Key Features:

No of pages:71

Buy Now

Table of Content:

CHAPTER ONE: INTRODUCTION

1.1 BACKGROUND OF STUDY

1.2 STATEMENT OF THE PROBLEM

1.3 OBJECTIVES OF THE STUDY

1.4 RESEARCH QUESTIONS

1.5 RESEARCH HYPOTHESES

1.6 SCOPE OF THE STUDY

1.7 LIMITATIONS OF THE STUDY

1.8 SIGNIFICANCE OF THE STUDY



CHAPTER TWO: REVIEW OF RELATED LITERATURE

2.1 THEORETICAL STUDIES ON THE IMPACT OF OIL PRICES

2.2 DEFINING OIL PRICE SHOCK

2.3 MONETARY POLICY AND OIL PRICES

2.4 ASYMMETRIC EFFECT OF OIL PRICE CHANGES

2.5 STOCK MARKET AND ECONOMIC ACTIVITY

2.6 OIL PRICE AND STOCK MARKET

2.7. EMPIRICAL STUDIES ON THE IMPACT OF OIL PRICES

2.8 OTHER COUNTRIES



CHAPTER THREE: RESEARCH METHODOLOGY

3.1 RESEARCH DESIGN

3.2 SOURCES OF DATA

3.3 MULTIPLE LINEAR REGRESSION (MODEL SPECIFICATION)

3.4 VECTOR AUTO REGRESSION (VAR)

3.4.1 IMPULSE RESPONSE FUNCTION

3.4.2 VARIANCE DECOMPOSITION



CHAPTER FOUR: DATA PRESENTATION AND ANALYSIS

4.1 DATA PRESENTATION

4.2 EXPLANATORY VARIABLES

4.2.1 GROSS DOMESTIC PRODUCT

4.2.2 INTEREST RATE

4.2.3 INFLATION

4.2.4 OIL



CHAPTER FIVE: DISCUSSION OF REGRESSION RESULTS

5.1 UNIT ROOT TEST

5.2 LAG LENGTH SELECTION CRITERIA:

5.3 EMPIRICAL RESULT

5.3.1 MULTIPLE LINEAR REGRESSION

5.3.2 VAR EXCERPT

5.4 CORRELATION MATRIX TEST

5.4.1 EXCHANGE RATE AND STOCK PRICE IN NIGERIA

5.4.2 GROSS DOMESTIC PRODUCT AND VALUE OF SHARE TRADED

5.5 EXCERPT OF GRANGER CAUSALITY TEST

5.6 IMPULSE RESPONSE GRAPH

5.7 FURTHER DISCUSSION OF THE REGRESSION RESULT

5.8 EVALUATION OF WORKING HYPOTHESES



CHAPTER SIX: SUMMARY, RECOMMENDATIONS AND CONCLUSION