Essays about: "Oil Volatility"

Showing result 16 - 20 of 55 essays containing the words Oil Volatility.

1. 16. Evaluating VaR and ES for commodities - both conventionally and with neural networks

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : David Fang; Måns Eile; [2020]
   Keywords : Value-at-Risk; Expected Shortfall; Commodities; GARCH 1; 1 ; ANN; LSTM; Volatility forecasting; VWHS; Business and Economics;

   Abstract : As commodities are becoming more popular and accessible assets for speculative and hedging purposes, the limited research regarding risk management for said asset-class justifies further contribution to the deficient output. Many previous studies have highlighted the extraordinary high volatility, with non-linear and clustering characteristics associated with commodities. READ MORE

3. 17. Do changes in macroeconomic variables affect stock market volatility? : -A GARCH-S approach in examining the volatility of the Swedish stock market

   University essay from Umeå universitet/Nationalekonomi

   Author : Emelie Wallin; [2020]
   Keywords : ;

   Abstract : The behaviour of stock markets is characterized by volatility, that is the rate at which stock prices moves up and down within a short period of time. The importance of understanding the nature of volatility is that excessive volatility may prevent the smooth functioning of financial markets and adversely affect the performance of the economy. READ MORE

4. 18. 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

5. 19. 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

6. 20. 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