مجلة إضافات إقتصادية
Volume 9, Numéro 1, Pages 606-621
2025-03-30
The Dynamic Impact Of Oil Prices On Investor Behavior: Evidence From Us States
Authors : Naas Salah Eddine . Bouhafs Ibtihal .
Abstract
This research aims to study the dynamic correlation correlation between oil prices and US investor sentiment, the study applied GARCH models and DCC-GARCH models to Weekly data during the period from January 2010 to July 2023. The results concluded that oil price fluctuation appositively affect the fluctuations of US investor sentiment, and there is a dynamic conditional correlation over time between the tow variables.
Keywords
Investor sentiment ; oil price ; volatility ; DCC-GARCH Model
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