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

• 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
• Institution: De La Salle University

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...