Sökning: "Jonas Von Werder"

Hittade 1 uppsats innehållade orden Jonas Von Werder.

  1. 1. The Impact of Oil Price Shocks on Stock Returns of European Industries

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Jonas Von Werder; Yue Lin; [2016]
    Nyckelord :vector autoregressive model; oil prices; oil price volatility; asymmetric oil price effects; financial crisis;

    Sammanfattning : Using a VAR approach, we investigate the sensitivity of European industry returns to linear oil price changes and oil price volatility for a period from January 1995 until December 2015. We show that the response to a change in the price of oil is varying across industries and across the sample period. LÄS MER