Essays about: "Dickey-Fuller"

Showing result 1 - 5 of 34 essays containing the word Dickey-Fuller.

1. 1. Is Bitcoin a Safe Haven?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : William Stockfors; [2023]
   Keywords : Cointegration Bitcoin S P 500 Safe Haven; Business and Economics;

   Abstract : The objective of this bachelor thesis is to assess the safe haven property of Bitcoin by conducting an augmented Dickey-Fuller test and Engle and Granger cointegration test with price data from the COVID-19 crash. The analysis revealed a cointegration relationship between Bitcoin and the S&P 500, indicating a long-run equilibrium between the two and thus providing evidence against the safe haven property. READ MORE

3. 2. 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

4. 3. A Study of the Relationship Between Mean Reversion and a Black Swan Event

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

   Author : Erik Makra; Felix Snaula; [2022]
   Keywords : Mean Reversion; Black Swan; Efficient Market Hypothesis; Behavioural Finance; Dickey-Fuller Unit Root Test;

   Abstract : This study examines the relationship between mean reversion and a black swan event on the Swedish stock market. The data is taken from the Mid Cap and the Large Cap and then compared with the OMXS index. READ MORE

5. 4. 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

6. 5. 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