Essays about: "oil hedge"

Showing result 1 - 5 of 18 essays containing the words oil hedge.

1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

   University essay from Umeå universitet/Företagsekonomi

   Author : Anthony Baugi; Eugene Zhang; [2024]
   Keywords : Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

   Abstract : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. READ MORE

3. 2. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Kasra Shariati; [2022]
   Keywords : Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

   Abstract : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. READ MORE

4. 3. CAN GOLD SERVE AS A HEDGE AGAINST UNCERTAINTY? : A study on the gold price dynamics and its role as a safe haven asset

   University essay from Umeå universitet/Nationalekonomi

   Author : Nadja Jakobsson; [2022]
   Keywords : ;

   Abstract : Gold’s ability to retain its real value in times of uncertainty and financial turmoil has long been of interest to investors and central banks worldwide. Gold has historically been used as a monetary means due to its store of value and in the early days, gold coins were used as a currency. READ MORE

5. 4. 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

6. 5. Co-movements between Renewable Energy, Oil & Gas, and Technology in Europe: Implications for Investment Decisions

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Olof Thorstensson; [2019]
   Keywords : Renewable energy; European stocks; GARCH; conditional correlations; Business and Economics;

   Abstract : In this study, the relationship between the returns of stock indices for renewable energy, oil & gas and technology is analysed in a European context with the use of a DCC GARCH model. Results show that conditional correlations peaked during four years following the 2008 financial crisis but has since then reverted to pre-crisis levels. READ MORE