Sökning: "Granger-causalirty"

Hittade 1 uppsats innehållade ordet Granger-causalirty.

  1. 1. Kan Twitter prediktera oljemarknadens framtida avkastningar?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Kristian Axelsson; [2013]
    Nyckelord :WTI returns; Prediction; Arab spring; Twitter; Granger-causalirty; Business and Economics;

    Sammanfattning : Is it possible to predict the future returns for the crude oil index by looking at the activity on Twitter? It is not possible to predict the market according to the efficient market hypothesis but earlier research on the topic states that it is possible for Twitter to predict the markets. This paper examines this phenomenon further by investigating the relationship between the market and Twitter activity during the “Arab spring”. LÄS MER