vol 23 (1) ◽  
pp. 108-120
Author(s):  
V.V. Akberdina ◽  
◽  
N.P. Chernavin ◽  
F.P. Chernavin ◽  
◽  
...  

2018 ◽  
Vol 24 (5) ◽  
pp. 1079-1097
Author(s):  
V.V. Akberdina ◽  
◽  
N.P. Chernavin ◽  
F.P. Chernavin ◽  
◽  
...  

2014 ◽  
pp. 74-89 ◽  
Author(s):  
Vinh Vo Xuan

This paper investigates factors affecting Vietnam’s stock prices including US stock prices, foreign exchange rates, gold prices and crude oil prices. Using the daily data from 2005 to 2012, the results indicate that Vietnam’s stock prices are influenced by crude oil prices. In addition, Vietnam’s stock prices are also affected significantly by US stock prices, and foreign exchange rates over the period before the 2008 Global Financial Crisis. There is evidence that Vietnam’s stock prices are highly correlated with US stock prices, foreign exchange rates and gold prices for the same period. Furthermore, Vietnam’s stock prices were cointegrated with US stock prices both before and after the crisis, and with foreign exchange rates, gold prices and crude oil prices only during and after the crisis.


2020 ◽  
Vol 1 (3) ◽  
pp. 155-171
Author(s):  
Ummi Kalsum ◽  
Randy Hidayat ◽  
Sheila Oktaviani

This study aims to determine the effect of inflation, US dollar exchange rates, interest rates, and world oil prices on fluctuations in gold prices in Indonesia in 2014 - 2019. This research is a type of explanatory research with a quantitative approach. The data used are monthly time series data for 2014 - 2019 with a sample of 72 samples. The multiple linear regression model is used as an analysis technique in this study. The results of this study indicate that simultaneously (F test) inflation, USD exchange rates, interest rates, and world oil prices have a significant effect on gold price fluctuations in Indonesia. Partially (t-test) shows that the USD exchange rate has a significant positive effect on gold price fluctuations in Indonesia. Inflation and interest rates have a negative and insignificant effect on fluctuations in gold prices in Indonesia. Meanwhile, world oil prices have a positive and insignificant effect on gold price fluctuations in Indonesia.


2021 ◽  
Vol 3 (3) ◽  
pp. 31-44
Author(s):  
Nenubari Ikue John ◽  
Emeka Nkoro ◽  
Jeremiah Anietie

There is a pool of techniques and methods in addressing dynamics behaviors in higher frequency data, prominent among them is the ARCH/GARCH techniques. In this paper, the various types and assumptions of the ARCH/GARCH models were tried in examining the dynamism of exchange rate and international crude oil prices in Nigeria. And it was observed that the Nigerian foreign exchange rates behaviors did not conform with the assumptions of the ARCH/GARCH models, hence this paper adopted Lag Variables Autoregressive (LVAR) techniques originally developed by Agung and Heij multiplier to examine the dynamic response of the Nigerian foreign exchange rates to crude oil prices. The Heij coefficient was used to calculate the dynamic multipliers while the Engel & Granger two-step technique was used for cointegration analysis.  The results revealed an insignificant dynamic long-term response of the exchange rate to crude oil prices within the periods under review. The coefficient of dynamism was insignificantly in most cases of the sub-periods. The paper equally revealed that the significance of the dynamic multipliers depends greatly on external information about both market indicators which are two-way interactions. Thus, the paper recommends periodic intervention in the foreign exchange market by the monetary authorities to stabilize the market against any shocks in the international crude oil market, since crude oil is the main source of foreign exchange in Nigeria.


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