The Effect of USA Monetary Policy on Energy Stock Markets: Evidence from European Union

dc.contributor.advisorKatırcıoğlu, Salih (Supervisor)
dc.contributor.authorBernaoui, Mohamed Amine
dc.date.accessioned2024-10-11T06:24:54Z
dc.date.available2024-10-11T06:24:54Z
dc.date.issued2022-08
dc.date.submitted2022-08
dc.departmentEastern Mediterranean University, Faculty of Business and Economics, Dept. of Banking and Financeen_US
dc.descriptionMaster of Science in Banking and Finance. Institute of Graduate Studies and Research. Thesis (M.S.) - Eastern Mediterranean University, Faculty of Business and Economics, Dept. of Banking and Finance, 2022. Supervisor: Prof. Dr. Salih Katırcıoğlu.en_US
dc.description.abstractThis thesis aims to forecast the effects of changes in the United States’ monetary policy on energy stock prices in Europe. Based on data availability, quarterly figures are constructed for energy related firms operating in the European countries. Using alternative econometric methods and various monetary policy tools, results generally confirm the long-term effects of the Federal Reserve’s monetary policy changes on energy stock variations in Europe. Policy implications and detailed discussions are provided results and conclusion sections of the thesis.en_US
dc.description.abstractÖZ: Bu tez, Amerika Birleşik Devletleri para politikasındaki değişikliklerin Avrupa'daki enerji hisse senedi fiyatları üzerindeki etkilerini tahmin etmeyi amaçlamaktadır. Veri mevcudiyetine dayalı olarak, Avrupa ülkelerinde faaliyet gösteren enerji ile ilgili firmalar için üç aylık rakamlar oluşturulmuştur. Alternatif ekonometrik yöntemler ve çeşitli para politikası araçlarını kullanan sonuçlar, genel olarak Federal Rezerv'in para politikası değişikliklerinin Avrupa'daki enerji stoku değişimleri üzerindeki uzun vadeli etkilerini doğrulamaktadır. Politika çıkarımları ve ayrıntılı tartışmalar, tezin sonuç ve sonuç bölümlerinde verilmektedir.en_US
dc.identifier.citationBernaoui, Mohamed Amine. (2022).The Effect of USA Monetary Policy on Energy Stock Markets: Evidence from European Union. Thesis (M.S.), Eastern Mediterranean University, Institute of Graduate Studies and Research, Dept. of Banking and Finance, Famagusta: North Cyprus.en_US
dc.identifier.urihttps://hdl.handle.net/11129/6185
dc.language.isoen
dc.publisherEastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ)en_US
dc.relation.publicationcategoryTez
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectBanking and Finance Departmenten_US
dc.subjectEnergy Stock Markets--USA Monetary Policyen_US
dc.subjectEnergy--Economicsen_US
dc.subjectStock Price; Energy; Monetary Policy; Cointegration; GMMen_US
dc.titleThe Effect of USA Monetary Policy on Energy Stock Markets: Evidence from European Unionen_US
dc.typeMaster Thesis

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