Research On The Volatility Of Oil Futures And European Stock Markets
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Research On The Volatility Of Oil Futures And European Stock Markets
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Author : Dexiang Mei
language : en
Publisher: Scientific Research Publishing, Inc.
Release Date : 2020-08-13
Research On The Volatility Of Oil Futures And European Stock Markets written by Dexiang Mei and has been published by Scientific Research Publishing, Inc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-13 with Juvenile Nonfiction categories.
The volatility has been one of the cores of the financial theory research, in addition to the futures market is an important part of modern financial markets, the futures market volatility is an important part of the theory of financial markets research.
Dynamic Linkages And Volatility Spillover
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Author : Bhaskar Bagchi
language : en
Publisher: Emerald Group Publishing
Release Date : 2016-11-01
Dynamic Linkages And Volatility Spillover written by Bhaskar Bagchi and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-01 with Business & Economics categories.
This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and stock markets of emerging economies. Unfortunately very little research has been conducted to analyze the volatility spillovers and dynamic relationship between crude oil prices, exchange rates and stock markets of India.
Volatility Of Oil Prices
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Author : Mr.Peter Wickham
language : en
Publisher: International Monetary Fund
Release Date : 1996-08-01
Volatility Of Oil Prices written by Mr.Peter Wickham and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-08-01 with Business & Economics categories.
This paper examines the behavior of crude oil prices since 1980, and in particular the volatility of these prices. The empirical analysis covers “spot” prices for one of the key internationally traded crudes, namely Dated Brent Blend. A GARCH (generalized autoregressive conditional heteroscedastic) model, which allows the conditional variance to be time-variant, is estimated for the period which includes the oil price slump of 1986 and the surge in prices in 1990 as a result of the Iraqi invasion of Kuwait. The paper also discusses the growth of futures and derivative markets and the dynamic links between spot and futures markets.
6th International Finance Conference On Financial Crisis And Governance
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Author : Mondher Bellalah
language : en
Publisher: Cambridge Scholars Publishing
Release Date : 2011-08-08
6th International Finance Conference On Financial Crisis And Governance written by Mondher Bellalah and has been published by Cambridge Scholars Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-08 with Business & Economics categories.
Financial markets, the banking system, and the real estate, commodity and energy markets have, since 2007, been experiencing higher integration, more volatility and have undergone several shocks. More coordination is needed between G20 and market authorities. Regulators, banking supervision agencies and politicians are worried about economic growth and financial crisis. This book covers seven aspects related to financial economic issues, along with some connected topics. The first covers risk assessment, corporate governance and value creation through an appropriate risk management system. The second covers international investments, market correlation, institutional holdings and market reactions during crisis. The third part is devoted to empirical and quantitative analysis of the observed economics and finance issues. The fourth part is devoted to the role of debt in financial crisis and its impact on financial markets and the world economy. The fifth part is devoted to debt policy, free cash flows and the structure of governance. The sixth part deals with management control and the importance of communication. The last part covers Islamic finance as an alternative to conventional finance for the debt solution, the importance of the energy sector and the role of financial innovations.
The Hydrogen Economy
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Author : Jeremy Rifkin
language : en
Publisher: Penguin
Release Date : 2003-08-25
The Hydrogen Economy written by Jeremy Rifkin and has been published by Penguin this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-08-25 with Political Science categories.
The road to global security," writes Jeremy Rifkin, "lies in lessening our dependence on Middle East oil and making sure that all people on Earth have access to the energy they need to sustain life. Weaning the world off oil and turning it toward hydrogen is a promissory note for a safer world." Rifkin's international bestseller The Hydrogen Economy presents the clearest, most comprehensive case for moving ourselves away from the destructive and waning years of the oil era toward a new kind of energy regime. Hydrogen-one of the most abundant substances in the universe-holds the key, Rifkin argues, to a cleaner, safer, and more sustainable world.
Trading Catalysts
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Author : Robert Ivory Webb
language : en
Publisher: Financial Times/Prentice Hall
Release Date : 2007
Trading Catalysts written by Robert Ivory Webb and has been published by Financial Times/Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Business & Economics categories.
