Essays about: "oil prices and stock market"

Showing result 1 - 5 of 26 essays containing the words oil prices and stock market.

  1. 1. How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Daniel Björck; [2023]
    Keywords : Three-factor model; stock returns; Swedish stocks; CAPM; Business and Economics;

    Abstract : In this study the three-factor model of Fama and French (1992; 1993) is evaluated on portfolios of Swedish stocks. Both a cross-section and time series approach are used to evaluate the model. The results show that beta, size, and book-to-market are significant variables in explaining excess returns of Swedish stock portfolios. READ MORE

  3. 2. A time series analysis of the impact of the COVID-19 pandemic on container shipping freight rates: An application to the Asia-Europe trade route

    University essay from Göteborgs universitet/Graduate School

    Author : Chen Yuchun; Zhou Shiyu; [2022-08-03]
    Keywords : Container shipping; Freight rates; COVID-19; Oil prices; Stock market prices; Time series model; GARCH;

    Abstract : The outbreak of the COVID-19 pandemic caused a sudden disruption to the shipping industry. However, for container shipping, freight rates have reached record highs during the pandemic. Shipping companies realise that understanding the impact of exogenous shocks on freight rate fluctuations to forecast freight rates is critical. READ MORE

  4. 3. The relationship between crude oil prices and stock markets in Sweden and Norway

    University essay from Umeå universitet/Företagsekonomi

    Author : Petter Hälldahl; Mohammad Refaet Rahman; [2020]
    Keywords : oil price; stock market; exchange rate; financial markets;

    Abstract : In this study, the authors examined the relationship between crude oil price and the Swedish and Norwegian stock markets. Using linear regression models the authors found that the Swedish stock market and Norwegian stock market both have a positive relation with crude oil price. READ MORE

  5. 4. Do changes in macroeconomic variables affect stock market volatility? : -A GARCH-S approach in examining the volatility of the Swedish stock market

    University essay from Umeå universitet/Nationalekonomi

    Author : Emelie Wallin; [2020]
    Keywords : ;

    Abstract : The behaviour of stock markets is characterized by volatility, that is the rate at which stock prices moves up and down within a short period of time. The importance of understanding the nature of volatility is that excessive volatility may prevent the smooth functioning of financial markets and adversely affect the performance of the economy. READ MORE

  6. 5. Risk Spillovers between BRICS Stock Markets, US Stock Market, Gold and Oil: A portfolio management approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sofia Fors; Carl Billing; [2020]
    Keywords : BRICS; DCC-GJR-GARCH; risk spillovers; financial contagion; portfolio selection; Business and Economics;

    Abstract : This study investigates the correlation between the US stock market, oil prices, gold prices and the stock markets of five emerging markets: Brazil, Russia, India, China and South Africa (BRICS), in order to explore the risk spillovers and the financial contagion between the markets. A DCC-GJR-GARCH model is applied to daily data of returns from January 2000 to April 2020 and considers both a full sample analysis along with a three-pronged subsample analysis. READ MORE