تقلبات أسعار النفط العالمية وأثرها في الأداء المالي للقطاع المصرفي في البلدان المصدرة للنفط: دليل من المملكة العربية السعودية
محتوى المقالة الرئيسي
الملخص
يهدف البحث إلى تقديم صورة شمولية واضح عن الآليات والقنوات التي يمكن أن تمارس عبرها التقلبات في أسعار النفط العالمية تأثيرها في الأداء المالي للقطاع المصرفي، مع استشراف أنموذج كمي قادر على تقدير واختبار وتفسير طبيعة واتجاه هذا التأثير وقيمته في المملكة العربية السعودية وللمدة 2023-2014 ولبيانات فصلية، من خلال اعتماد منهجية الانحدار الذاتي للفجوات الزمنية الموزعة (ARDL) الذي قدمه Pesaran et al. (2011). وقد أفصحت نتائج التقدير عن وجود تأثير طردي ذي دلالة إحصائية لتقلبات أسعار النفط العالمية في ربحية القطاع المصرفي والمعبر عنه بمؤشر العائد على الموجودات في المملكة العربية السعودية في الأجل الطويل وبمرونة قدرها ((0.9521، في حين غاب التوافق في طبيعة هذا التأثير في المدى القصير. كما عكست النتائج، أنه ومن أجل العودة إلى حالة التوازن طويل الأجل واجراء عملية تعديل الاختلالات الحاصلة من الأجل القصير يتطلب الأمر مدة زمنية قدرها (3.414) فصل.
التنزيلات
تفاصيل المقالة
المراجع
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