"Trading Catalysts takes you into the market and recounts moment-by-moment price action. From an almost 14% rise in the Nasdaq following a surprise Fed rate cut to an incredible (and temporary) 22% decline in the S&P 500 futures price folliwng a single large sell order, Trading Catalysts is loaded witih real-life examples of how events move markets. Must reading for traders and investors alike." --Victor Canto, Pd.D., founder of La Jolla Economics and a columnist for The National Review "At last...an invaluable investment book that shows in detail how markets actually behaved during extreme events, times when fortunes were won or lost in the blink of an eye. This is the real world of trading and risk, not academic theory. Read, learn and prepare yourself because these types of extraordinary events will happen again." --Peter Matthews, Managing Partner, Optimation Investment Management LLC Understand the Triggers of Market Volatility—and Take Advantage of Them Actionable lessons from 25 years of major events—and the market’s reactions to them Predicting the market impact of everything from Fed statements to natural disasters Separating real information from noise, major “market movers” from trivia In Trading Catalysts, Robert I. Webb examines the various factors that move markets. Webb focuses on the catalysts that spark the biggest price changes—and the greatest potential for substantial profits or losses. Using numerous real market examples, Webb demonstrates the often inconsistent response of prices to similar trading catalysts across markets and over time, the occasional significantly delayed response, and the frequent market overreaction. Whether traders bet directly on a trading catalyst, on the presumed market reaction (or overreaction) to it, or not at all, the potential impact on market prices and volatility means that all traders must pay attention to trading catalysts and the market reactions that they induce. At the very least, the prospect of significant volatility around some event may affect the timing of a trader’s entry or exit of positions and may cause a trader to reduce his position size. If you’re a serious trader, this book will help you understand the influence of trading catalysts and identify potential trading opportunities. Volatile financial markets create both the risk of substantial losses and the opportunity for substantial gains. Sudden jumps or breaks in prices can impart a roller-coaster-ride-like quality to trading or investing in financial markets. Trading Catalysts is the first complete guide to the events that spark large changes in prices. These include: central bank actions; ill-advised comments by policymakers; news of natural disasters; elections; certain economic reports; terrorism; company specific announcements; the unwinding of large positions by key market participants; and simple trading errors among others. The varied origin of trading catalysts means that some traders may have an edge in anticipating the market’s reaction to certain trading catalysts. Numerous real market examples take the reader into the heart of the market to illustrate the direction, magnitude, speed, duration, intensity and breadthof influence of trading catalysts on market prices. Because a minute can be a “lifetime” in the world of trading, many of the detailed examples recount moment-by-moment and tick-by-tick changes in market prices. This book discusses the role that trading theses(or prevailing beliefs about market relationships), market conditions,and sentimentplay in determining how prices react and sometimes overreact to various trading catalysts over time. Trading Catalysts will help readers anticipate potential events that could spark rallies or breaks; predict situations with feedback loops that drive markets up or down; and identify situations where substantial overreactions are likely to occur. Size Matters: When key players unwind positions and move the markets The Information in Economic Reports: Rout or Rally? Uncertain market reaction to the forecast errors from economic reports Talk Isn’t Cheap: When the comments of politicians and policymakers move markets Market Interventions: When governments intervene: case studies, from currencies to oil Geopolitical Risk: From elections to terrorism to wars Bubbles, Crashes, Corners, and Market Crises: Lessons from the “silver corner,” the 1987 stock market crash, and the Asian Financial Crisis Quantifying the Market Impact of Natural Disasters: From earthquakes to floods to mad cow disease Fat Fingers: When trading errors and mistranslations move the market Of Straws and Camels’ Backs: When trivial news sparks huge moves Preface Chapter 1: Introduction Chapter 2: Market Conditions and Sentiment Chapter 3: Talk Isn’t Cheap Chapter 4: Geopolitical Events Chapter 5: Weather and Natural Disasters Chapter 6: Market Interventions Chapter 7: Periodic Economic Reports Chapter 8: Size Matters Chapter 9: Bubbles, Crashes, Corners, and Market Crises Chapter 10: The Accidental Catalyst Index
The Interrelationship Between Financial And Energy Markets
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Author : Sofia Ramos
language : en
Publisher: Springer
Release Date : 2014-08-09
The Interrelationship Between Financial And Energy Markets written by Sofia Ramos and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-09 with Business & Economics categories.
In the last decade, energy markets have developed substantially due to the growing activity of financial investors. One consequence of this massive presence of investors is a stronger link between the hitherto segmented energy and financial markets. This book addresses some of the recent developments in the interrelationship between financial and energy markets. It aims to further the understanding of the rich interplay between financial and energy markets by presenting several empirical studies that illustrate and discuss some of the main issues on this agenda.
The Theory Of Interest As Determined By Impatience To Spend Income And Opportunity To Invest It
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Author : Irving Fisher
language : en
Publisher:
Release Date : 2018-10-12
The Theory Of Interest As Determined By Impatience To Spend Income And Opportunity To Invest It written by Irving Fisher and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-12 with Business & Economics categories.
Few American economists have exerted an international influence equal to that of Yale professor Irving Fisher (1867-1947) who excelled as a statistician, econometrician, mathematician, and pure theorist. Of his 18 published volumes on economics, those in monetary economics constitute his most enduring contribution; indeed much of Fisher's work on capital, interest, income, money, prices and business cycles has been incorporated into modern analyses. Of all his works, "The Theory of Interest" is especially significant; not only does it contain his celebrated theory in which the rate of interest is shown to be dependent upon all other elements involving productivity, time preference, risk and uncertainty, but also a strikingly original explanation of the broader capitalistic process.
The Effect Of Futures Trading On Cash Market Volatility
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Author : Gary Robinson
language : en
Publisher:
Release Date : 1993
The Effect Of Futures Trading On Cash Market Volatility written by Gary Robinson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Finance categories.
Oil Price Volatility And The Role Of Speculation
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Author : Samya Beidas-Strom
language : en
Publisher: International Monetary Fund
Release Date : 2014-12-12
Oil Price Volatility And The Role Of Speculation written by Samya Beidas-Strom and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-12-12 with Business & Economics categories.
How much does speculation contribute to oil price volatility? We revisit this contentious question by estimating a sign-restricted structural vector autoregression (SVAR). First, using a simple storage model, we show that revisions to expectations regarding oil market fundamentals and the effect of mispricing in oil derivative markets can be observationally equivalent in a SVAR model of the world oil market à la Kilian and Murphy (2013), since both imply a positive co-movement of oil prices and inventories. Second, we impose additional restrictions on the set of admissible models embodying the assumption that the impact from noise trading shocks in oil derivative markets is temporary. Our additional restrictions effectively put a bound on the contribution of speculation to short-term oil price volatility (lying between 3 and 22 percent). This estimated short-run impact is smaller than that of flow demand shocks but possibly larger than that of flow supply shocks.