Essays about: "oil and gold"

Showing result 16 - 20 of 32 essays containing the words oil and gold.

1. 16. Risk Spillovers between BRICS Stock Markets, US Stock Market, Gold and Oil: A portfolio management approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Sofia Fors; Carl Billing; [2020]
   Keywords : BRICS; DCC-GJR-GARCH; risk spillovers; financial contagion; portfolio selection; Business and Economics;

   Abstract : This study investigates the correlation between the US stock market, oil prices, gold prices and the stock markets of five emerging markets: Brazil, Russia, India, China and South Africa (BRICS), in order to explore the risk spillovers and the financial contagion between the markets. A DCC-GJR-GARCH model is applied to daily data of returns from January 2000 to April 2020 and considers both a full sample analysis along with a three-pronged subsample analysis. READ MORE

3. 17. What to own when it all crashes

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jesper Wijk; [2018]
   Keywords : risk-adjusted returns; financial crash; Sharpe ratio; interest rates; safe haven; Business and Economics;

   Abstract : This paper examines which asset classes that has given the highest risk-adjusted returns during the period of 1914-2013, with a focus on financial crises. The portfolios have been produced by calculation and optimization of the Sharpe ratio as a measure of risk-adjusted returns. The analysis included Sweden, the U. READ MORE

4. 18. Swedish Equity Sectors Risk Management with Commodities : Revisiting dynamic conditional correlations and hedge ratios

   University essay from Linköpings universitet/Nationalekonomi

   Author : Daniel Engström; Niklas Gustafsson; [2017]
   Keywords : Hedging; hedge; commodities; futures; hedge ratio; conditional correlation; DCC; GO-GARCH; DCC-GARCH; GARCH; Dynamic conditional correlation; oil; GSCI; copper; gold; safe haven; optimal hedge ratio; finance; economics; markets; risk; risk management; hedge effectiveness; Risk; riskhantering; råvaror; terminer; futures; hedging; hedge; GARCH;

   Abstract : The purpose of this study is to investigate changes in dynamic conditional correlations between Swedish equity sector indices and commodities using oil, gold, copper and a general commodity index. Additionally the purpose is to evaluate which of the two methods, DCC- GARCH or GO-GARCH that is more efficient in estimating correlation for hedge ratio calculation. READ MORE

5. 19. Can Bitcoin be used as a hedge against the Swedish market? : Does Bitcoin have hedging capabilities against the OMXS30, or is it just a diversifier in a portfolio?

   University essay from Stockholms universitet/Finansiering

   Author : Camilla Law; Marja Vahlqvist; [2017]
   Keywords : Cryptocurrency; Bitcoin; Hedge; Diversifier;

   Abstract : Bitcoin has gained more recognition than ever before, and the interest in cryptocurrencies seems to grow exponentially. Without any central government regulating Bitcoin, a global user group has adopted this new technology, which is designed to be used as a currency for trading without banks. READ MORE

6. 20. Commodity Prices and Violence

   University essay from Lunds universitet/Statsvetenskapliga institutionen

   Author : Marcus Otto Syk; Wessam El Ghoul; [2016]
   Keywords : conflict minerals; Democratic Republic of the Congo; resource curse; conflict intensity; commodity prices; Law and Political Science;

   Abstract : In this study it is theorized that the world market price of a certain commodity should affect the intensity of the violence in conflict zones in which this commodity is produced. This is tested on the Second Congo War and the continuing violence since, using statistical methods to analyse the effect of the world market price of gold, diamonds, oil, tin, copper, cobalt and coltan. READ MORE