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Impact of crude oil volatility on stock returns: Evidence from Southeast Asian markets
(2018)
Pro gradu - tutkielma
Pro gradu - tutkielma
The study investigates the connection between international oil indices and Southeast Asian stock markets. The outcomes of both employed models, namely EGARCH and GARCH-jump, confirm the significant oil-stock linkage in ...
Modelling and Forecasting the Volatility of the Nordic Power Market : An Application of the GARCH-Jump Process
(Springer, 2022-09-20)
- bookPart
Although extreme jumps in electricity prices are a common phenomenon, investigating the jump behaviour in the power market does not receive significant attention in earlier studies. The present study aims to conceal this ...
Price Volatility in Crude Oil and its Impact on Indian Stock Market
(2019)
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
This paper investigates whether the equity returns of the Indian equity market are sensitive to the fluctuations occurring in the global crude oil volatility index (OVX), a forward-looking measure of oil market uncertainty ...