Essays about: "system dynamics spillover"

Found 3 essays containing the words system dynamics spillover.

  1. 1. The Price and Volatility Dynamics in the Swedish-Norwegian Renewable Electricity Certificate MarketA Study of Spillover Effects and Regulatory changes

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Nationalekonomi

    Author : Philip Finell; Maria Hiller; [2016]
    Keywords : Renewable Electricity Certificates; REC; GARCH; CCF; Spillover Effects; Structural Breaks; Equity Markets; Brent Crude Oil;

    Abstract : The market for renewable electricity certificates (REC) is the primary support system for renewable energy in Sweden and Norway. Regulatory uncertainty and equity markets have previously been proven to impact the volatility of the REC spot contract. READ MORE

  2. 2. Examining the market linkage between the US stock market and the oil market: A multivariate GARCH approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Joakim Puusaari; [2009]
    Keywords : Stock market; volatility spillover; BEKK; Market linkages; Commodities market; Oil; Multivariate GARCH model; Asymmetric volatility; News Impact Surfaces; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : In this study the relationship between the US stock market and the oil market is examined in terms of volatility and co-volatility. A multivariateGARCH approach is therefore applied by using an asymmetric BEKK model on daily returns which cover the period from 1 January 2002 to 31 December 2008. READ MORE

  3. 3. Spillover effects of FDI in the manufacturing sector in Chile

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ida Björk; [2005]
    Keywords : foreign direct investments; spillover effects; Chile; manufacturing sector; wine industry; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : Foreign direct investments are often argued to transfer technology to host countries. These so called spillover effects are many times assumed to have a positive and important impact on these economies. However, mainly due to problems with measuring these effects, researchers have found little or no evidence of such positive influence. READ MORE