Sökning: "Granger Causality test"
Visar resultat 11 - 15 av 103 uppsatser innehållade orden Granger Causality test.
11. Hawkes Processes on Socialand Mass Media: : A Causal Study of the #BlackLivesMatter Movement inthe Summer of 2020
Master-uppsats, Uppsala universitet/Statistik, AI och data scienceSammanfattning : In this work we study interactions in social media and the reports in mass media during the Black LivesMatter (BLM) protests following the death of George Floyd. We implement open-source pipelines to process the data at scale and employ the self-exciting counting process known as Hawkes process to address our main question: is there a causal relation between interactions in social media and reports of street protests in mass media? Specifically, we use distributed label propagation to identify such interactions in Twitter, that supported the BLM movement, and compared the timing of these interaction to those of news reports of street protests mentioning George Floyd, via the Global Database of Events, Language, and Tone (GDELT) Project. LÄS MER
12. Title: Does Bitcoin hedge inflation risk? A multivariate time series analysis
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This thesis investigates whether Bitcoin can be considered a valuable hedge against inflation risk. The research examines the relationship between Bitcoin and inflation, the two variables' forecast ability, and how an exogenous shock simulated on one variable affects the other. LÄS MER
13. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?
Magister-uppsats, Jönköping University/Internationella HandelshögskolanSammanfattning : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. LÄS MER
14. Carbon dioxide, renewable energy and economic growth : A Swedish non-EKC case study
Master-uppsats, Södertörns högskola/NationalekonomiSammanfattning : The purpose of this master’s thesis is to investigate the relationship between renewable and non-renewable energy consumption, economic growth and carbon dioxide emissions per capita in Sweden in the period of 1970-2018. As indicators, the economic indicator will be represented by the per capita gross domestic product, GDP, as the environmental indicator this study will use carbon dioxide emissions per capita, CO2, and the energy use per capita will represent the energy consumption variable. LÄS MER
15. Beyond the Turning Point: The Environmental Kuznets Curve for CO2 Emissions in Romania
D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomiSammanfattning : This thesis studies the long-run relationship between environmental degradation measured by carbon dioxide (CO2) emissions per capita and economic growth measured by gross domestic product per capita in Romania, between 1968 and 2018. The study is conducted using the environmental Kuznets curve (EKC) framework and the autoregressive distributed lag bounds test for cointegration. LÄS MER
