Sökning: "Equity markets linkages"

Hittade 5 uppsatser innehållade orden Equity markets linkages.

  1. 1. Cross-market linkages and the role of speculation in agricultural futures markets

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Pierre Andreasson; Jonathan Siverskog; [2015]
    Nyckelord :Spillover index; dynamic conditional correlation; commodity futures; speculation; cross-market linkages;

    Sammanfattning : In this study we analyse the role of speculation in forging cross-market linkages between agriculture, equity and crude oil over the period 1992-2014. The market interdependence of ten U.S. LÄS MER

  3. 2. Development of Water Markets in the Yellow River Basin: A Case-Study of the Ningxia Hui Autonomous Region

    Master-uppsats, Lunds universitet/Centrum för öst- och sydöstasienstudier

    Författare :Jesper Svensson; [2014]
    Nyckelord :Water markets; institutions; central-local relations; water management; Yellow River Basin; water-energy nexus; Social Sciences;

    Sammanfattning : The Yellow River Basin Commission (YRCC) is struggling with demand and supply water imbalances due to inter-jurisdictional rivalries, and has consequently promoted the development of water rights trading to incentivize provinces from not exceeding their allocated withdrawals in the Yellow River Basin (YRB). This thesis employs the case of Ningxia Hui Autonomous Region to examine factors that facilitate or hinder market-based water rights allocation in the YRB. LÄS MER

  4. 3. Effects of Carbon Pricing on EU Equity Markets

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Andrii Shekhirev; [2011]
    Nyckelord :emissions trading; EU ETS; vector autoregression; VECM; Granger causality;

    Sammanfattning : The current work examines whether the price changes of European Union Allowance (EUA) contracts for emitting carbon dioxide affect the price dynamics of the European equity markets. The author uses the Vector Autoregressive (VAR) and Vector Error Correction (VECM) models in four specifications to investigate the linkages between the EUA market and major stock indexes of 27 EU countries which are participating in the second phase of the European Emissions Trading System. LÄS MER

  5. 4. Topics on Branding : Exploring the Brand Construct and its Linkages to Risk, Value and Trust in a Business-to-Business Context

    Master-uppsats, Industriell marknadsföring och industriell ekonomi

    Författare :Carl Lindwall; Martin Larsson; [2010]
    Nyckelord :B2B branding; brand definition; risk; value; trust;

    Sammanfattning : In this thesis, the brand construct and its connections to risk, value and trust are explored in a Business-to-Business context. The different characteristics of B2B and B2C marketing is elaborated upon and coupled with brand management strategies viable in the respective markets. LÄS MER

  7. 5. Dynamic linkages between China and US equity markets under two recent financial crises

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Yuntan Sun; Ya Xu; [2010]
    Nyckelord :Equity markets linkages; Financial Crisis; Return causality; Volatility spillovers; MGARCH – BEKK model.; Business and Economics;

    Sammanfattning : This paper explores and compares the effects of two financial crises (the 1997 Asian Financial Crisis and the 2007-2010 Subprime Financial Crisis) on short-run and long-run linkages between equity markets in China (mainland and Hong Kong) and US. In particular, we not only investigate the return causality relationships by applying vector autoregressive (VAR) analysis, but we also examine the volatility spillover effects by using a multivariate GARCH - BEKK model. LÄS MER