Browsing Master's theses (HH) by Subject "petroleum"
Now showing items 1-2 of 2
-
Energimarkedene i Vest-Europa : en økonometrisk analyse
(Master thesis, 2012-08-06)Formålet med denne masteroppgaven er å undersøke samspillet mellom de vest-europeiske markedene for olje, gass og elektrisitet. Det gjennomgående tema er kointegrasjon, og sees i forhold til dagens markeder. Historisk og ... -
Investment strategies in the crude oil futures market : an empirical analysis of its return and its causes
(Master thesis, 2012-06-01)We show that while a passive investment strategy going long in WTI oil futures yields an annual excess return of 8.1% between January 1985 and June 2010, an active but very simple investment strategy going long in backwardation ...