Sökning: "Johansen cointegration"

Visar resultat 1 - 5 av 51 uppsatser innehållade orden Johansen cointegration.

  1. 1. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Kasra Shariati; [2022]
    Nyckelord :Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

    Sammanfattning : 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

  3. 2. The impact of macroeconomic variables on the Swedish stock market : A VECM approach

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Nationalekonomi

    Författare :Simon Ternbo; [2022]
    Nyckelord :;

    Sammanfattning : This paper examines the effects of macroeconomic indicators on the Swedish stock market, during the period from December 2002 until December 2021. The effects are examined through a Vector Error-Correction model (VECM), which is based on Johansen’s test of cointegration. LÄS MER

  4. 3. 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

  5. 4. Economic growth and environmental degradation in Ethiopia : An Environmental Kuznets Curve Hypothesisanalysis approach

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Robera Adugna; [2022]
    Nyckelord :;

    Sammanfattning : The main objective of this study was to investigate the relationship between GDP per capitaand carbon dioxide emission per capita in Ethiopia from 1981 to 2020. All the variables in thispaper are stationary in their difference. Johansen cointegration is chosen over the Engel-Granger approach due to the presence of two cointegration equations. LÄS MER

  7. 5. Finansiella tillgångar och konsumtion- En analys av svensk data på kort och lång sikt

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Emilia Akbary; Isak Sauli; [2021-07-02]
    Nyckelord :;

    Sammanfattning : Household consumption is a key determinant of the Swedish economy. Furthermore, the evidence of recent studies show the effects from the financialization, which has shifted the role of certain components of growth of the Swedish economy for the past 20 years. LÄS MER