Essays about: "thesis in crude oil crises"

Found 2 essays containing the words thesis in crude oil crises.

1. 1. Time-Varying Correlation and the Benefits of Cross-Asset Class Diversification

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Tobias Lideus; Rikard Engberg; [2013]
   Keywords : Correlation; Diversification; Investment Management; Corporate bonds; Sharpe ratio;

   Abstract : In this thesis, return data on the US stock and corporate bond markets together with gold and WTI-Crude Oil prices over the period 1987 - 2012 were used to examine the time-varying correlations and benefits from cross-asset class diversification. It concludes that correlations vary distinctly over time and an all-equity investor benefit from having positions in the bond market, as investment grade bonds have shown a generally low or negative correlation with the stock market during crises. READ MORE

3. 2. Trading Oil Futures

   University essay from Institutionen för teknik och byggd miljö

   Author : Qiao He; [2008]
   Keywords : Commodity; Trading; Crude oil; Futures;

   Abstract : Oil is an important energy source and a necessary industrial raw material. Every country’s economic growth and the daily life of its people are dependent on this energy form. Historically, the oil prices have varied significantly on the world market. This led to at least two oil crises when prices increased in a very fast pace. READ MORE