Nghiên cứu cấu trúc phụ thuộc giữa giá một số cổ phiếu ngành dầu khí trên thị trường chứng khoán Việt Nam và giá dầu thế giới - Tiếp cận bằng Wavelet Coherence=Research on the dependency structure between stock prices of oil and gas industry in the Vietnamese stock market and world oil prices

Nghiên cứu cấu trúc phụ thuộc giữa giá một số cổ phiếu ngành dầu khí trên thị trường chứng khoán Việt Nam và giá dầu thế giới - Tiếp cận bằng Wavelet Coherence=Research on the dependency structure between stock prices of oil and gas industry in the Vietnamese stock market and world oil prices - Approach by Wavelet Coherence

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Tác giả: Thu Thủy Nguyễn

Ngôn ngữ: vie

Ký hiệu phân loại:

Thông tin xuất bản: Nghiên cứu Tài chính Kế toán, 2024

Mô tả vật lý: tr.22-25

Bộ sưu tập: Metadata

ID: 476118

Thêm vào giỏ

Mô tả cấu trúc phụ thuộc giữa giá một số cổ phiếu thuộc ngành dầu khí niêm yết trên thị trường chứng khoán Việt Nam gồm CNG, DPM, GAS và PVD với giá dầu Brent thế giới trong giai đoạn từ ngày 04/01/2020 đến 10/05/2023, sử dụng Wavelet Coherence. Kết quả cung cấp một bức tranh chi tiết về cấu trúc phụ thuộc, trong đó thể hiện chủ yếu tương quan dương với độ trễ khác nhau giữa giá từng cổ phiếu ngành dầu khí trên thị trường chứng khoán Việt Nam với giá dầu thế giới, đồng thời thể hiện vai trò dẫn dắt của giá dầu thế giới với giá các cổ phiếu này.The article describes the dependence structure between the prices of some oil industry stocks on the Vietnamese stock market including CNG, DPM, GAS, PVD and the world Brent oil price in the period from January 4th, 2020 to May 10th, 2023, using Wavelet Coherence. The results provide a detailed picture of the dependence structure, which shows mainly positive correlation with different lags between the price of each oil and gas industry stock on the Vietnamese stock market with world oil prices. Simultaneously, it shows the leading role of world oil prices in the prices of these stocks.

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