Essays about: "oil and gold"

Showing result 11 - 15 of 32 essays containing the words oil and gold.

1. 11. Time Series forecasting of the SP Global Clean Energy Index using a Multivariate LSTM

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Klara Larsson; Freja Ling; [2021]
   Keywords : Machine learning; clean energy; neural networks; stock market; LSTM; time series; multivariate LSTM; correlation.;

   Abstract : Clean energy and machine learning are subjects that play significant roles in shaping our future. The current climate crisis has forced the world to take action towards more sustainable solutions. Arrangements such as the UN’s Sustainable Development Goals and the Paris Agreement are causing an increased interest in renewable energy solutions. READ MORE

3. 12. Gold – a hedge, safe haven or a diversifier - A comparison between the Swedish and the American financial market

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Johannes Schmidt; Mikael Westerbäck; [2020-02-21]
   Keywords : Efficient frontier; investments strategies; Sharpe Ratio; gold; stocks; bonds; hedge; safe haven; portfolio analysis;

   Abstract : The purpose of this study is to investigate the role of gold as a financial asset and comparing the result between the American and the Swedish financial market. Using time series data for monthly and daily returns of S&P500, OMXS30, American 10-year bonds, Swedish 10-year bonds, oil and gold this study analyzes if gold has been a hedge, safe have or a diversifier for Swedish and American stocks and bonds the last 20 years. READ MORE

4. 13. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach

   University essay from Linköpings universitet/Nationalekonomi

   Author : Elin Borg; Ilya Kits; [2020]
   Keywords : Commodity futures contracts; Commodity producer index; Cross-quantilogram; Dependence structures; Spillovers; Tail dependence;

   Abstract : This thesis examines the dependence structures between commodity futures and corresponding commodity producer equity indices in bearish, bullish and normal market conditions. We study commodity futures and producer indices in the energy, precious metals, gold and agriculture commodity markets using daily return data that ranges from 16 December 2005 to 28 June 2019. READ MORE

5. 14. Measurements of resistivity in transformer insulation liquids

   University essay from Uppsala universitet/Institutionen för elektroteknik

   Author : Jonathan Hägerbrand; [2020]
   Keywords : transformer oil; resistivity; ions; ion drift model; HVDC; contact resistance;

   Abstract : This thesis focuses on measuring techniques and results of resistivity in four commercially available insulating transformer oils: mineral oil, ester oil and two isoparaffin oils. Two measuring techniques, the industrially used diagnostic system for electrical insulation IDA and the Labview implemented Triangular Method, are used for resistivity measurements and the techniques are compared, a correction algorithm to the triangular method is suggested. READ MORE

6. 15. Evaluating VaR and ES for commodities - both conventionally and with neural networks

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : David Fang; Måns Eile; [2020]
   Keywords : Value-at-Risk; Expected Shortfall; Commodities; GARCH 1; 1 ; ANN; LSTM; Volatility forecasting; VWHS; Business and Economics;

   Abstract : As commodities are becoming more popular and accessible assets for speculative and hedging purposes, the limited research regarding risk management for said asset-class justifies further contribution to the deficient output. Many previous studies have highlighted the extraordinary high volatility, with non-linear and clustering characteristics associated with commodities. READ MORE