Essays about: "Brent Crude oil"

Showing result 1 - 5 of 6 essays containing the words Brent Crude oil.

  1. 1. The Price and Volatility Dynamics in the Swedish-Norwegian Renewable Electricity Certificate MarketA Study of Spillover Effects and Regulatory changes

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

    Author : Philip Finell; Maria Hiller; [2016]
    Keywords : Renewable Electricity Certificates; REC; GARCH; CCF; Spillover Effects; Structural Breaks; Equity Markets; Brent Crude Oil;

    Abstract : The market for renewable electricity certificates (REC) is the primary support system for renewable energy in Sweden and Norway. Regulatory uncertainty and equity markets have previously been proven to impact the volatility of the REC spot contract. READ MORE

  2. 2. Crude Volatility - Investigation of the HAR-RV model and Implied volatility in Brent Crude Futures

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Niklas Lindeke; [2015]
    Keywords : Volatility; Brent Crude; Oil; HAR-RV; Implied Volatility; Business and Economics;

    Abstract : This thesis investigates the relationship between the quantitative volatility model HAR-RV and the qualitative volatility implied in the option pricing formula. Using OLS regression with Newey-West to estimate the HAR model, strong predictive characteristics where obtained, as well as observing a very high informational relationship between the two model. READ MORE

  3. 3. Reality Check for the Value-at-Risk Estimates of the Energy Commodities

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Dingquan Miao; [2014]
    Keywords : Energy commodities; Value-at-Risk VaR ; Historical Simulation HS ; Historical simulation with ARMA forecasting HSAF ; Volatility weighted historical simulation VWHS ; Business and Economics;

    Abstract : The fluctuations of the price in the energy market affect the households, firms and the government intuitions. We can perceive the information of the energy market from daily economic news. The entire society is concerned for the events that affect the energy market and the changing prices of the energy resources. READ MORE

  4. 4. Pricing of Liqueed Petroleum Gas in North-West Europe

    University essay from Lunds universitet/Matematisk statistik

    Author : Daniel Engström; [2014]
    Keywords : Mathematics and Statistics;

    Abstract : Liquefied Petroleum Gas (LPG) is a flammable mixture of hydrocarbon gases, mainly propane and butane, used for various heating purposes and as vehicle fuel. This thesis focuses on examining the LPG market, evaluating a couple of driving factor hypotheses for the propane price and developing a model for forecasting of future propane prices in North-West Europe, both on daily and monthly horizons. READ MORE

  5. 5. Nordic electricity hedging : A comparison with other commodity market structures

    University essay from KTH/Tillämpad termodynamik och kylteknik; KTH/Tillämpad termodynamik och kylteknik

    Author : Ville Nurmos; Mattias Andersson; [2013]
    Keywords : Nordic electricity; steel billet; lean hogs; crude oil; hedging; future markets; commodities; market structure;

    Abstract : This master thesis investigates and answers three fundamental questions regarding structural changes of a future market. This has been done by analysing and comparing three commodity markets with the Nordic electricity market. Examined commodity markets are LME steel billet, CME lean hogs and WTI & Brent crude oil. READ MORE