Essays about: "Leyla Pirhadi"

Found 1 essay containing the words Leyla Pirhadi.

  1. 1. Oil Volatility Spillovers to the US and EU industries

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Natalia Lelis; Leyla Pirhadi; [2011]
    Keywords : Volatility Spillovers; Oil Prices; Industries; Business and Economics;

    Abstract : This essay examines the volatility spillover effects from oil price shocks across different US and EU industries, using a GJR-GARCH(1,1) model. We conclude that the European industries are much more sensitive to oil and stock market shocks compared to their US counterparts. READ MORE