أثر أسعار النفط العالمية في عائد محفظة السوق : دراسة في سوق العراق للأوراق المالية للمدة 2012-2019

Abstract EN

This study dealt with the issue of the investment portfolio through some objectives, the most important of which is about the impact of oil price fluctuations, along with the main economic variables, on the returns of the market portfolio, by applying to all sectors listed in the Iraqi Stock Exchange, based on the quarterly relative data with 32 views during the period from 2012-2019, using many different regression analysis models as well as programs and mathematical-statistical methods.

To that, the study reached some conclusions, the most important of which is that there is an indirect relationship between oil price rates and economic variables with rates of returns for the market portfolio, and this relationship is based on a variable There is only one broker, which is the money supply, and it is also possible to build several models that explain at high rates between the changes in the rates of oil prices with the rates of returns of the Iraq Stock Exchange portfolio, and the study recommends the necessity of diversification in the investment portfolio by choosing the economic sectors that are affected by varying levels with changes Oil prices to achieve a kind of balance between the return and risk of the market portfolio.