Oil price, oil companies and their quantile dependency

dc.contributor.advisor	Yahya, Muhammad
dc.contributor.author	Hübertz, Jakob
dc.date.accessioned	2021-09-29T16:30:47Z
dc.date.available	2021-09-29T16:30:47Z
dc.date.issued	2021
dc.identifier	no.uis:inspera:78874059:23315211
dc.identifier.uri	https://hdl.handle.net/11250/2786372
dc.description.abstract
dc.description.abstract	This thesis is written to investigate the quantile dependence between the oil price and the market value of oil producers. Results are presented to show that the dependence is significant in the lower and upper quantiles, and the lower quantiles are shown to have a particularly large impact. Brent oil is shown to possess stronger connectedness to oil companies compared to WTI oil. Furthermore the time-varying connectedness is investigated, and it is shown to increase during periods of market turmoil.
dc.language	eng
dc.publisher	uis
dc.title	Oil price, oil companies and their quantile dependency
dc.type	Master thesis

Studentoppgaver (TN-ISØP) [1411]
Master- og bacheloroppgaver i Byutvikling og urban design / Offshore technology : risk management / Risikostyring / Teknologi/Sivilingeniør : industriell økonomi / Teknologi/Sivilingeniør : risikostyring / Teknologi/Sivilingeniør : samfunnssikkerhet