The relationship between sour crude oil and green energy ETFs

Han, Cunzhi

dc.contributor.advisor	Dodds, J. C. (James Colin)
dc.creator	Han, Cunzhi
dc.date.accessioned	2013-09-25T15:41:26Z
dc.date.available	2013-09-25T15:41:26Z
dc.date.issued	2013
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/25222
dc.description	1 online resource (40 p.)
dc.description	Includes abstract and appendices.
dc.description	Includes bibliographical references (p. 22-24).
dc.description.abstract	The main idea of this paper is to test relationship between Sour Crude Oil market and Green Energy ETFs market. The data samples were collected from Bloomberg through Aug 17th 2012 to Aug 15th 2013. To analyse multiple time series data sets, this paper employed the Johansen test and the Vectors Error Correction model. The final results show both long and short-term relationships, that the Sour Crude Oil spot price is a leading indicator between these two markets.	en_CA
dc.description.provenance	Submitted by Trish Grelot (trish.grelot@smu.ca) on 2013-09-25T15:41:26Z No. of bitstreams: 1 han_cunzhi_mrp_2013.pdf: 1297313 bytes, checksum: 026a4259a44ebcc2b3b56d89ac78eb2c (MD5)	en
dc.description.provenance	Made available in DSpace on 2013-09-25T15:41:26Z (GMT). No. of bitstreams: 1 han_cunzhi_mrp_2013.pdf: 1297313 bytes, checksum: 026a4259a44ebcc2b3b56d89ac78eb2c (MD5)	en
dc.language.iso	en	en_CA
dc.publisher	Halifax, N.S. : Saint Mary's University
dc.title	The relationship between sour crude oil and green energy ETFs	en_CA
dc.type	Text	en_CA
thesis.degree.name	Master of Finance
thesis.degree.level	Masters
thesis.degree.discipline	Finance, Information Systems, & Management Science
thesis.degree.grantor	Saint Mary's University (Halifax, N.S.)