Sökning: "volatility spillover"
Visar resultat 1 - 5 av 37 uppsatser innehållade orden volatility spillover.
1. Hedging in the Renewable Sector: A Case Study on Risk Mitigation for Solar Facilities
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This thesis examines the risks and implications posed by the expansion of the renewable energy sector, using the perspective of Swedish solar facilities and the renewable project developer OX2. The paper is presented as a case study, primarily based on a qualitative methodology, involving interviews with various stakeholders. LÄS MER
2. Rare Earth Metals' Resiliency and Volatility Spillover Effects : A Critical Supply Assessment for Western Technologies From a Risk Management Perspective
Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : This paper explores the relationship between Chinese rare earth metals (REMs) and the industries in the U.S and Europe that heavily rely on them. LÄS MER
3. Cryptocurrency Spillover Effect on Non-Fungible Token Pricing
Kandidat-uppsats,Sammanfattning : The thesis is designated to understand if the pricing of Non-Fungible Tokens (NFTs) is affected by the volatility present in the cryptocurrency market. NFTs are digital assets such as art, music, videos, and virtual property, that are encoded with blockchain-traded rights and have in the recent one a half year seen a large increase in prices and popularity amongst investors. LÄS MER
4. The search for safe haven assets in the time of a global pandemic
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The global pandemic has initially negatively influenced the financial markets all over the world. As a consequence, the volatility in the stock markets increased and investors have experienced great monetary losses. LÄS MER
5. 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 fakultetenSammanfattning : 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