Sökning: "cointegration"

Visar resultat 16 - 20 av 216 uppsatser innehållade ordet cointegration.

1. 16. One slope does not fit all: Investigating Heterogeneity in Cointegration and Panel Methods in the Energy Intensity Literature

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Sara Svensson; [2022]
   Nyckelord :Panel Data Methods; Heterogeneity; Energy Economics; Environmental Economics; Business and Economics;

   Sammanfattning : This thesis aims to analyze the methods of existing studies on the relationship be- tween energy intensity and economic variables. I study panel data from 42 countries to examine the cointegration between energy intensity and GDP, capital stock, pop- ulation, and CO2 emissions as well as estimate their relationship with a pooled common correlated effects (CCEP) estimator. LÄS MER

3. 17. Beyond the Turning Point: The Environmental Kuznets Curve for CO2 Emissions in Romania

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Mara Balasa; [2022]
   Nyckelord :environmental Kuznets curve; autoregressive distributed lag; Granger causality; Romania;

   Sammanfattning : This thesis studies the long-run relationship between environmental degradation measured by carbon dioxide (CO2) emissions per capita and economic growth measured by gross domestic product per capita in Romania, between 1968 and 2018. The study is conducted using the environmental Kuznets curve (EKC) framework and the autoregressive distributed lag bounds test for cointegration. LÄS MER

4. 18. The impact of macroeconomic variables on the Swedish stock market : A VECM approach

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Nationalekonomi

   Författare :Simon Ternbo; [2022]
   Nyckelord :;

   Sammanfattning : This paper examines the effects of macroeconomic indicators on the Swedish stock market, during the period from December 2002 until December 2021. The effects are examined through a Vector Error-Correction model (VECM), which is based on Johansen’s test of cointegration. LÄS MER

5. 19. Kan tunga transporter sia om det svenska konjunkturläget? : En ekonometrisk studie av förhållandet mellan tunga transporter och svensk BNP & IPI

   Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Författare :Anton Eskilsson; Mikael Wittlock; [2022]
   Nyckelord :Granger-causality; cointegration; economic growth; GDP; IPI; road freight; Granger-kausalitet; kointegration; konjunkturindikator; BNP; IPI; tunga transporter;

   Sammanfattning : Bakgrund: Prognoser för den framtida konjunkturutvecklingen är av värde för såväl allmänheten som beslutsfattare i många led. De förlitar sig på olika former av ekonomiska prognoser för att justera sina förväntningar på efterfrågan och prissättning därefter. LÄS MER

7. 20. The relationship between Renewable Energy, Electricity Prices and the Stock Market : A study on the relation between electricity prices and stock markets in chosen European countries with different energy sources

   Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Författare :Tilda Forslin; Gabriel Cedergren; [2022]
   Nyckelord :Renewable Energy; Electricity Prices; Stock Market; Volatility; Johansen’s Cointegration Test; GARCH; DCC-GARCH;

   Sammanfattning : In this study we analyse the relationship between renewable energy, electricity prices, and the stock market. The impact from electricity prices on stock markets have previously been thoroughly analysed. LÄS MER