Essays about: "oil price and stock market"

Showing result 11 - 15 of 29 essays containing the words oil price and stock market.

1. 11. Oil price effect on Nordic equity market indices

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Linus Hedberg; Carl Wedefelt; [2016-01-27]
   Keywords : Return predictability; Oil prices changes; Market Efficiency; Industry-level returns;

   Abstract : This paper empirically investigates the oil price predictability effect documented by Fan and Jahan-Parvar (2012) in the Nordic stock markets at industry-level returns. Using the percentage changes in oil spot prices as a predictor we find that oil price predictability is evident in a relatively small part of the studied industries. READ MORE

3. 12. The Cost of Sanctions: Western Sanctions' Impact on Russian Financial Markets during the Russia/Ukraine Crisis in 2014-2015

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Dariy Antonyuk; Moritz Haack; [2015]
   Keywords : financial markets; stock market; exchange rate; sanctions; emerging markets;

   Abstract : This thesis investigates the effect of the US and the EU sanctions on the Russian financial markets during the Russia/Ukraine crisis in 2014-2015. The success of various types of international sanctions is a long debated question that could not be answered definitely thus far. READ MORE

4. 13. 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

5. 14. The effects of macroeconomic variables on Asian stock market volatility: A GARCH MIDAS approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Duc Hong Hoang; [2015]
   Keywords : China; South Korea; Japan; volatility; GARCH MIDAS; inflation; industrial production; oil price shocks; Business and Economics;

   Abstract : This paper aims to investigate the effects of macroeconomic variables on stock market volatility in three Asian countries by applying GARCH MIDAS model. The study covers the period from 01/2003 to 06/2014. The GARCH MIDAS framework allows to incorporate macro variables directly in the model and obtain long-term and short-term volatility separately. READ MORE

6. 15. Oil Price Shocks and Stock Market Returns: A study on Portugal, Ireland, Italy, Greece and Spain.

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Anette Brose Olsen; Paul Henriz; [2014]
   Keywords : Oil Price Shock; Stock Market Returns; Unit Root; Vector Autoregressive model; Variance Decomposition; Impulse Response; Business and Economics;

   Abstract : Following the oil price shocks of the 1970s, a great deal of research has been focused on the relationship between oil price changes and macroeconomic variables. However, the body of literature focusing on oil price shocks and stock markets are more limited. READ MORE