Sökning: "dickey-fuller test"

Visar resultat 1 - 5 av 33 uppsatser innehållade orden dickey-fuller test.

1. 1. Is Bitcoin a Safe Haven?

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :William Stockfors; [2023]
   Nyckelord :Cointegration Bitcoin S P 500 Safe Haven; Business and Economics;

   Sammanfattning : The objective of this bachelor thesis is to assess the safe haven property of Bitcoin by conducting an augmented Dickey-Fuller test and Engle and Granger cointegration test with price data from the COVID-19 crash. The analysis revealed a cointegration relationship between Bitcoin and the S&P 500, indicating a long-run equilibrium between the two and thus providing evidence against the safe haven property. LÄS MER

3. 2. Makroekonomiska effekter på den svenska aktiemarknaden - En analys av makroekonomiska variablers påverkan på OMXS30 via Arbitrage Pricing Theory

   Kandidat-uppsats,

   Författare :Gunnar Engberg; Jonathan Magnusson; [2022-07-01]
   Nyckelord :Arbitrage Pricing Theory APT ; OMXS30; aktieavkastning; makroekonomiska variabler; makroekonomiska faktorer; multifaktormodell; Augmented Dickey-Fuller ADF ;

   Sammanfattning : The aim of the thesis is to examine the relationship between five macroeconomic variables and the index on the Stockholm Stock Exchange, OMXS30, which includes the 30 most traded companies. The macroeconomic variables include industrial production index, inflation, unemployment, the exchange rate and the two year government bond rate. LÄS MER

4. 3. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

   Magister-uppsats, Jönköping University/Internationella Handelshögskolan

   Författare :Kasra Shariati; [2022]
   Nyckelord :Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

   Sammanfattning : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. LÄS MER

5. 4. A Study of the Relationship Between Mean Reversion and a Black Swan Event

   Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Författare :Erik Makra; Felix Snaula; [2022]
   Nyckelord :Mean Reversion; Black Swan; Efficient Market Hypothesis; Behavioural Finance; Dickey-Fuller Unit Root Test;

   Sammanfattning : This study examines the relationship between mean reversion and a black swan event on the Swedish stock market. The data is taken from the Mid Cap and the Large Cap and then compared with the OMXS index. LÄS MER

7. 5. Carbon dioxide, renewable energy and economic growth : A Swedish non-EKC case study

   Master-uppsats, Södertörns högskola/Nationalekonomi

   Författare :Josephine Andersson; Kristina Everstova; [2022]
   Nyckelord :Economic growth; Environmental Kuznets Curve; Granger Approach; VECM; Sweden; Renewable energy consumption;

   Sammanfattning : The purpose of this master’s thesis is to investigate the relationship between renewable and non-renewable energy consumption, economic growth and carbon dioxide emissions per capita in Sweden in the period of 1970-2018. As indicators, the economic indicator will be represented by the per capita gross domestic product, GDP, as the environmental indicator this study will use carbon dioxide emissions per capita, CO2, and the energy use per capita will represent the energy consumption variable. LÄS MER