Essays about: "Oil Volatility"

Showing result 21 - 25 of 55 essays containing the words Oil Volatility.

1. 21. 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

3. 22. 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

4. 23. Swedish Sustainability Trend : Empirical analysis on the volatility effect of sustainable news on Swedish oil companies using GARCH 1.1

   University essay from Umeå universitet/Företagsekonomi

   Author : Abubakari Amadu; Alexandre Al Samarai; [2017]
   Keywords : Clean energy; Efficient Market Hypothesis; Volatility; Risk and Return; Fossil Free; Oil and Gas; Sustainability; Climate Change; Sweden;

   Abstract : Purpose The main purpose of this thesis was to evaluate the investment attractiveness of oil and gas stocks (registered on Nasdaq Stockholm) in face of the increasing campaigns for the adoption of clean energy. The findings can help in the formulation of relevant policy implications on the campaign for a cleaner environment Design/Methodology/Approach The authors assume positivism and objectivity as the philosophical aspects for the purpose of this study. READ MORE

5. 24. The Impact of Oil Price Shocks on Stock Returns of European Industries

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jonas Von Werder; Yue Lin; [2016]
   Keywords : vector autoregressive model; oil prices; oil price volatility; asymmetric oil price effects; financial crisis;

   Abstract : Using a VAR approach, we investigate the sensitivity of European industry returns to linear oil price changes and oil price volatility for a period from January 1995 until December 2015. We show that the response to a change in the price of oil is varying across industries and across the sample period. READ MORE

6. 25. The Price and Volatility Dynamics in the Swedish-Norwegian Renewable Electricity Certificate MarketA Study of Spillover Effects and Regulatory changes

   University essay from Linköpings universitet/Nationalekonomi

   Author : Philip Finell; Maria Hiller; [2016]
   Keywords : Renewable Electricity Certificates; REC; GARCH; CCF; Spillover Effects; Structural Breaks; Equity Markets; Brent Crude Oil;

   Abstract : The market for renewable electricity certificates (REC) is the primary support system for renewable energy in Sweden and Norway. Regulatory uncertainty and equity markets have previously been proven to impact the volatility of the REC spot contract. READ MORE