科威特股票市场对双重冲击的部门敏感性
Talal Alotaibi1, Lucía Morales2,3
1Technological University Dublin, Dublin, Ireland.
PloS one
|September 24, 2025
概括
科威特科威特科威特科威特科威特科威特科威特科威特
科学领域:
- 金融经济学 金融经济学
- 能源市场 能源市场
- 计量经济学 计量经济学 计量经济学
背景情况:
- 科威特的经济高度依赖石油出口.
- 2020年COVID-19的双重冲击和石油价格战争对全球市场产生了重大影响.
- 了解部门应对对于经济稳定至关重要.
研究的目的:
- 分析科威特股票市场部门对2020年双重冲击的反应.
- 评估油价波动对特定行业的影响.
- 为石油依赖经济中的风险管理提供洞察力.
主要方法:
- 采用传统的共同整合和因果关系模型.
- 使用频率域分析用于短期动态.
- 2015年12月31日至2022年2月23日的综合每日数据.
主要成果:
- 消费者服务,工业和基本材料行业受到石油价格波动的影响最大.
- 与西德克萨斯中间 (WTI) 油价建立了长期关系.
- 确定了与布伦特油,石油输出国组织和迪拜石油基准的短期动态.
结论:
- 科威特依赖石油的经济很容易受到石油价格冲击的影响.
- 调查结果为投资者和政策制定者在管理风险方面提供了宝贵的见解.
- 监测以大宗商品为导向的经济体有助于最大限度地降低系统性风险并稳定通胀.
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