Sökning: "finance oil"

Visar resultat 1 - 5 av 23 uppsatser innehållade orden finance oil.

  1. 1. How do ESG assets relate to the financial market? : A Diebold-Yilmaz spillover approach to sustainable finance

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

    Författare :Shobair Moosawi; Ludvig Segerhammar; [2022]
    Nyckelord :AR 1 -GARCH p; q ; Commodity; ESG; Equity; Return; Spillover; Sustainability; Sustainable finance; Volatility;

    Sammanfattning : The purpose of this master’s thesis is to investigate to what extent ESG assets and traditional benchmarks affect one another. Since sustainable investment is a growing segment of the financial market, investors need to be informed about how it may affect their portfolios, and by extension if it can be used for portfolio diversification. LÄS MER

  3. 2. Political risk and Russian oil stock : A comparison of performance and volatility between leading producers in a global context

    Magister-uppsats, Uppsala universitet/Institutionen för informatik och media

    Författare :Mardin Sheikhani; [2021]
    Nyckelord :russian studies; finance; oil stock; political risk; oil; stock;

    Sammanfattning : This paper compares Russian and US oil stock performance in terms of risk adjusted returns and volatility with an emphasis on political risk. This is done through using the Sharpe ratio and expanding the notion of risk-free interest rates to capture different levels of political risk in monetary terms. LÄS MER

  4. 3. The Impact of OPEC Announcements on Stock Returns

    Kandidat-uppsats, Jönköping University/IHH, Nationalekonomi

    Författare :Oliver Samer Haydar; Marcus Reilimo; [2020]
    Nyckelord :OPEC; Event study; CAPM; CAAR; EMH; Behavioural finance;

    Sammanfattning : The purpose of this study is to investigate the effects of OPEC oil production cut announcements on stock returns of specified companies listed on the London Stock Exchange. Two categories are constructed from stocks of companies operating in oil, gas and mining sectors and companies operating in pharmaceutical, industrial engineering and industrial transportation sectors, respectively. LÄS MER

  5. 4. Predicting and Assessing Economic Crises

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Maria Engelson; [2020]
    Nyckelord :Financial Crisis Forecasting; Early Warning Models; Macroeconomic Imbalances; COVID-19; Stock Market Crash;

    Sammanfattning : This document constitutes of two theses to fulfil Stockholm School of Economics requirements for the Double Degree Programme in Finance between Stockholm School of Economics (Home School) and Universita` Commerciale Luigi Bocconi (Host School). The first thesis was written, submitted, and defended at Universita` Commerciale Luigi Bocconi in July 2020. LÄS MER

  7. 5. Oil Price and Sector Returns : An International Analysis on the role of Oil Dependency in the Financial Sector

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Victor Babakhani; Aalhuizen Christoffer; [2019]
    Nyckelord :Oil Price; Sector return; Oil; Systematic Risk; Sustainable Development; Finance;

    Sammanfattning : Olja har under det förgångna seklet varit en av industrialiseringens stöttepelare. Idag, med omfattande satsningar inom hållbar utveckling så är inverkan av oljan högt aktuellt och inom en snar framtid kan den se en påtaglig nedbringa även om det har visats att dess relevans kommer kvarstå åtminstone fram till 2040. LÄS MER