Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 35 for “"Oil Market"”.
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Biodiesel profitability and linkages to the soybean oil market
… investigates the relationship between soybean oil and biodiesel markets in the US through a structural model and a time-series econometric model. A conceptual link is built based on the theories of market efficiencies and implications of a binding mandate on supply and demand. We hypothesize …
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Analysis of oil market fundamental using a system dynamics approach
An unexpected substantial reduction of oil price since June 2014 has drawn a great attention from governments, financial institutions and oil industry because oil supply has been a critical factor influencing the energy markets, economic development and geopolitics worldwide. From a system …
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The transformation of the oil market: A study of financialisation through crises
… level of price volatility and speculation in the oil market over the past three decades. In contrast to mainstream accounts, which typically invoke the notion of global oil shortage and so-called ‘peak oil’ arguments, this thesis suggests that price volatility and speculation in the oil market …
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An econometric model of the world palm oil market and policy implications for the United States
… is concerned with developing a dynamic commodity market model for the international palm oil market. Policy implications for the United States and the rest of the world under alternative trade restrictions and policy instruments are assessed, The first objective of this analysis is related to …
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Essays on the empirical analysis of volatility transmission in petroleum markets
Petroleum markets are undergoing rapid financialization and integration, leading to increased volatility and exposing participants to potentially much greater risks. This thesis addresses the explicit modeling of petroleum price volatility in a multivariate framework and analyzes the relative …
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The Impact of Trade Liberalization on the Indonesian Palm Oil and Coconut Oil Markets
In general, palm oil producers and crude palm oil exporters benefitted from the removal of the export tax. The government lost tax revenues and palm oil consumers suffered accordingly. However, the reduction in welfare to consumers was rather small due to an increase in the substitution between …
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The Estimation of Central Government Revenues in Indonesia
… by declining price movements in the world oil market since 1982. Indonesia is highly dependent on oil revenues in its budget. Its development efforts are heavily affected by these declining oil yields.
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Oil Price Movements and Equity Returns: Evidence from the GCC Countries
<p>This study examines to what extent how oil movements differently affect equity returns in general and sectoral levels of the GCC countries stock markets. Modeling the equity returns volatility requires using GARCH-type models. These models help to explore the pronounced differences of the …
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The impact of fluctuations in the international oil markets on the Iraqi economy
This study examined the impact of oil price shocks on economic growth in oil-exporting countries, including Iraq. As the fourth-largest exporter of crude oil, Iraq's economy faces the challenge of being highly dependent on oil revenues, which places the economy under the influence of fluctuations …
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Essays on Applied Macro- and Micro-Econometrics
… interactions and comovements between the crude oil and natural gas markets with multivariate time series analysis. The second essay investigates interfuel substitution and the demand for a limited number of energy goods with proper microeconomic foundations. The last essay augments the approach …
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2-Factor Models in Credit and Energy Markets
… the spreads and the prices in two different market regimes before and during the credit crisis. In Part B a 2 – factor model with local volatility for oil market is developed. For the first part three structural form models; Merton’s (1974), Leland – Toft (1996) and Longstaff – Schwartz …
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Subset vector autoregressions for listed property and oil markets using bootstrap model selection
… to the International Listed Property Trust (LPT) market and the global oil market. A General-to-Specific (GetS) model selection algorithm and a Bootstrap model based resampling method are employed to determine the best fitting models from a set of candidate models. Section One presents one of the …
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Subset vector autoregressions for listed property and oil markets using bootstrap model selection
… to the International Listed Property Trust (LPT) market and the global oil market. A General-to-Specific (GetS) model selection algorithm and a Bootstrap model based resampling method are employed to determine the best fitting models from a set of candidate models. Section One presents one of the …
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ESSAYS ON THE MACROECONOMIC IMPACTS OF ENERGY AND COMMODITY MARKETS
… macroeconomic impacts of energy and commodity markets. The first essay studies the effects of U.S. energy shocks on international economic activity and the world oil market. I use a set of factor augmented vector autoregressions to identify and compare the impact of unanticipated changes in …
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Speculation and commodity valuations : investigating the effects of speculation in the markets for oil and gold
… prices as the equilibrium relationship in the markets for oil and gold. This enabled the study to conclude that the important assertion made by Antoshin and Samiei that, in the market for oil, causality has been from higher prices to increased speculative activity, and not vice versa, cannot be …
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A study of restructuring in the Chinese petroleum sector
China's oil industry has experienced fundamental changes since 1988. China's oil market will be open to foreign companies just a few years after its entry into the WTO in the end of 2001. The three national petroleum companies had been privatized and listed in overseas capital market exchanges …
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Welfare distortions of climate change policies
… changes in terms of trade, international oil market effect, and international capital flow. This thesis focused on Japan and the European Union, showing that high carbon price does not always correlate with a proportional high percentage welfare loss.
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Consequences of oil price plunges for the Kazakh economy and possible mitigation measures
The last oil prices plunge1, which started in June 2014, affected the world economies seriously. This dissertation addresses the reasons, which resulted in this situation on the world oil market. It then analyzes consequences for oil exporting and importing countries, opportunities and challenges …
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Essays on gasoline price spikes, environmental regulation of gasoline content, and incentives for refinery operation
… 1999, regional retail and wholesale gasoline markets in the United States have experienced significant price volatility, both intertemporally and across geographic markets. In particular, gasoline prices in California, Illinois and Wisconsin have spiked occasionally well above gasoline prices …
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Commodity market modeling and physical trading strategies
… curve is proposed and calibrated to the crude oil, shipping, natural gas, and heating oil markets. The theoretical properties of this model are explored, with focus on its decomposition into independent factors affecting the level and slope of the forward curve. The two-factor model is then …
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