Essays about: "crude oil markets"

Showing result 6 - 10 of 14 essays containing the words crude oil markets.

1. 6. An empirical study of the Value-at-Risk of the renewable energy market and the impact of the oil price

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Euan Anderson; [2015]
   Keywords : Two-sided Kupiec test; Student-t distribution; Normal distribution; Threshold GARCH TGARCH ; Oil; Generalized Autoregressive Heteroskedasticity GARCH ; Exponentially weighted moving average EWMA ; Volatility weighted historical simulation VWHS ; Basic historical simulation BHS ; rolling-window; Value-at-Risk VaR ; Renewable energy; Business and Economics;

   Abstract : Renewable energy is gaining increasing importance in the generation of power due to the finite existence of fossil fuels and concerns about climate change. As its demand grows financial interest from investors’ increases, thus it is important to find the most effective way of quantifying the risk of the renewable energy market. READ MORE

3. 7. 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

4. 8. Associated Petroleum Gas management in the south of Iraq

   University essay from Mittuniversitetet/Avdelningen för ekoteknik och hållbart byggande

   Author : kathem Hassan Ali; [2014]
   Keywords : ;

   Abstract : Iraq is considered as the second largest oil producer in organization of petroleum exporting countries (OPEC) with oil production average of 3.2 MMbbl/day. READ MORE

5. 9. Nordic electricity hedging : A comparison with other commodity market structures

   University essay from KTH/Tillämpad termodynamik och kylteknik

   Author : Ville Nurmos; Mattias Andersson; [2013]
   Keywords : Nordic electricity; steel billet; lean hogs; crude oil; hedging; future markets; commodities; market structure;

   Abstract : This master thesis investigates and answers three fundamental questions regarding structural changes of a future market. This has been done by analysing and comparing three commodity markets with the Nordic electricity market. Examined commodity markets are LME steel billet, CME lean hogs and WTI & Brent crude oil. READ MORE

6. 10. Time-Varying Correlation and the Benefits of Cross-Asset Class Diversification

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Tobias Lideus; Rikard Engberg; [2013]
   Keywords : Correlation; Diversification; Investment Management; Corporate bonds; Sharpe ratio;

   Abstract : In this thesis, return data on the US stock and corporate bond markets together with gold and WTI-Crude Oil prices over the period 1987 - 2012 were used to examine the time-varying correlations and benefits from cross-asset class diversification. It concludes that correlations vary distinctly over time and an all-equity investor benefit from having positions in the bond market, as investment grade bonds have shown a generally low or negative correlation with the stock market during crises. READ MORE