Essays about: "European Stock Indices"

Showing result 1 - 5 of 23 essays containing the words European Stock Indices.

  1. 1. Possibility for Positive Energy Retrofit in Borlänge

    University essay from Högskolan Dalarna/Institutionen för information och teknik

    Author : Daniel Nay Myo Tun; Abideen Olaide Bakare; [2023]
    Keywords : ;

    Abstract : The built environment accounts for 40% of annual carbon dioxide (C02) emissions. Among the total emissions, building operations generate approximately 27% annually. Other than this, building materials, infrastructural materials, and construction (embodied carbon) contribute to an additional 13% annually [1]. READ MORE

  3. 2. The Risk Spillover Effect Between the EUA Carbon Market and Carbon-intensive Sectors in European Stock Markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Yuhan Chen; Hsin-Ying Chiu; [2023]
    Keywords : Risk spillover; EUA carbon market; Carbon-intensive sectors; European stock markets; Diebold and Yilmaz model.; Business and Economics;

    Abstract : This study examines the risk spillover effect between European emission allowance (EUA) carbon price and the indices of energy-intensive industries in the stock market in the European countries. To achieve this, we employ the Diebold and Yilmaz model to investigate both the static and dynamic risk spillover effect and discuss the impact of the economic conditions and policy changes on the carbon market. READ MORE

  4. 3. Copula approach to fitting bivariate time series

    University essay from Lunds universitet/Matematisk statistik

    Author : Jun Wang; [2023]
    Keywords : VaR; Copula; ARMA-GARCH; Extreme Value Theory; GPD; Hill estimator; Mathematics and Statistics;

    Abstract : We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. READ MORE

  5. 4. The relationship between Renewable Energy, Electricity Prices and the Stock Market : A study on the relation between electricity prices and stock markets in chosen European countries with different energy sources

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

    Author : Tilda Forslin; Gabriel Cedergren; [2022]
    Keywords : Renewable Energy; Electricity Prices; Stock Market; Volatility; Johansen’s Cointegration Test; GARCH; DCC-GARCH;

    Abstract : In this study we analyse the relationship between renewable energy, electricity prices, and the stock market. The impact from electricity prices on stock markets have previously been thoroughly analysed. READ MORE

  6. 5. Predicting Irrational Market Behavior : Examining the Effects of Football Final Outcomes on Index Returns

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Arvid Aronsson; [2022]
    Keywords : DID with synthetic controls; Investor Mood; Behavioural Finance; Irrational Investors; Sports;

    Abstract : This thesis investigates the effects football games in major international tournaments have on stock market returns. The major international football tournaments are limited to the FIFA World Cup and the UEFA European Championship, and the games studied are only the finals of these tournaments. READ MORE