Essays about: "Dickey-Fuller tests"

Showing result 1 - 5 of 14 essays containing the words Dickey-Fuller tests.

1. 1. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Kasra Shariati; [2022]
   Keywords : Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

   Abstract : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. READ MORE

3. 2. Carbon dioxide, renewable energy and economic growth : A Swedish non-EKC case study

   University essay from Södertörns högskola/Nationalekonomi

   Author : Josephine Andersson; Kristina Everstova; [2022]
   Keywords : Economic growth; Environmental Kuznets Curve; Granger Approach; VECM; Sweden; Renewable energy consumption;

   Abstract : The purpose of this master’s thesis is to investigate the relationship between renewable and non-renewable energy consumption, economic growth and carbon dioxide emissions per capita in Sweden in the period of 1970-2018. As indicators, the economic indicator will be represented by the per capita gross domestic product, GDP, as the environmental indicator this study will use carbon dioxide emissions per capita, CO2, and the energy use per capita will represent the energy consumption variable. READ MORE

4. 3. The Role of Financial Inclusion in Economic Growth : A quantitative study about financial inclusion & economic growths relationship

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Viktor Pettersson; Noah Stjernberg; [2022]
   Keywords : Financial inclusion; Economic growth; Proxies; Dickey-fuller unit root; Arellano-bond GMM estimation method;

   Abstract : This study examines the relationship between financial inclusion and economic growth, more specifically if financial inclusion is an important factor for economic growth. A sub question was stated as well, if the six proxies of the financial inclusion measurement respectively have an impact on economic growth. READ MORE

5. 4. Green Bond’s co-movement with the treasury bond, corporate bond, stock, and carbon markets during an economic recession

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Niousha Karimi; Isac Lago; [2021]
   Keywords : Green Bonds; Conventional Bond Market; Stock Market; Carbon Market; Co-movement; DCC-GARCH; Economic Crisis;

   Abstract : Background: With the tremendous growth of the Green Bond (GB) market, understanding the relationship of the GB market with other financial markets gains importance. The Covid19 pandemic causing a recession in most major economies creates an opportunity to see the co-movements of the GB market with other financial markets under a period of economic crisis. READ MORE

6. 5. Sentiment Analysis of Financial News with Supervised Learning

   University essay from Linköpings universitet/Institutionen för datavetenskap

   Author : Farha Shazmeen Syeda; [2020]
   Keywords : Financial news; Transfer learning; Sentiment classification; BERT; FinBERT; Time series indices; Casual inference;

   Abstract : Financial data in banks are unstructured and complicated. It is challenging to analyze these texts manually due to the small amount of labeled training data in financial text. Moreover, the financial text consists of language in the economic domain where a general-purpose model is not efficient. READ MORE