Essays about: "oil price and stock market"

Showing result 21 - 25 of 29 essays containing the words oil price and stock market.

  1. 21. Return and Volatility Spillover from Oil to Equity Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Andreas Lundgren; [2011]
    Keywords : Return Spillover; Volatility Spillover; Oil Volatility; Oil Returns; GJR-GARCH; Asymmetric Oil Effects.; Business and Economics;

    Abstract : In this essay a four stage GJR-GARCH(1,1) model is applied to test the presence of both return and volatility spillover to the European market from the oil market. The GJR-GARCH-model allow for asymmetric effects to be present in the country specific stock market. READ MORE

  3. 22. Oil Volatility Spillovers to the US and EU industries

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Natalia Lelis; Leyla Pirhadi; [2011]
    Keywords : Volatility Spillovers; Oil Prices; Industries; Business and Economics;

    Abstract : This essay examines the volatility spillover effects from oil price shocks across different US and EU industries, using a GJR-GARCH(1,1) model. We conclude that the European industries are much more sensitive to oil and stock market shocks compared to their US counterparts. READ MORE

  4. 23. Cointegration and Causality in International Stock Markets: A study of long-run stochastic trends in Oil & Gas and Financials indices

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Andreas Hellstrand; Eugenia Korobova; [2010]
    Keywords : unit root; cointegration; causality; emerging markets; decoupling.;

    Abstract : As economies around the world grow and become more integrated, it is interesting to investigate how stock markets move in relation to one another. Some activists of the theory of decoupling argue that economies of emerging markets have become so self-sufficient that they have decoupled from the developed markets. READ MORE

  5. 24. Competition for forest resources between the biofuels and the forest industry in Sweden

    University essay from Lunds universitet/Miljö- och energisystem

    Author : Teunis Dijkman; [2009]
    Keywords : Competion for wood; biofuels; transport sector; scenarios; modelling; Technology and Engineering;

    Abstract : The aim of this project was to determine the consequences of the large-scale introduction of wood-based biofuels in the road transport sector. Therefore a model has been developed to project the demand for wood in Sweden in the period from 2007 to 2050. READ MORE

  6. 25. Do energy price changes have an impact on the Swedish stock market?

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Christoffer Malmström; Claes Aldén; [2009]
    Keywords : Stock market; Energy price changes; Energy commodities; Sector indices;

    Abstract : This thesis examines the impact the energy resources oil, coal and electricity have on the Swedish stock market. The stock market has been divided by sectors, resulting in 15 sector indices. Each index has been tested against the energy variables with a multiple regression approach, with monthly data from the period 1996-01-15 to 2009-07-15. READ MORE