A relationship between world oil prices and Philippine mining and oil sector index: A comparative study of multivariate GARCH approaches

A relationship between world oil prices and Philippine mining and oil sector index: A comparative study of multivariate GARCH approaches

This research assesses the price movements of world oil prices and Philippine mining and oil sector covering the period from 2017 to July 2022 and comprehended their implications for the oil and mining industries in the Philippines. The Dickey Fuller, McLeod-Li, and Ljung box tests were used in orde...

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Bibliographic Details
Main Authors: Chan, Errol Stephen Santos, Hou, Justin Matthew Carrasco, Ong, Mychael John Llamado, Tan, Marcus Adrian Garyth Ejercito
Format: text
Language:English
Published: Animo Repository 2022
Subjects:
Petroleum products—Prices
Petroleum products—Prices—Philippines
Finance and Financial Management
Other Business
Online Access:https://animorepository.dlsu.edu.ph/etdb_finman/45
https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1052/viewcontent/A_Relationship_between_World_Oil_Prices_and_Philippine_Mining_and_Redacted2.pdf
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Institution: De La Salle University
Language: English

Internet

https://animorepository.dlsu.edu.ph/etdb_finman/45
https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1052/viewcontent/A_Relationship_between_World_Oil_Prices_and_Philippine_Mining_and_Redacted2.pdf

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