ECONOMETRIC RESEARCH OF THE IMPACT OF THE GLOBAL FINANCIAL MARKET CONDITIONS ON THE INDEX RTS OIL & GAS
Based on the theory of cointegrationfor index RTS oil and gas for three time periods model of the relationship withthe factors of conjuncture in the globalfinancial market were built. Transformation of models under the influence of the global financial and economic crisis was shown. The changes were ex...
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Plekhanov Russian University of Economics
2016-08-01
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Online Access: | https://statecon.rea.ru/jour/article/view/579 |
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doaj-fedf8f863f9d48d1a322f1954db74b3b2021-07-28T21:19:57ZrusPlekhanov Russian University of EconomicsStatistika i Èkonomika2500-39252016-08-0106 (2)43544110.21686/2500-3925-2014-6 (2)-435-441578ECONOMETRIC RESEARCH OF THE IMPACT OF THE GLOBAL FINANCIAL MARKET CONDITIONS ON THE INDEX RTS OIL & GASVadim I. Mitrofanov0Moscow State University of Economics,Statistics and InformaticsBased on the theory of cointegrationfor index RTS oil and gas for three time periods model of the relationship withthe factors of conjuncture in the globalfinancial market were built. Transformation of models under the influence of the global financial and economic crisis was shown. The changes were explained from an economic point of viewhttps://statecon.rea.ru/jour/article/view/579рынок акцийиндекс ртс нефти и газакоинтеграцияequity marketindex rts oil and gascointegration |
collection |
DOAJ |
language |
Russian |
format |
Article |
sources |
DOAJ |
author |
Vadim I. Mitrofanov |
spellingShingle |
Vadim I. Mitrofanov ECONOMETRIC RESEARCH OF THE IMPACT OF THE GLOBAL FINANCIAL MARKET CONDITIONS ON THE INDEX RTS OIL & GAS Statistika i Èkonomika рынок акций индекс ртс нефти и газа коинтеграция equity market index rts oil and gas cointegration |
author_facet |
Vadim I. Mitrofanov |
author_sort |
Vadim I. Mitrofanov |
title |
ECONOMETRIC RESEARCH OF THE IMPACT OF THE GLOBAL FINANCIAL MARKET CONDITIONS ON THE INDEX RTS OIL & GAS |
title_short |
ECONOMETRIC RESEARCH OF THE IMPACT OF THE GLOBAL FINANCIAL MARKET CONDITIONS ON THE INDEX RTS OIL & GAS |
title_full |
ECONOMETRIC RESEARCH OF THE IMPACT OF THE GLOBAL FINANCIAL MARKET CONDITIONS ON THE INDEX RTS OIL & GAS |
title_fullStr |
ECONOMETRIC RESEARCH OF THE IMPACT OF THE GLOBAL FINANCIAL MARKET CONDITIONS ON THE INDEX RTS OIL & GAS |
title_full_unstemmed |
ECONOMETRIC RESEARCH OF THE IMPACT OF THE GLOBAL FINANCIAL MARKET CONDITIONS ON THE INDEX RTS OIL & GAS |
title_sort |
econometric research of the impact of the global financial market conditions on the index rts oil & gas |
publisher |
Plekhanov Russian University of Economics |
series |
Statistika i Èkonomika |
issn |
2500-3925 |
publishDate |
2016-08-01 |
description |
Based on the theory of cointegrationfor index RTS oil and gas for three time periods model of the relationship withthe factors of conjuncture in the globalfinancial market were built. Transformation of models under the influence of the global financial and economic crisis was shown. The changes were explained from an economic point of view |
topic |
рынок акций индекс ртс нефти и газа коинтеграция equity market index rts oil and gas cointegration |
url |
https://statecon.rea.ru/jour/article/view/579 |
work_keys_str_mv |
AT vadimimitrofanov econometricresearchoftheimpactoftheglobalfinancialmarketconditionsontheindexrtsoilgas |
_version_ |
1721260403225264128 |