Essays about: "crude oil price"

Showing result 21 - 25 of 46 essays containing the words crude oil price.

  1. 21. 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

  3. 22. Measuring Risk for WTI Crude Oil: An application of Parametric Expected Shortfall

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Alexander Eriksson; [2015]
    Keywords : Risk Expected shortfall VaR Backtesting Crude oil; Business and Economics;

    Abstract : Oil is the most traded commodity in the world and is an important part in the global economy. The change in the price of oil has an effect on all sectors of the economy, and the ability to capture its risk is an important research topic. READ MORE

  4. 23. Commodity Pricing in a Discrete Markov Chain Framework

    University essay from Lunds universitet/Matematisk statistik

    Author : Carl Åkerlindh; [2014]
    Keywords : Mathematics and Statistics;

    Abstract : The demand for centralised risk metric services is increasing as the regulations and legislations in the financial market becomes stricter. In cooperation with TriOptima a framework for such service is presented. READ MORE

  5. 24. Oil & Gas producers’ financial performance : International Oil Companies’ financial performance and Crude oil prices in the Eurozone from 2004 to 2013

    University essay from Umeå universitet/Företagsekonomi

    Author : Charles Guillermet; Olivier Taïlé Manikom; [2014]
    Keywords : Eurozone; Oil Gas industry; firm performance; International Oil Companies; Crude Oil.;

    Abstract : This paper determines the relationship between the crude oil price and the financial performance of International Oil Companies (IOCs) of the Eurozone during the last decade (from 2004 to 2013). This study is conducted around a multiple regression model with panel data with the financial performance ratios (ROA, ROE, Profit Margin) as dependent variables and the crude oil price as independent variables. READ MORE

  6. 25. Reality Check for the Value-at-Risk Estimates of the Energy Commodities

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Dingquan Miao; [2014]
    Keywords : Energy commodities; Value-at-Risk VaR ; Historical Simulation HS ; Historical simulation with ARMA forecasting HSAF ; Volatility weighted historical simulation VWHS ; Business and Economics;

    Abstract : The fluctuations of the price in the energy market affect the households, firms and the government intuitions. We can perceive the information of the energy market from daily economic news. The entire society is concerned for the events that affect the energy market and the changing prices of the energy resources. READ MORE