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...
Main Author: | Vadim I. Mitrofanov |
---|---|
Format: | Article |
Language: | Russian |
Published: |
Plekhanov Russian University of Economics
2016-08-01
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Series: | Statistika i Èkonomika |
Subjects: | |
Online Access: | https://statecon.rea.ru/jour/article/view/579 |
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