The relationship between sour crude oil and green energy ETFs

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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.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.)


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