Essays about: "Leyla Pirhadi"
Found 1 essay containing the words Leyla Pirhadi.
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1. Oil Volatility Spillovers to the US and EU industries
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This essay examines the volatility spillover effects from oil price shocks across different US and EU industries, using a GJR-GARCH(1,1) model. We conclude that the European industries are much more sensitive to oil and stock market shocks compared to their US counterparts. READ MORE
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