Essays about: "Price Shocks"

Showing result 16 - 20 of 81 essays containing the words Price Shocks.

1. 16. Oil Price Pass-Through in the EMU. An empirical study of the role of energy for oil price pass-through to inflation and inflation differentials

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Evy Dufvenberg Ivarsson; Sofia Berg; [2022]
   Keywords : Inflation level; Inflation differentials; The EMU; OLS regression; Local projections; Impulse response functions; Oil price inflation; Energy; Business and Economics;

   Abstract : This paper examines the relationship between oil prices and its pass-through to inflation and inflation differentials in the European Monetary Union from the first quarter of 1999 to the last quarter of 2021. By using local projections to derive impulse response functions of an oil price shock, the pass-through to the inflation level is examined focusing on the role of energy-related transmission channels. READ MORE

3. 17. The Great Appreciation : Impact of Sentiment Shocks and Macroprudential Policy to Fundamental Price Spreads in Scandinavian Housing Markets

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

   Author : Anton Kronholm; Henrik Lättman; [2022]
   Keywords : Residential real estate; Housing market; Fundamental housing price; Sentiment; Policy; Scandinavia;

   Abstract : This paper aims to investigate whether changes in economic sentiment and major policy shifts have had any significant impact on Scandinavian real housing prices relative their fundamental value post year 2000. Fundamental housing price indices for each constituent of the region are estimated from macroeconomic fundamentals in a VAR framework. READ MORE

4. 18. Carbon Premium & Policy Uncertainty: An Analysis of Correlation Between Carbon Exposure and Stock Returns, and the Impact of Presidential Elections on Carbon Risk.

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Sander Hugosson; Jacob Lundquist; [2022]
   Keywords : Carbon premium; Stock returns; Sustainable finance; Presidential elections; Carbon emissions;

   Abstract : Earth's climate is changing, but the timing and extent of policy responses remain uncertain. This paper aims to test the correlation between firms' carbon emissions and stock returns. The analysis is two-leveled; a general test throughout the period 2012 to 2022, and two separate tests surrounding the last two American presidential elections. READ MORE

5. 19. Mispricing of Climate Risk

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Lovisa Dahlquist; Lena Maria Tschanhenz; [2022]
   Keywords : Bloomberg GHG estimates; Risk premium for climate risk; ESG reporting; Sustainable investing; Stock market equilibrium; Business and Economics;

   Abstract : Purpose: Study the relationship between stock returns and GHG emissions regarding a risk premium related to greenness. This by using GHG emissions estimated by Bloomberg rather than companies self-reported estimates. Methodology: The study conducts a time-invariant model by cross-sectional OLS regression to estimate the risk premium for greenness. READ MORE

6. 20. Explaining the dynamics of exchange rate volatility

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jacob Tjerneld; Hampus Lööw; [2022]
   Keywords : Exchange Rates; Volatility; GARCH; Heteroskedasticity; Time Series Analysis.; Business and Economics;

   Abstract : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. READ MORE