The article uses a statistical method called Vector Error-Correction Model to study the relationship among the share prices of energy companies in Malaysia, Indonesia, and Thailand. By analyzing data from 2005 to 2019, the researchers found that the best model for this study is VECM (2) with a cointegration rank of 3. They used Impulse Response Function and Granger Causality analysis to understand how these variables interact and forecasted the share prices for the next five weeks.