Essays about: "Johansen Cointegration"
Showing result 1 - 5 of 47 essays containing the words Johansen Cointegration.
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1. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?
University essay from Jönköping University/Internationella HandelshögskolanAbstract : 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
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2. The impact of macroeconomic variables on the Swedish stock market : A VECM approach
University essay from Umeå universitet/NationalekonomiAbstract : This paper examines the effects of macroeconomic indicators on the Swedish stock market, during the period from December 2002 until December 2021. The effects are examined through a Vector Error-Correction model (VECM), which is based on Johansen’s test of cointegration. READ MORE
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3. 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 fakultetenAbstract : 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
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4. Economic growth and environmental degradation in Ethiopia : An Environmental Kuznets Curve Hypothesisanalysis approach
University essay from Umeå universitet/NationalekonomiAbstract : The main objective of this study was to investigate the relationship between GDP per capitaand carbon dioxide emission per capita in Ethiopia from 1981 to 2020. All the variables in thispaper are stationary in their difference. Johansen cointegration is chosen over the Engel-Granger approach due to the presence of two cointegration equations. READ MORE
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5. Energy Consumption as a Leading Factor of CO2 Emissions. Is the EKC still valid for the United States?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The objective of this paper is to examine the long-run relationship between CO2 emissions, economic output (GDP), and energy consumption in the US during the period 1960-2015. Energy consumption is investigated in its aggregated and disaggregated form i.e. READ MORE