Sökning: "Johansen test"

Visar resultat 1 - 5 av 55 uppsatser innehållade orden Johansen test.

  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. Carbon dioxide, renewable energy and economic growth : A Swedish non-EKC case study

    Master-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Josephine Andersson; Kristina Everstova; [2022]
    Nyckelord :Economic growth; Environmental Kuznets Curve; Granger Approach; VECM; Sweden; Renewable energy consumption;

    Sammanfattning : 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

  4. 3. 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

  5. 4. 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

  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