Sökning: "Oil price shocks"

Visar resultat 16 - 20 av 31 uppsatser innehållade orden Oil price shocks.

  1. 16. Oil price effect on Nordic equity market indices

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

    Författare :Linus Hedberg; Carl Wedefelt; [2016-01-27]
    Nyckelord :Return predictability; Oil prices changes; Market Efficiency; Industry-level returns;

    Sammanfattning : This paper empirically investigates the oil price predictability effect documented by Fan and Jahan-Parvar (2012) in the Nordic stock markets at industry-level returns. Using the percentage changes in oil spot prices as a predictor we find that oil price predictability is evident in a relatively small part of the studied industries. LÄS MER

  2. 17. 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

  3. 18. Oil price shocks and trade

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Viktor Åkerström; Simon Ljungqvist; [2016]
    Nyckelord :Oil price shocks; trade balance; VAR; Orthogonalized Impulse Response Functions; Euro area; Business and Economics;

    Sammanfattning : This study aims to examine the effects of oil price shocks on the overall trade- and the non-oil trade balances for ten oil-importing Euro area countries. Theory suggests that the effects from an oil price shock on the oil component of the trade balance for oil importers is negative, but that the effect on the non-oil component is positive. LÄS MER

  4. 19. Oil Price Shocks Effect on Economic Growth - OPEC versus non-OPEC Economies

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Hanna Boheman; Josephine Maxén; [2015]
    Nyckelord :Business and Economics;

    Sammanfattning : Purpose: The purpose of this thesis is to analyse how oil price shocks affect the economic growth in net-oil exporting countries. The aim is to conclude whether the economic growth in the Organisation of Petroleum Exporting Countries (OPEC) is more sensitive to oil price shocks than the economic growth in other exporting countries. LÄS MER

  5. 20. Do Oil Price Shock Affect Household Consumption? -Evidence from five OECD Countries

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nabila Zaman; [2015]
    Nyckelord :OECD; Household consumption; Vector Autoregressive Model; Key words: Oil price shock; Business and Economics;

    Sammanfattning : International oil prices have been fluctuating a lot since decades. Since oil is an important component influencing global indicators, it is also important to evaluate to what extent consumer spending is affected in the aftermath of oil price shocks. LÄS MER