Sökning: "Granger Causality test"

Visar resultat 21 - 25 av 103 uppsatser innehållade orden Granger Causality test.

1. 21. Market efficiency and index fund flow: An empirical study of the relationship between passive investment and broad-market efficiency

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Erik Larsson; Jacob Wergeland; [2020-07-08]
   Nyckelord :market efficiency; Hurst exponent; mutual fund flow; passive investments;

   Sammanfattning : An observable rise in the popularity of index funds have caused the index funds to, in 2017, capture 20% of total fund assets globally. A cornerstone of such passive investment is a belief in an efficiently priced security market. This paper aims to relate index fund flows with market efficiency during the period 2000-2019. LÄS MER

3. 22. The Relationship Between Unemployment and Oil Price, Oil Price Uncertainty, and Interest Rates in Small Open Economies : A study on Sweden, Norway, Denmark, and Finland

   Magister-uppsats,

   Författare :Emil Sköld; [2020]
   Nyckelord :Unemployment; oil price; oil price uncertainty; interest rate; cointegration; causality; small open economies;

   Sammanfattning : This study examines the relationship between unemployment rates and oil price, oil price uncertainty, and interest rates. This relation is examined by testing for both cointegration and causality between the variables. LÄS MER

4. 23. Renewable Energy Consumption and Foreign Direct Investment : Bangladesh's Case

   Master-uppsats, Södertörns högskola/Nationalekonomi

   Författare :Sumaya Tasnim; [2020]
   Nyckelord :economic growth; Renewable energy consumption; FDI; Vector Error Correction model;

   Sammanfattning : FDI investment is a vital factor for the developing countries economic growth. Apart from working as a catalyst of increasing total output level, FDI is a source of clean energy, technology transfer and energy efficiency. There have been very limited studies on the impact of FDI on renewable energy consumption in the context of Bangladesh. LÄS MER

5. 24. The environmental Kuznets curve : Investigating the relationship between renewable energy and economic growth

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Naturresurser och hållbar utveckling

   Författare :Emil Forsén; [2020]
   Nyckelord :renewable energy; environmental Kuznets curve; granger causality; economic growth;

   Sammanfattning : The environmental Kuznets curve (EKC) hypothesis describes the relationship between economic growth and environmental degradation through an inverted U-shape where environmental degradation first increases with economic growth, to later stagnate and decline as economic growth reaches specific threshold limits. The aim of this study is to investigate the EKC hypothesis when environmental degradation is measured through a country’s renewable energy implementation. LÄS MER

7. 25. Predicting Tesla Stock Return Using Twitter Data - An Intraday View on the Relation between Twitter Dimensions and the Tesla Stock Return

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Gustav Edman; Martin Weishaupt; [2020]
   Nyckelord :Sentiment; Tesla; Twitter; Support Vector Machine; VADER.; Business and Economics;

   Sammanfattning : In this thesis, Twitter data is used to predict the intraday stock return for Tesla, Inc. We present two different methods to extract the tweets’ sentiment: A dictionary-based approach (VADER) and a machine learning approach (SVM). Additionally, we control for other dimensions as the user and discussion dimension. LÄS MER