Analysis of the Relationship between the Highest Price and the Trading Volume of the Energy Company Shares in Kazakhstan with Frequency Domain Causality Method

Analysis of the Relationship between the Highest Price and the Trading Volume of the Energy Company Shares in Kazakhstan with Frequency Domain Causality Method

This study analyzes the causal relationship between the highest price formation and trading volume in Energy Company stocks traded on KASE. In addition, Granger causality analysis is strengthened with frequency domain causality analysis to determine the concentration points of the causality relatio...

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Bibliographic Details
Main Authors: Tazhikul Mashirova, Karlygash Tastanbekova, Murat Nurgabylov, Gulnar Lukhmanova, Kundyz Myrzabekkyzy
Format: Article
Language:English
Published: EconJournals 2023-07-01
Series:International Journal of Energy Economics and Policy
Subjects:
Kazakhstan, KASE, Energy, Share Index, Transaction Volume, Price Formation, Granger Causality.
Online Access:http://econjournals.com/index.php/ijeep/article/view/14353

Internet

http://econjournals.com/index.php/ijeep/article/view/14353

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