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ECONOMETRIC RESEARCH OF THE IMPACT OF THE GLOBAL FINANCIAL MARKET CONDITIONS ON THE INDEX RTS OIL & GAS

https://doi.org/10.21686/2500-3925-2014-6 (2)-435-441

Abstract

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

About the Author

Vadim I. Mitrofanov
Moscow State University of Economics,Statistics and Informatics
Russian Federation


References

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Review

For citations:


Mitrofanov V.I. ECONOMETRIC RESEARCH OF THE IMPACT OF THE GLOBAL FINANCIAL MARKET CONDITIONS ON THE INDEX RTS OIL & GAS. Statistics and Economics. 2014;(6 (2)):435-441. (In Russ.) https://doi.org/10.21686/2500-3925-2014-6 (2)-435-441

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ISSN 2500-3925 (Print)