Essays about: "oil stock"

Showing result 11 - 15 of 83 essays containing the words oil stock.

  1. 11. The impact of macroeconomic variables on the Swedish stock market

    University essay from Karlstads universitet

    Author : John Johansson; Anton Rudberg; [2021]
    Keywords : Macroeconomic variables; Swedish stock market; Cointegration; Granger causality; Makroekonomiska variabler; Svenska aktiemarknaden; Samintegrering; Granger kausalitet;

    Abstract : The main objective of this thesis is to find information of how, or if, the selected macroeconomic variables consumer price index, interest rate, exchange rate, industrial production, oil price and money supply have affected the Swedish stock market (OMXafgx) during the time-period 1973-2017. Findings in this research proves that all variables are co-integrated with the Swedish stock market, but only one of the variables selected, industrial production, have a short- and a longrun relationship affecting the Swedish stock market. READ MORE

  2. 12. 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. 13. Spillover Effects Between the Nordic Energy Markets

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Alexander Morgan; Magne Ottersgård; [2021]
    Keywords : Spillover Effects; Nordic Energy Markets; Correlation; Hedging; Oil; Renewable Energy; Market Index;

    Abstract : During the last decade there has been an increase in renewable energy companies. At the same time, propositions have been put forward worldwide in order to restrict the possibilities for expansion for energy companies with their focus on oil and gas. READ MORE

  4. 14. Political risk and Russian oil stock : A comparison of performance and volatility between leading producers in a global context

    University essay from Uppsala universitet/Institutionen för informatik och media

    Author : Mardin Sheikhani; [2021]
    Keywords : russian studies; finance; oil stock; political risk; oil; stock;

    Abstract : This paper compares Russian and US oil stock performance in terms of risk adjusted returns and volatility with an emphasis on political risk. This is done through using the Sharpe ratio and expanding the notion of risk-free interest rates to capture different levels of political risk in monetary terms. READ MORE

  5. 15. The Impact of OPEC Announcements on Stock Returns

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Oliver Samer Haydar; Marcus Reilimo; [2020]
    Keywords : OPEC; Event study; CAPM; CAAR; EMH; Behavioural finance;

    Abstract : The purpose of this study is to investigate the effects of OPEC oil production cut announcements on stock returns of specified companies listed on the London Stock Exchange. Two categories are constructed from stocks of companies operating in oil, gas and mining sectors and companies operating in pharmaceutical, industrial engineering and industrial transportation sectors, respectively. READ MORE