Essays about: "correlation between stock commodity market"

Showing result 1 - 5 of 6 essays containing the words correlation between stock commodity market.

  1. 1. Establishing the nature of Bitcoin : A DCC-GARCH analysis

    University essay from Umeå universitet/Företagsekonomi

    Author : Amanda Ekstrand; Mateusz Musial; [2022]
    Keywords : ;

    Abstract : Since its start in 2008 up until the date of this study, Bitcoin has steadily gained considerablyin popularity. However, the digital cryptocurrency still seems to be surrounded by asubstantial amount of mystery as to whether it deserves a spot in anyone's portfolio. READ MORE

  3. 2. Mahan in a New Millennium

    University essay from Försvarshögskolan

    Author : Peter Thomsson; [2020]
    Keywords : Seapower; naval strategy; maritime strategy; Mahan; event study;

    Abstract : In 1890, the American naval officer and scholar Alfred Thayer Mahan formulated as a theory that seapower brings prosperity. This thesis in War Science tests whether Mahan’s theory remains valid in the modern day. A multi-disciplinary approach is taken, wherein a financial event study method is employed for hypothesis testing. READ MORE

  4. 3. The potential benefits of investing in commodities : A study of the properties related to the investment in several commodities and adding them to stock portfolios

    University essay from Umeå universitet/Företagsekonomi

    Author : Mattia Franch; Bahaa Shehabi; [2016]
    Keywords : Stock index; commodity; futures; return; volatility; safe-haven; hedge; portfolio; diversification; correlation; optimal weights;

    Abstract : Investing in commodities may have important benefits for investors but only in the last few decades have they started to think more about this possibility. Furthermore, large investors are more inclined to change their own personal view. READ MORE

  5. 4. Cross-market linkages and the role of speculation in agricultural futures markets

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

    Author : Pierre Andreasson; Jonathan Siverskog; [2015]
    Keywords : Spillover index; dynamic conditional correlation; commodity futures; speculation; cross-market linkages;

    Abstract : In this study we analyse the role of speculation in forging cross-market linkages between agriculture, equity and crude oil over the period 1992-2014. The market interdependence of ten U.S. READ MORE

  6. 5. The Basic Ingredients vs. Chinese Equities. Impact of Global Commodity Prices on the Chinese stock market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Barry Greene; [2010]
    Keywords : Commodities; Shanghai Stock Market; Price Taker; Chinese Domestic Markets; Business and Economics;

    Abstract : Purpose:To determine the impact on and correlation of global commodity prices with China’s stocks, given the country’s recent GDP growth and closed domestic markets to outside investors and other outside influences. Methodology: Representative commodities are selected to be independent variables and regressed over composite and sector indexes to determine significance of relationships. READ MORE