Essays about: "Oil Volatility"

Showing result 1 - 5 of 37 essays containing the words Oil Volatility.

  1. 1. How the key factors will affect the market trading behaviors in Crude Oil Futures Market:An analysis on convenience yield, inventory level and price volatility.

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Sichao Fang; [2018]
    Keywords : Keywords: Convenience yield; Inventory level; Volatility; Open interest; Long Short positions; Crude oil traders; Money managers; Business and Economics;

    Abstract : The paper focuses on three key factors in WTI crude oil futures market: Convenience yield, inventory level and price volatility. The main purpose of the paper is to investigate the relation between those three key factors and analyze how those key factors will affect the market trading behaviors. READ MORE

  2. 2. Venezuelan Oil and Political Instability : A Case Study of Venezuela and its Oil Dependency

    University essay from Stockholms universitet/Sociologiska institutionen

    Author : Gabriel V.Rindborg; [2018]
    Keywords : Natural resource curse; Venezuelan political history; political instability; oil price; extractive industries; historical sociology;

    Abstract : The natural resource curse is a widely debated phenomenon usually proposing a connection between large extractive resource wealth and substandard economic performance. This paper concerns the connection between large extractive resource wealth and the potential for its effects on long term political stability. READ MORE

  3. 3. Does hedging increase firm performance? An empirical analysis of the shipping industry

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Daniel Nilsson; Wendy Patino; [2017]
    Keywords : Hedging; Risk Management; Return on Invested Capital; Shipping; Operating Performance; Business and Economics;

    Abstract : In this study, we analyze the hedging activities for risk management purposes of 31 shipping companies headquartered in Europe and North America and its impact on ROIC, in the period between 2009 and 2014. We also study how ROIC interacts with hedging and investments undertaken by the firms in our sample. READ MORE

  4. 4. Managing Risk with Energy Commodities using Value-at-Risk and Extreme Value Theory

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Alexander Noshkov; Zafer Demirtas; [2017]
    Keywords : Energy Commodities; Value-at-Risk VaR ; Extreme Value Theory EVT ; Peaks over Threshold POT ; Volatility Weighted Historical Simulation VWHS ; GARCH; EGARCH; TGARCH; Business and Economics;

    Abstract : Today’s society requires an endless supply of energy resources to keep functioning properly. The fluctuations in the prices of energy commodities are always a concern as it affects not only investors, but regular households as well. READ MORE

  5. 5. An Empirical Analysis of the Effect of Wind Power on the Level and the Volatility of the Electricity Price in the Nordic-Baltic Market

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Gustav Fredriksson; [2017]
    Keywords : Wind power; Electricity price; Merit order effect; Price volatility; Nord Pool Spot;

    Abstract : The recent rise in wind power in Europe may have important consequences for electricity markets. This study analyses the effect of the combined volume of Danish and Swedish wind power on the level and the volatility of the system price in the Nordic-Baltic day-ahead wholesale electricity market. READ MORE