Browsing BI Open by Author "Lyford, Nina Emelie"

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Shocks and stocks: An examination of stock market returns and -uolatility in relation to changes in the oil marke

Lyford, Nina Emelie; Lindstad, Christina (Master thesis, 2023)

This paper reexamines the dynamic relationship of the oil- and stock markets by extending the original Structural vector autoregressive model (SVAR) for oil market shocks, proposed by Kilian (2009), to include two separate ...
Shocks and stocks: An examination of stock market returns and -uolatility in relation to changes in the oil market

Lyford, Nina Emelie; Lindstad, Christina (Master thesis, 2023)

This paper reexamines the dynamic relationship of the oil- and stock markets by extending the original Structural vector autoregressive model (SVAR) for oil market shocks, proposed by Kilian (2009), to include two separate ...