Symmetric Relationship Between Commodities Prices and Sectoral Stock Indexes in Saudi Arabia
This paper attempts to focus on the relationship among Crude Oil, Gold, and sectoral stock indexes in Saudi Arabia using monthly time series data of 31 January 2017 – 29 April 2021. Understanding such linkages among the proposed variables provides valuable implications for both the policy makers and investors which will help them in appropriate hedging and portfolio decisions. The structure of the paper is as follows: Section 2 previous studies ” brief review” . Section 3 presents the data and methodology adopted followed by objectives.
Symmetric Relationship Between Commodities Prices and Sectoral Stock Indexes in Saudi Arabia.