Browsing Student papers by Subject "economics"
Now showing items 1-20 of 68
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A comparison of Asset Pricing Models in the Norwegian Stock Market
(Master thesis, 2019)Abstract This master thesis tests and evaluates different asset pricing models for the Norwegian stock market. The models are made to explain the cross-section of expected stock returns, and we apply them to real-world ... -
Al and traditional forecasting of currency return using Diebold Li factors from commodities
(Master thesis, 2023)This research paper investigates out of sample forecasting AI compared to traditional models. The data used are oil crude futures prices and the currency pair NOK/USD. The crude oil futures prices is transformed to the ... -
An empirical study on the macroeconomic effects of immigration
(Master thesis, 2019)In this paper, we study the macroeconomic effects of an immigration shock in Sweden, using a Structural Autoregressive (SVAR) model with sign restrictions. We find that labor immigration increases output, participation ... -
Analyzing Returns and Predicting IPO Probability
(Master thesis, 2023)Analyzing returns is a practical approach to gaining insights into the growing wealth disparities. In our study, we utilize data from Norwegian firms spanning the period between 2007 and 2019. Our objective is to investigate ... -
Asset allocation of the Norwegian Government Pension Fund Global with programming in Python
(Master thesis, 2018)This thesis aims to assess if the optimal asset allocation for the Norwegian Government Pension Fund – Global could be improved. We were curious to see if we were able to optimize the portfolio by only looking at the ... -
Buyer Power and Price Formation in Intermediate Goods Markets: a Dynamic Perspective
(Master thesis, 2021)This thesis studies how buyer power affects input prices in intermediate goods markets. The aim is to investigate how a buyer can invest to increase buyer power, and we use Inderst and Wey (2007) as a baseline for our ... -
Can Taylor rule fundamentals predict the usd/nok exchange rate?
(Master thesis, 2017)The objective of this paper is to offer new insight to the exchange rate literature by examining the predictability of the USD/NOK exchange rate. Using Taylor rule fundamentals as a predictor, we examine exchange ... -
Comovement in the Norwegian Stock Market
(Master thesis, 2019)We present the first comprehensive study of excess comovement in the Norwegian stock market, and find that stocks on the OBX index in Norway comove more than their fundamentals would suggest. The comovement is increasing ... -
Copper Price Fluctuations and the Stock Market
(Master thesis, 2021)The aim of this study is to investigate whether the fluctuations in the copper price can add predictive power to a model forecasting stock market returns. Our findings from the in-sample test are that past fluctuations ... -
Credit Spreads Predictability on Norwegian business cycles
(Master thesis, 2019)This thesis examines the predictability of corporate bond credit spreads on Norwegian business cycles. We provide evidence that credit spreads between investment-grade corporate bonds contain significant predictive ... -
Does internet usage impact voter turnout?
(Master thesis, 2017)This master thesis explores the effect of internet usage on political participation and voters’ political preferences, as measured by voter turnout and party vote shares. We conduct a two-stage least squares analysis ... -
Does residential property taxation affect the quality of municipal welfare services? Evidence from the Norwegian school system
(Master thesis, 2018)This master thesis explores the incentive effect of residential property taxation on the quality of welfare services provided by the Norwegian municipalities, where the quality of welfare services are measured by school ... -
Dynamics of Firm Profits and Market Power since 1955: A Divergent Relationship
(Master thesis, 2021)The central purpose of this paper is to take a step towards uncovering the determinants and persistence of profitability. To this end, the paper will employ various measures of profitability, derived from De Loecker, ... -
An Economic Assessment of The Single- Use Plastic Directive: Directive (EU) 2019/90
(Master thesis, 2023)Plastic pollution is rising as a global issue. Consequently, enormous amounts of plastic marine litter are observed worldwide in the oceans. To tackle the issue on a European level, the European Commission introduced the ... -
The effect of policies in achieving the “Norway’s Climate Action Plan for 2021 – 2030”
(Master thesis, 2023)This research paper investigates the impact of energy policies on the energy market in Norway and assesses the possibility of achieving CO2 targets set by Norwegian Ministry of Climate and Environment in the “Norway's ... -
The Effects of Fiscal Policy on the Norwegian Economy : What are the impacts of fiscal policy on output and other macroeconomic variables in the Norwegian economy?
(Master thesis, 2023)This master thesis examines the effect of fiscal policy on various macroeconomic variables in the Norwegian economy, using the recursive approach within a Structural Vector Autoregressive (SVAR) model. The main point of ... -
Effects of Insulting a Nation: An Empirical Study on the Impact of the 2010 Nobel Peace Prize on Norwegian Exports
(Master thesis, 2020)This master thesis revisits the question of the e ects of Chinese trade restriction on Norwegian exports following the awarding of the 2010 Nobel Peace Prize to Chinese dissident Liu Xiaobo. Our study contributes to ... -
Effects of Norwegian Oil Supply Shocks on the Global Oil Market: Implications for Environmental Policies
(Master thesis, 2023)We examine the effect of Norwegian supply shocks on the global oil market and evaluate the environmental consequences. In our research question, we seek to find out how the global oil market will react if we have a ... -
Electoral Cycles and Environmental Cooperation, An event study on elections and environmental agreements
(Master thesis, 2020)How does political competition impact the ability of countries to successfully coordinate their trans-national efforts to fight environmental externalities? As the international community increasingly relies on environmental ... -
Electricity Certificate Scheme as an Incentive for Renewable Energy Development in Norway
(Master thesis, 2020)This study empirically examines the efficacy of the Electricity Certificate Scheme to renewables energy development in Norway. We construct monthly electricity production panel data from various renewable-based sources ...