Essays about: "Johansen Test"

Showing result 1 - 5 of 46 essays containing the words Johansen Test.

  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 impact of macroeconomic variables on the Swedish stock market : A VECM approach

    University essay from Umeå universitet/Nationalekonomi

    Author : Simon Ternbo; [2022]
    Keywords : ;

    Abstract : 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

  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. DETERMINANTS OF INFLATION IN ETHIOPIA FROM 1980 to 2019

    University essay from Umeå universitet/Nationalekonomi

    Author : Robera Gadisa Adugna; [2021]
    Keywords : ;

    Abstract : This study examines the determinants of inflation in Ethiopia, using Vector Error Correction Model (VECM) by using annual time series data from 1980 to 2019. Augmented Dickey-Fuller unit root test indicated that the variables are integrated of order one. However, the variables transformed to stationary by taking the first difference. READ MORE