Sökning: "Commodity Shocks"

Visar resultat 1 - 5 av 14 uppsatser innehållade orden Commodity Shocks.

1. 1. Navigating Uncertain Waters: A Bayesian Threshold VAR Approach to Understanding the Impact of Commodity Price Shocks on Inflation

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Cajsa Klass; Selin Scheuerer; [2023]
   Nyckelord :Uncertainty; Bayesian; Commodity Price Pass-Through; Inflation; Threshold VAR;

   Sammanfattning : The Covid-19 pandemic in early 2020 led to unprecedented uncertainty, reducing the predictability of macroeconomic variables. At the same time, commodity price movements as a contributor to national consumer price inflation continue to surface in debates. LÄS MER

3. 2. How do ESG assets relate to the financial market? : A Diebold-Yilmaz spillover approach to sustainable finance

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

   Författare :Shobair Moosawi; Ludvig Segerhammar; [2022]
   Nyckelord :AR 1 -GARCH p; q ; Commodity; ESG; Equity; Return; Spillover; Sustainability; Sustainable finance; Volatility;

   Sammanfattning : The purpose of this master’s thesis is to investigate to what extent ESG assets and traditional benchmarks affect one another. Since sustainable investment is a growing segment of the financial market, investors need to be informed about how it may affect their portfolios, and by extension if it can be used for portfolio diversification. LÄS MER

4. 3. Fostering Cooperative Resilience during the COVID-19 Pandemic : A case study on coffee cooperatives' operations during the 2020 COVID-19 pandemic

   Magister-uppsats, Linnéuniversitetet/Institutionen för samhällsstudier (SS)

   Författare :Cecilia Widman; [2021]
   Nyckelord :cooperatives; coffee; resilience; asset pentagon; Covid-19;

   Sammanfattning : This study investigates the resilience of coffee cooperatives and producer organizations in the context of the COVID-19 pandemic and explores their adaptations to the context in relation to their livelihood capitals. The changes to their operations are analyzed through the contexts of shocks, trends and stresses and how they perceived these threats. LÄS MER

5. 4. Modelling Dependency Structure with Application in Financial Markets: Copula-GARCH(1,1) Approach

   Master-uppsats, Linnéuniversitetet/Institutionen för matematik (MA)

   Författare :Than Trang; [2021]
   Nyckelord :Copula-GARCH 1; 1 ;

   Sammanfattning : The main objective of this thesis is to examine the dependency structure among different agricultural and energy commodity markets in the United States. For achieving this goal, the paper makes use of the Copula-GARCH(1,1) model to study the financial return volatility and the co-movement between pair of commodities including corn, soybean and gasoline over the pre-COVID 19 pandemic period (from 01-01-2018 to 01-01-2020) and the ongoing COVID 19 pandemic period (from 01-01-2020 to 01-04-2021). LÄS MER

7. 5. Mahan in a New Millennium

   Master-uppsats, Försvarshögskolan

   Författare :Peter Thomsson; [2020]
   Nyckelord :Seapower; naval strategy; maritime strategy; Mahan; event study;

   Sammanfattning : In 1890, the American naval officer and scholar Alfred Thayer Mahan formulated as a theory that seapower brings prosperity. This thesis in War Science tests whether Mahan’s theory remains valid in the modern day. A multi-disciplinary approach is taken, wherein a financial event study method is employed for hypothesis testing. LÄS MER