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 |
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Studentoppgaver (TN-ISØP) [1412]
Master- og bacheloroppgaver i Byutvikling og urban design / Offshore technology : risk management / Risikostyring / Teknologi/Sivilingeniør : industriell økonomi / Teknologi/Sivilingeniør : risikostyring / Teknologi/Sivilingeniør : samfunnssikkerhet