Before revision:  The aim of this paperis to model the impact of oil price volatility on stock and industry indices by considering gas and gold price,exchange rate and trading volume as explanatory variables. We also propose Feed-forward networks as an accurate method to model non-linearity. we use data from 2009 to 2018 that is split in two periods during international energy sanction and post-sanction.
After revision:  The aim of this paperis to model the impact of oil price volatility on stock and industry indices in two periods of international sanctions and post-sanction. To analyse the purpose of study, we use Feed-forward networks as an accurate method to model non-linearity. we use data from 2009 to 2018 that is split in two periods during international energy sanction and post-sanction.