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Visar resultat 1 - 5 av 31 uppsatser som matchar ovanstående sökkriterier.

  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

  2. 2. Wealth Redistribution through Balance Sheet Revaluations - Evidence from Norway

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustav Sundén; [2023]
    Nyckelord :Inequality; Wealth; Monetary Policy; Inflation; Household Heterogeneity; Business and Economics;

    Sammanfattning : This thesis investigates the impact of fluctuations in inflation, monetary policy, and oil prices on the balance sheets of Norwegian households across the wealth distribution. Using a Bayesian Structural Vector Autoregression model, this study simulates the shocks and assesses their transmission through the unexpected inflation and portfolio composition channel throughout the wealth distribution. LÄS MER

  3. 3. Negativa utbudsstörningars påverkan på konsumentprisinflationen i Sverige mellan 1998–2022

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oskar Axner; [2023]
    Nyckelord :inflation; oil price; global value chains; supply chain disruptions.; Business and Economics;

    Sammanfattning : This paper examines how negative supply shocks in the form of the oil price and disruptions in the global value chains have affected Swedish consumer price inflation in two periods: 1998Q1- 2022Q3 and 1998Q1-2019Q4. The results from the time series regressions supports the two hypotheses that both the oil price and disruptions in the global value chains have a positive impact on consumer price inflation. LÄS MER

  4. 4. A time series analysis of the impact of the COVID-19 pandemic on container shipping freight rates: An application to the Asia-Europe trade route

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Chen Yuchun; Zhou Shiyu; [2022-08-03]
    Nyckelord :Container shipping; Freight rates; COVID-19; Oil prices; Stock market prices; Time series model; GARCH;

    Sammanfattning : The outbreak of the COVID-19 pandemic caused a sudden disruption to the shipping industry. However, for container shipping, freight rates have reached record highs during the pandemic. Shipping companies realise that understanding the impact of exogenous shocks on freight rate fluctuations to forecast freight rates is critical. LÄS MER

  5. 5. Oil Shocks and the Russian Economy: Inflation Perspective

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Elena Akhmedova; [2022]
    Nyckelord :oil shocks; oil exporters; economic policy; Russia; time varying parameters;

    Sammanfattning : This paper aims to assess the effect of oil shocks on the Russian econ- omy, focusing on but not limited to inflation, throughout 2000-2019, with the following main points with respect to economic policy: switching to in- flation targeting in 2014 and undergoing several iterations of the fiscal rule. The paper focuses on estimating a Bayesian time-varying parameter VAR model, additionally calculating the oil price pass through to inflation using the Phillips curve approach and modelling impulse responses to oil shocks us- ing non-Bayesian vector autoregressions. LÄS MER