• Oil Price and Equity Markets: Modeling Co-Movement and Conditional Value at Risk 

      Solvang, Jørn; Aarø, Thomas (Masteroppgave/UIS-SV-HH/2017;, Master thesis, 2017-06-13)
      This paper studies the co-movement between oil prices and stock markets during the period 2006 – 2017 utilizing quantile regression. The studied stock indices are AEX, BOVESPA, CAC40, DAX30, EUROSTOXX50, FTSE100, SMI, ...
    • The Impact of Oil Price Volatility on Statoil 

      Johannessen, Frida; Skjelvik, Karina (Masteroppgave/UIS-SV-HH/2017;, Master thesis, 2017-06-13)
      PROBLEM STATEMENT How do oil price movements impact Statoil ASA? RESEARCH QUESTIONS Do oil price fluctuations have an explainable effect on Statoil’s capital expenditures and operating expenditures? Do oil price ...