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Found 5 essays matching the above criteria.

  1. 1. How do ESG assets relate to the financial market? : A Diebold-Yilmaz spillover approach to sustainable finance

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Shobair Moosawi; Ludvig Segerhammar; [2022]
    Keywords : AR 1 -GARCH p; q ; Commodity; ESG; Equity; Return; Spillover; Sustainability; Sustainable finance; Volatility;

    Abstract : The purpose of this master’s thesis is to investigate to what extent ESG assets and traditional benchmarks affect one another. Since sustainable investment is a growing segment of the financial market, investors need to be informed about how it may affect their portfolios, and by extension if it can be used for portfolio diversification. READ MORE

  3. 2. The impact of oil price shocks on household consumption : The case of Norway

    University essay from Umeå universitet/Nationalekonomi

    Author : Viktor Boman; [2019]
    Keywords : ;

    Abstract : Since the end of World War II, oil price shocks and its impact on the economy have been a hot topic among economic researchers and agents. The price of oil has experienced several fluctuations during the late 20th century and the initial empirical findings suggest that these unexpected changes have several negative effects within countries’ economies. READ MORE

  4. 3. Price relations in energy and agricultural markets: The case of Malaysian biodiesel and palm oil

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Lena Sophia Müller; [2017]
    Keywords : Social Sciences;

    Abstract : This thesis analyses price relations in Malaysian energy and agricultural markets. In partic- ular interactions among prices for biodiesel, palm oil and crude oil were studied. The levels of the series are modeled by a standard vector autoregression set-up in combination with an impulse response analysis. READ MORE

  5. 4. Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis

    University essay from Nationalekonomi

    Author : Muhammad Akram; [2012]
    Keywords : Oil price shocks; Economic growth; Vector Autoregressive; Impulse response function; Wald Granger causality test;

    Abstract : This paper analyzes empirically the effect of crude oil price change on the economic growth of Indian-Subcontinent (India, Pakistan and Bangladesh). We use a multivariate Vector Autoregressive analysis followed by Wald Granger causality test and Impulse Response Function (IRF). READ MORE

  6. 5. OIL PRICES AND MACROECONOMIC VARIABLES IN A VAR MODEL: THE CASE OF TURKEY

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Selin Düz; [2010]
    Keywords : Oil price shock; Vector Autoregressive Model; Impulse Response; Turkey; Business and Economics;

    Abstract : This study analyzes the effects of real crude oil prices on the macroeconomic variables in Turkey by discussing the effects in the short run (3-6 months) and more persistent effects (2-5 years) on business cycles using Hodrick-Prescott filter method. There is an investigation about the relationship between world crude oil prices and real aggregate output, inflation, monetary aggregate, short term interest rate and nominal exchange rate of a small, open, oil importing economy, Turkey. READ MORE