Sökning: "Granger Causality test"
Visar resultat 21 - 25 av 103 uppsatser innehållade orden Granger Causality test.
21. Market efficiency and index fund flow: An empirical study of the relationship between passive investment and broad-market efficiency
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : An observable rise in the popularity of index funds have caused the index funds to, in 2017, capture 20% of total fund assets globally. A cornerstone of such passive investment is a belief in an efficiently priced security market. This paper aims to relate index fund flows with market efficiency during the period 2000-2019. LÄS MER
22. The Relationship Between Unemployment and Oil Price, Oil Price Uncertainty, and Interest Rates in Small Open Economies : A study on Sweden, Norway, Denmark, and Finland
Magister-uppsats,Sammanfattning : This study examines the relationship between unemployment rates and oil price, oil price uncertainty, and interest rates. This relation is examined by testing for both cointegration and causality between the variables. LÄS MER
23. Renewable Energy Consumption and Foreign Direct Investment : Bangladesh's Case
Master-uppsats, Södertörns högskola/NationalekonomiSammanfattning : FDI investment is a vital factor for the developing countries economic growth. Apart from working as a catalyst of increasing total output level, FDI is a source of clean energy, technology transfer and energy efficiency. There have been very limited studies on the impact of FDI on renewable energy consumption in the context of Bangladesh. LÄS MER
24. The environmental Kuznets curve : Investigating the relationship between renewable energy and economic growth
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Naturresurser och hållbar utvecklingSammanfattning : The environmental Kuznets curve (EKC) hypothesis describes the relationship between economic growth and environmental degradation through an inverted U-shape where environmental degradation first increases with economic growth, to later stagnate and decline as economic growth reaches specific threshold limits. The aim of this study is to investigate the EKC hypothesis when environmental degradation is measured through a country’s renewable energy implementation. LÄS MER
25. Predicting Tesla Stock Return Using Twitter Data - An Intraday View on the Relation between Twitter Dimensions and the Tesla Stock Return
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : In this thesis, Twitter data is used to predict the intraday stock return for Tesla, Inc. We present two different methods to extract the tweets’ sentiment: A dictionary-based approach (VADER) and a machine learning approach (SVM). Additionally, we control for other dimensions as the user and discussion dimension. LÄS MER