1. The relationship between oil prices and stock prices of the European renewable energy companies : a vector autoregressive analysisEnis Slatina, Lejla Lazović-Pita, Ademir Abdić, Adem Abdić, 2023, original scientific article Abstract: This article aims to examine the potential relationship between Brent crude
oil futures prices and the index of the European renewable energy companies.
After the overview of the European legislation and the most recent literature
review on the topic, the article deploys a method of the Vector Autoregressive
Model (VAR). The analysis includes weekly data over eight years (2015-
2022). Our results indicate a positive correlation between Brent crude oil
futures prices and the value of the European Renewable Energy Total Return
(ERIX) index. The estimated bivariate VAR model indicates a statistically
significant relationship, meaning that past values of the ERIX Index may be
used to predict future Brent crude oil prices in the long run. Considering the
most recent systemic disturbance in the world’s commodity market, future
research should consider longer time series and possible relationships of
other macroeconomic factors.
Keywords: renewable energy, Brent crude oil, futures prices, ERIX index, VAR
Published in DKUM: 28.05.2025; Views: 0; Downloads: 5
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2. Technical analysis of the financial markets : a comprehensive guide to trading methods and applicationsJohn J. Murphy, manual Keywords: financial market, finances, financial systems, securities, stock market, indicators, derivatives, futures, options, interests, cycles, trading, financial management, methods, application, technical analysis, financial analysis, exchange, trends, guidebooks
Published in DKUM: 01.06.2012; Views: 3455; Downloads: 258
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3. Foundations of financial markets and institutionsFrank J. Fabozzi, Franco Modigliani, Michael G. Ferri, higher education textbook Keywords: finančne ustanove, finančni trg, finančne inovacije, finančni instrumenti, izvedeni finančni instrumenti, novatorstvo, banke, centralne banke, monetarna politika, denarni trg, premoženje, obrestna mera, devizni tečaji, devizni trg, krediti, zavarovalnice, investicijski skladi, skladi, fond, pokojninski skladi, vrednostni papirji, država, vlada, fiskalna politika, trg vrednostnih papirjev, obveznice, izvršba, listinjenje, hipoteke, terminsko poslovanje, pogodbe, finančno poslovanje, futures, opcije
Published in DKUM: 01.06.2012; Views: 2574; Downloads: 193
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