Essays about: "Oil Volatility"

Showing result 1 - 5 of 38 essays containing the words Oil Volatility.

  1. 1. Neighbours, but yet different? Scandinavian stock market volatility and its drivers under different regimes. A GARCH-MIDAS approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Buelent Uendes; [2019]
    Keywords : Scandinavia; Stock market; Volatility; GARCH-MIDAS; Business and Economics;

    Abstract : This study is an initial attempt to investigate the differences and similarities of the stock market volatilities in Scandinavia with respect to their drivers. Using the GARCH-MIDAS (Mixed Data Sampling) framework, this paper evaluates the explanatory value of various variables originating from different areas, covering the period from February 1998 to December 2018. READ MORE

  2. 2. 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

  3. 3. 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

  4. 4. 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

  5. 5. 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