Sökning: "asymmetric oil price effects"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden asymmetric oil price effects.

  1. 1. Market integration and price transmission : analysis on Ethiopian sesame seed export

    Master-uppsats, SLU/Dept. of Economics

    Författare :Addis Abera Ayalew; [2018]
    Nyckelord :commodity market; market integration; price transmission; cointegration; VECM;

    Sammanfattning : This study investigates how the Ethiopian sesame seed export market is integrated to selected reference markets in China and the US. Cointegration and vector error-correction model (VECM) are employed using monthly data over the period 2010 to 2018. LÄS MER

  3. 2. The oil price-macroeconomy relationship revisted

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

    Författare :Julius Hellström; Henrik Forsberg; [2016-07-01]
    Nyckelord :oil price shock; Financial stress; Asymmetric oil-macroeconomy relationship; IS LM-framework;

    Sammanfattning : Our study aims to evaluate the Mundell-Fleming model ability to predict the effects from a oil price shock to output and interest rates by analyzing data, from the last thirty years, by using a VAR-model. Our results show an asymmetric effect between oil price and GDP growth while the oil price-interest rate relationship partly holds. LÄS MER

  4. 3. 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

  5. 4. Ger räntepolitiken upphov till skevheter i den svenska utrikeshandeln?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oskar Johansson; Hannes Jägerstedt; [2015]
    Nyckelord :export; import; realränta; real växelkurs; VAR-modell; Riksbank; Business and Economics;

    Sammanfattning : The purpose of this paper is to investigate whether the Swedish Riksbank's repo rate has any asymmetric effects on Swedish exports and imports. This question becomes especially interesting when considered within the context of today’s unprecedented monetary policy measures. LÄS MER

  7. 5. “To what extent are stock returns driven by mean and volatility spillover effects”?-Evidence from eight European stock markets

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Abdulla Alikhanov; [2012]
    Nyckelord :oil price; mean; emerging markets; volatility spillovers; E.U; the U.S; Stock markets; exchange rates; asymmetric effects.; Business and Economics;

    Sammanfattning : The paper investigates the mean and volatility spillover effects from U.S and EU stock markets as well as oil price market into national stock markets of eight European countries. The study finds strong indication of volatility spillover effects from global US, regional EU, and world factor oil towards individual stock markets. LÄS MER