Sökning: "Baltic Dry Index"

Hittade 3 uppsatser innehållade orden Baltic Dry Index.

1. 1. Predicting Stock Markets with Commodities - An Empirical Study on the Nordic Market

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Sebastian Söderlund Tovi; John Kjellgren; [2017]
   Nyckelord :Commodities; stock returns; predictability; state-switching; trading strategy; Business and Economics;

   Sammanfattning : This study examines if commodity indices can be used to predict stock index returns on the Nordic financial markets. With a forecast period between 2000 and 2016, the study is conducted with an Ordinary Least Squares method to predict both in-sample and out-of- sample. LÄS MER

3. 2. Nowcasting US GDP with Baltic Dry Index : A study investigating the use of the MIDAS Model

   Master-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

   Författare :Martin Servin Almkvist; [2016]
   Nyckelord :;

   Sammanfattning : One of the conclusions made in the aftermath of the last financial crisis was that forecasting was failing in the context of predicting the current economic activity, which meant there were few efficient instruments to monitor the economy and thereby no early stage intervention which could have mitigated the severity of the crises.  Due to these facts presented nowcasting, forecasting in short horizon, and the use of models that could combine different data frequencies like the Mixed Data Sampling (MIDAS) model gained a lot of attention. LÄS MER

4. 3. Baltic Dry Index påverkan på den sydkoreanska skeppsbyggnadsindustrin

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Frans Denward; [2011]
   Nyckelord :Baltic Dry Index; BDI; Shipbuilding industry; econometric; regression analysis; Business and Economics;

   Sammanfattning : Purpose: This paper analyzes the connection between the Baltic Dry Index (BDI) and the South Korean stock market. It also focuses on the BDI’s connection to the three biggest shipbuilding companies in the country. Methodology: The paper embarks from an econometric perspective. Data was collected and tested through regression analysis. LÄS MER