Essays about: "oil price and stock market"

Showing result 16 - 20 of 29 essays containing the words oil price and stock market.

1. 16. Macroeconomic Forces and Their Effects on the Swedish Banking Sector

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Oscar Larsson; Marcus Johansson Prakt; [2013-03-20]
   Keywords : ;

   Abstract : After the bankruptcy of Lehman Brothers in September 2008 international capital markets trembled of uncertainty and investors did not know where the markets were heading. The market turmoil also had an impact on Sweden and especially on the banking sector due to the interdependence of international financial markets. READ MORE

3. 17. Oil Price Changes and the Oslo Stock Exchange

   University essay from Lunds universitet/Statistiska institutionen

   Author : Sheida Ghadakchian; Arild Pettersen; [2012]
   Keywords : Oil price; Oslo Stock Exchange; Multiple Linear Regression; Mean Average Process; Mathematics and Statistics;

   Abstract : This paper addresses how oil price changes affect the Oslo Stock Exchange. Multiple linear regressions with eight explanatory variables have been used to investigate the relationship between oil and the Oslo Stock Exchange between 1990-2009. READ MORE

4. 18. “To what extent are stock returns driven by mean and volatility spillover effects”?-Evidence from eight European stock markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Abdulla Alikhanov; [2012]
   Keywords : oil price; mean; emerging markets; volatility spillovers; E.U; the U.S; Stock markets; exchange rates; asymmetric effects.; Business and Economics;

   Abstract : The paper investigates the mean and volatility spillover effects from U.S and EU stock markets as well as oil price market into national stock markets of eight European countries. The study finds strong indication of volatility spillover effects from global US, regional EU, and world factor oil towards individual stock markets. READ MORE

5. 19. The impact of oil price on stock returns in oil-exporting economies: The case of Russia and Norway

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Abdulla Alikhanov; Trang Nguyen; [2011]
   Keywords : Crude oil price; developing markets; Russia; Norway; VAR model; Unit root; Impulse Response; Granger Causality; Asymmetric effect; Business and Economics;

   Abstract : The purpose of our paper is to examine the relationship and interactions between oil price movements and stock market indexes in main two oil exporting countries - Russia and Norway from January 1998 to March 2011, and test how and to what extent oil prices together with other variables influence stock markets. Apart from crude oil price, we also include to our model some macroeconomic explanatory variables that are directly linked to stock market performance as well as oil price movements. READ MORE

6. 20. Energy Derivatives Pricing

   University essay from Tillämpad matematik och fysik (MPE-lab)

   Author : Irina Prostakova; Alexander Tazov; [2011]
   Keywords : Financial Mathematics; Option; Energy derivative pricing;

   Abstract : In this paper we examine energy derivatives pricing. The previous studies considered the same source of uncertainty for the spot and the futures prices. We investigate the problem of futures pricing with two independent sources of risk. In general the structure of the oil and gas futures markets is closely related to some stock indices. READ MORE