Sökning: "oil shocks"

Visar resultat 6 - 10 av 39 uppsatser innehållade orden oil shocks.

  1. 6. A time series analysis of the impact of the COVID-19 pandemic on container shipping freight rates: An application to the Asia-Europe trade route

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Chen Yuchun; Zhou Shiyu; [2022-08-03]
    Nyckelord :Container shipping; Freight rates; COVID-19; Oil prices; Stock market prices; Time series model; GARCH;

    Sammanfattning : The outbreak of the COVID-19 pandemic caused a sudden disruption to the shipping industry. However, for container shipping, freight rates have reached record highs during the pandemic. Shipping companies realise that understanding the impact of exogenous shocks on freight rate fluctuations to forecast freight rates is critical. LÄS MER

  2. 7. Oil Shocks and the Russian Economy: Inflation Perspective

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Elena Akhmedova; [2022]
    Nyckelord :oil shocks; oil exporters; economic policy; Russia; time varying parameters;

    Sammanfattning : This paper aims to assess the effect of oil shocks on the Russian econ- omy, focusing on but not limited to inflation, throughout 2000-2019, with the following main points with respect to economic policy: switching to in- flation targeting in 2014 and undergoing several iterations of the fiscal rule. The paper focuses on estimating a Bayesian time-varying parameter VAR model, additionally calculating the oil price pass through to inflation using the Phillips curve approach and modelling impulse responses to oil shocks us- ing non-Bayesian vector autoregressions. LÄS MER

  3. 8. Oil Price Pass-Through in the EMU. An empirical study of the role of energy for oil price pass-through to inflation and inflation differentials

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Evy Dufvenberg Ivarsson; Sofia Berg; [2022]
    Nyckelord :Inflation level; Inflation differentials; The EMU; OLS regression; Local projections; Impulse response functions; Oil price inflation; Energy; Business and Economics;

    Sammanfattning : This paper examines the relationship between oil prices and its pass-through to inflation and inflation differentials in the European Monetary Union from the first quarter of 1999 to the last quarter of 2021. By using local projections to derive impulse response functions of an oil price shock, the pass-through to the inflation level is examined focusing on the role of energy-related transmission channels. LÄS MER

  4. 9. The Relationship between Oil Prices and Inflation – the Role of Oil Dependency

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Per Almgren; Isabelle Holmberg; [2022]
    Nyckelord :Inflation; Macroeconomics; Oil-price Shocks; Structural Vector Autoregression SVAR ; time series data.; Business and Economics;

    Sammanfattning : In the last decades, due to geopolitical tensions, climate change, and technological advancements, countries worldwide are becoming less dependent on oil. This thesis aims to establish if decreased oil dependence weakens the impact of oil price shocks on inflation, thus contributing to the existing literature on the oil-inflation relationship. LÄS MER

  5. 10. 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