Essays about: "oil price and stock returns"

Showing result 1 - 5 of 16 essays containing the words oil price and stock returns.

1. 1. Time Series forecasting of the SP Global Clean Energy Index using a Multivariate LSTM

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Klara Larsson; Freja Ling; [2021]
   Keywords : Machine learning; clean energy; neural networks; stock market; LSTM; time series; multivariate LSTM; correlation.;

   Abstract : Clean energy and machine learning are subjects that play significant roles in shaping our future. The current climate crisis has forced the world to take action towards more sustainable solutions. Arrangements such as the UN’s Sustainable Development Goals and the Paris Agreement are causing an increased interest in renewable energy solutions. READ MORE

3. 2. Mahan in a New Millennium

   University essay from Försvarshögskolan

   Author : Peter Thomsson; [2020]
   Keywords : Seapower; naval strategy; maritime strategy; Mahan; event study;

   Abstract : In 1890, the American naval officer and scholar Alfred Thayer Mahan formulated as a theory that seapower brings prosperity. This thesis in War Science tests whether Mahan’s theory remains valid in the modern day. A multi-disciplinary approach is taken, wherein a financial event study method is employed for hypothesis testing. READ MORE

4. 3. 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

5. 4. The Impact of Oil Price Shocks on Stock Returns of European Industries

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jonas Von Werder; Yue Lin; [2016]
   Keywords : vector autoregressive model; oil prices; oil price volatility; asymmetric oil price effects; financial crisis;

   Abstract : Using a VAR approach, we investigate the sensitivity of European industry returns to linear oil price changes and oil price volatility for a period from January 1995 until December 2015. We show that the response to a change in the price of oil is varying across industries and across the sample period. READ MORE

6. 5. Commodity Risk Management in The Airline Industry : A study from Europe

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Jonathan Havik; Emil Stendahl; Andreas Soteriou; [2016]
   Keywords : Airlines; Europe; Systematic risk; Hedging; Oil prices; Oil price volatility; Jet fuel hedging;

   Abstract : The airline industry is a major user of jet fuel and this constitutes a large component of the operating costs and is a risk coefficient for airlines. Several studies have been conducted on how oil price volatility affect stock prices and cash flows as well as how, in general, firms that uses derivatives experience lower stock returns volatility and stock s . READ MORE