Essays about: "oil and stock returns"

Showing result 1 - 5 of 34 essays containing the words oil and stock returns.

  1. 1. The effects of sector free allowances & emissions on stock returns : A study on firms which partake in the EU emissions trading system

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Mario Milic; Noah Stjernberg; [2023]
    Keywords : Stock returns; EU ETS; CO2 Emissions; Financial performance; Free allowances;

    Abstract : This study aims to investigate whether sectorial free allowances and sector emissions have any effect on a firm's stock return under the newly introduced EU ETS (Emission trading system). In doing so, the data have been structured as panel data and are gathered for a sample period of 10 years measuring from 2012-2021, looking at 6 sectors (Aviation, Combustion of fuels, refining of mineral oil, production of cardboard/ paper, production of pig iron and steel and production of bulk chemicals). READ MORE

  3. 2. How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Daniel Björck; [2023]
    Keywords : Three-factor model; stock returns; Swedish stocks; CAPM; Business and Economics;

    Abstract : In this study the three-factor model of Fama and French (1992; 1993) is evaluated on portfolios of Swedish stocks. Both a cross-section and time series approach are used to evaluate the model. The results show that beta, size, and book-to-market are significant variables in explaining excess returns of Swedish stock portfolios. READ MORE

  4. 3. The Effects of Macroeconomic Factors on the Shares of Automotive Manufacturers in the USA, Asia, and Europe in the Short and Long Run

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Filip Dyankov; [2022]
    Keywords : macroeconomic factors; stock returns; VAR; ARDL; Business and Economics;

    Abstract : This study aims to broaden the remits of the relatively scant hitherto literature focused on the impact of the changes in macroeconomic indicators on automotive stock returns. Since a considerable fraction of previous empirical research covered multiple industries, historical results may not be directly transferable for the purposes of the analysis of the automotive industry. READ MORE

  5. 4. Time Series forecasting of the SP Global Clean Energy Index using a Multivariate LSTM

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Klara Larsson; Freja Ling; [2021]
    Keywords : Machine learning; clean energy; neural networks; stock market; LSTM; time series; multivariate LSTM; correlation.;

    Abstract : Clean energy and machine learning are subjects that play significant roles in shaping our future. The current climate crisis has forced the world to take action towards more sustainable solutions. Arrangements such as the UN’s Sustainable Development Goals and the Paris Agreement are causing an increased interest in renewable energy solutions. READ MORE

  6. 5. Political risk and Russian oil stock : A comparison of performance and volatility between leading producers in a global context

    University essay from Uppsala universitet/Institutionen för informatik och media

    Author : Mardin Sheikhani; [2021]
    Keywords : russian studies; finance; oil stock; political risk; oil; stock;

    Abstract : This paper compares Russian and US oil stock performance in terms of risk adjusted returns and volatility with an emphasis on political risk. This is done through using the Sharpe ratio and expanding the notion of risk-free interest rates to capture different levels of political risk in monetary terms. READ MORE