Blar i Studentoppgaver (TN-ISØP) på emneord "efficient market hypothesis"
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A comparative volatility analysis and an enquiry into the future of Bitcoin
(Masteroppgave/UIS-TN-IØRP/2018;, Master thesis, 2018-06)The main object of this thesis is to investigate if Bitcoin has matured as a financial asset. We intend to do this by comparing the volatility of Bitcoin to the volatility of gold and S&P500 using the best fitting GARCH ... -
Relationship between futures and spot market prices – an empirical study of the U.S Natural gas market before and after the Shale gas revolution
(Masteroppgave/UIS-TN-IØRP/2018;, Master thesis, 2018-06)In 2009, a massive increase in production of natural gas started due to new technology. Based on this increase in production, this study examines the efficient market hypothesis in the US natural gas market for the period ...