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Showing result 1 - 5 of 16 essays matching the above criteria.

1. 1. Does US-China Trade War Cause Decoupling on Agricultural Trading? Evidence from Spillovers in Soybean Meal Futures Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Yuwei Pei; Zhangya Zhou; [2020]
   Keywords : Trade war; Soybean meal; Price transmission; Risk spillover;

   Abstract : This thesis is designed to study the impacts of the US-China trade war on the agricultural trading between the two countries. Through the empirical research on the price and risk spillover effects, the evidence from the soybean meal futures markets are found out. READ MORE

3. 2. Do global oil prices drive domestic food prices? : evidence from the Middle East countries

   University essay from SLU/Dept. of Economics

   Author : Madina Alieva; [2019]
   Keywords : food price; crude oil price; cointegration; VECM; Middle East;

   Abstract : This study investigates the dynamic relationship between global oil prices and domestic food prices across 11 countries of the Middle East. Using monthly data covering the period from January 2010 to October 2018, the study employs long-run cointegration tests, vector error correction model (VECM) and vector autoregression (VAR) model to examine the effect of global oil prices on domestic food prices in a sample of Middle East countries. READ MORE

4. 3. Explaining the NAV Discount in REIT pricing - Evidence from the U.S.

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jerry Aaltonen; Bowen Li; [2019]
   Keywords : REITs; Dynamic relationship; NAV discount; Closed-end fund puzzle; United States;

   Abstract : This paper investigates the relationship between stock price and net asset value (NAV) for 71 real estate investment trusts (REITs) in the U.S. between Q1/1998 and Q4/2018. More specifically, by testing for cointegration, we look for evidence of a long-term equilibrium between stock price and NAV. READ MORE

5. 4. The European Union’s Technological and Economic Development : A Study on Production of Renewable Energy

   University essay from Umeå universitet/Nationalekonomi

   Author : Ali Abbas; [2018]
   Keywords : ;

   Abstract : This thesis answer the two main questions, firstly, the role of technological development in the production of RE with special reference to investment subsidy in supporting schemes and research and development (R&D). Investment subsidies in supporting schemes and R&D are widely used to promote RE technology and considered economical, efficient instruments than regulation approach. READ MORE

6. 5. International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Stefan Ryschkow; SIQI LU; [2018]
   Keywords : Causality; diversification; dynamic cointegration; static cointegration; structural break;

   Abstract : This thesis investigates the short term and the long term cointegration relations between European and Chinese, European and Russian stock markets, with a goal to define international diversification benefits. Whereas Russia and China are considered as developing countries, Europe represents a developed market. READ MORE