Essays about: "Oil Volatility"

Showing result 11 - 15 of 55 essays containing the words Oil Volatility.

1. 11. Winds of Change: How Swedish Wind Power Generation is Impacting Electricity Prices

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Karolina Sundell; Liv Nyström; [2022]
   Keywords : electricity spot price; price volatility; wind power; merit order theory; time series analysis;

   Abstract : This study provides fresh evidence on the impact of wind power generation on Swedish electricity prices. Hourly observations from the Nord Pool electricity market dated January 1, 2019 to December 31, 2021 are used to investigate the relationship between wind power generation and electricity spot price level and volatility. READ MORE

3. 12. How do ESG assets relate to the financial market? : A Diebold-Yilmaz spillover approach to sustainable finance

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

   Author : Shobair Moosawi; Ludvig Segerhammar; [2022]
   Keywords : AR 1 -GARCH p; q ; Commodity; ESG; Equity; Return; Spillover; Sustainability; Sustainable finance; Volatility;

   Abstract : The purpose of this master’s thesis is to investigate to what extent ESG assets and traditional benchmarks affect one another. Since sustainable investment is a growing segment of the financial market, investors need to be informed about how it may affect their portfolios, and by extension if it can be used for portfolio diversification. READ MORE

4. 13. Political risk and Russian oil stock : A comparison of performance and volatility between leading producers in a global context

   University essay from Uppsala universitet/Institutionen för informatik och media

   Author : Mardin Sheikhani; [2021]
   Keywords : russian studies; finance; oil stock; political risk; oil; stock;

   Abstract : This paper compares Russian and US oil stock performance in terms of risk adjusted returns and volatility with an emphasis on political risk. This is done through using the Sharpe ratio and expanding the notion of risk-free interest rates to capture different levels of political risk in monetary terms. READ MORE

5. 14. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach

   University essay from Linköpings universitet/Nationalekonomi

   Author : Elin Borg; Ilya Kits; [2020]
   Keywords : Commodity futures contracts; Commodity producer index; Cross-quantilogram; Dependence structures; Spillovers; Tail dependence;

   Abstract : This thesis examines the dependence structures between commodity futures and corresponding commodity producer equity indices in bearish, bullish and normal market conditions. We study commodity futures and producer indices in the energy, precious metals, gold and agriculture commodity markets using daily return data that ranges from 16 December 2005 to 28 June 2019. READ MORE

6. 15. Natural gas storage level forecasting using temperature data

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Daniel Sundin; [2020]
   Keywords : Natural gas storage forecasting; Natural gas storage; Natural gas; Storage forecasting; Forecasting; Futures; Futures forecasting; Natural gas futures forecasting; Least squares regression; Regression; Machine learning; Exponential Weighted Moving Average; Moving Average; EWMA; MA; Seasonality; Commodity futures; Optimisation; Inverse problems; Consumption forecasting; Production Forecasting; Residential; Commercial; Industrial; Electric power; NOAA; EIA; Pipelines; Polynomial; Weather stations;

   Abstract : Even though the theory of storage is historically a popular view to explain commodity futures prices, many authors focus on the oil price link. Past studies have shown an increased futures price volatility on Mondays and days when natural gas storage levels are released, which could both implicate that storage levels and temperature data are incorporated in the prices. READ MORE