Sökning: "GARCH 1"

Visar resultat 11 - 15 av 144 uppsatser innehållade orden GARCH 1.

  1. 11. Investment Decision for a Risk-Averse Investor : A Study of the Nordic Markets

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Nationalekonomi

    Författare :Marcus Molitor; [2022]
    Nyckelord :;

    Sammanfattning : This paper investigates the investment decisions for a risk-averse investor. Today’s market offers a variety of different investment options, and it might be hard to filter out the good investments from the bad. This study aims to find the most attractive investments with regards to low volatility. LÄS MER

  3. 12. The Underlying Factors of Ethereum Price Stability : An Investigation on What Underlying Factors Influence the Volatility of the Returns of Ethereum

    Master-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Philip Hansson; [2022]
    Nyckelord :Ethereum; Cryptocurrencies; Volatility; GARCH; Price-Formation; Internal; External;

    Sammanfattning : Rising levels of uncertainty and distrust of governments and mass printing of fiat currencies in conjunction with pandemic-related events have led to a rotation into different assets such as cryptos. Without solid fundamentals, cryptocurrencies have spiked in price levels in the last few years; while popularity rises it remains heavily misunderstood. LÄS MER

  4. 13. Comparison of impact on stock market volatility by COVID-19 and the 2008 financial crisis

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Nationalekonomi

    Författare :Anand Enkhtur; [2022]
    Nyckelord :;

    Sammanfattning : The aim of this thesis is to analyse the volatility of 11 sectorial stock return data of S&P 500 Index during the 2008 global financial crisis and the recent COVID-19 global pandemic. S&P 500 is a large stock market index that tracks the performance of 500 companies that are some of the largest in the world. LÄS MER

  5. 14. The impact of extreme weather events on implied volatility functions of agricultural options

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Henry Korba; Samkele Leve; [2022]
    Nyckelord :;

    Sammanfattning : The main aim of this thesis is to investigate the impact of extreme weather events on implied volatility functions of agricultural commodity options at different levels of moneyness. The thesis used daily data of the implied volatilties of four major US agricultural commodities at three moneyness levels for the period starting 2017 to 2022. LÄS MER

  7. 15. The relationship between Renewable Energy, Electricity Prices and the Stock Market : A study on the relation between electricity prices and stock markets in chosen European countries with different energy sources

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

    Författare :Tilda Forslin; Gabriel Cedergren; [2022]
    Nyckelord :Renewable Energy; Electricity Prices; Stock Market; Volatility; Johansen’s Cointegration Test; GARCH; DCC-GARCH;

    Sammanfattning : In this study we analyse the relationship between renewable energy, electricity prices, and the stock market. The impact from electricity prices on stock markets have previously been thoroughly analysed. LÄS MER