Sökning: "Oil Volatility"

Visar resultat 1 - 5 av 58 uppsatser innehållade orden Oil Volatility.

1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

   Kandidat-uppsats, Umeå universitet/Företagsekonomi

   Författare :Anthony Baugi; Eugene Zhang; [2024]
   Nyckelord :Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

   Sammanfattning : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. LÄS MER

3. 2. Has Sweden “Struck Oil”? Exchange Rate Implications of Large Natural Resource Discoveries

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

   Författare :Emil Dahlbom; Johan Helmstad; [2023-06-29]
   Nyckelord :Natural Reources; Exchange Rate; Exchange Rate Volatility; Minerals; Oil; Gas; Resource Curse; Dutch Disease; Macroeconomics; Sweden;

   Sammanfattning : With the global shift towards renewable energy and sustainable development, what are considered important natural resources and the value thereof, is undergoing a change, particularly as new technologies develop. The effects of natural resources on macroeconomic factors have been debated for centuries, and while some countries have sustainably managed their natural resources, empirical evidence shows that positive effects should not be taken for granted. LÄS MER

4. 3. Modeling German Energy Market Hourly Profiles with a Focus on Variable Renewable Energy

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Författare :Vincent Ball; Thomas Pegoraro; [2023]
   Nyckelord :Energy Market; Energy Prices; Renewable Energy; Machine Learning; Business and Economics;

   Sammanfattning : This paper investigates the best methods for modeling hourly profiles in the German energy market for the period between 2018 and 2022. Modeling emphasized variable renewable energy (VRE) and included information on the level of energy production, oil price, COVID lockdowns, and historic hourly energy spot prices. LÄS MER

5. 4. Forecasting Value-at-Risk and Expected Shortfall: A comparison of non- and parametric methods for crude oil amidst extreme volatility

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Otto Colbin; Yugam Sharma; [2023]
   Nyckelord :Value-at-Risk VaR ; Expected Shortfall ES ; Nonparametric estimation methods; Parametric estimation methods; Crude oil.; Business and Economics;

   Sammanfattning : Practitioners primarily utilise nonparametric methods when estimating Value-at- Risk (VaR) and Expected Shortfall (ES) for computing capital requirements. However, various researchers assert that there are issues with those estimates, particularly amidst periods of market turmoil. LÄS MER

7. 5. Understanding European Natural Gas Market Dynamics : An ARCH Analysis of the Relationship Between Natural Gas Prices and Imports

   Kandidat-uppsats,

   Författare :Christoph Ellersiek; Nadia Gnerre; [2023]
   Nyckelord :Natural Gas; TTF Prices; Natural Gas Imports; ARCH Model; Edgeworth Model; Price Volatility;

   Sammanfattning : This thesis analyses the relationship between month-ahead natural gas prices and imports into Europe against the backdrop of the 2022 Russian gas curtailment and gas price spike. Employing an ARCH model, the analysis focuses on the consortium of five major European consumers of natural gas: Italy, Germany, the Netherlands, the United Kingdom, and France. LÄS MER