Evaluation of oil price shocks on stock market price

One of the most important markt in each economy in financial markets that is strongly affected by other economic variables such as oil price shocks. One of the most important problem in oil export in country is the volatility and Instability of oil price. For this reason in this Thesis we are intendent to evalut effect of oil price shocks on the stock market in iran. Fot this reasen we have used One of the most famous time series model, that is SVAR to analysis this shoks. The result of this research shows that the relative importants of oil price shoks in comparation to other variable of the model is not so high.