Sanction or Financial Crisis? An Artificial Neural Network-Based Approach to model the impact of oil price volatility on Stock and industry indices

Somayeh Kokabisaghi, Mohammadesmaeil Ezazi, Reza Tehrani +1

In this paper, we model the impact of oil price volatility on Tehranstock and industry indices in two periods of international sanctions and post-sanction. To analyse the purpose o…