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Record W3005135327

RELATIONSHIP BETWEEN OIL PRICE AND STOCK MARKETS BEFORE AND AFTER 2014-2015 OIL PRICE COLLAPSE

2020· dissertation· en· W3005135327 on OpenAlexaboutno aff
Anton Seabastian Hietala

Bibliographic record

VenueOsuva (University of Vaasa) · 2020
Typedissertation
Languageen
FieldEnergy
TopicOil, Gas, and Environmental Issues
Canadian institutionsnot available
Fundersnot available
KeywordsOil priceStock priceEconomicsFinancial economicsMonetary economicsStock (firearms)Oil-storage tradeCrack spreadGeologyEngineeringSeries (stratigraphy)
DOInot available

Abstract

fetched live from OpenAlex

The priming of this thesis investigates the price formation of oil and stock market shares which is followed by the introduction of previous studies. The evidence of the relationship between oil price and stock markets in previous papers are introduced globally and mainly from 21-century. Majority of the previous results indicates that oil price shock affects negatively to stock markets in most of the countries with the exception of oil producer countries or companies examined. However, contrary results with none significant effect occurred also. Reason for the asymmetric results can be that the economy consists of many factors impacting the relationship of oil price and stock markets. These factors are for example changes in wages, interest rates, commodity prices, stock market behavior or changes in technology or even in political situation. Many impacting factors or changes in different commodity prices may offset the changes in energy cost which complex the effect of oil price to the stock markets.
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\nParticularly, this research concentrates on the effect of oil price to stock markets on 2010s separately before and after the 2014 oil price collapse. The thesis investigates whether the relationship between oil and stock market is similar in the 2010s as in the previous literature and whether the price collapse has had any impact on the relationship.
\nThe analysis is executed by conducting simpler two independent variable market models and multiple control variable models separately from time before the oil price collapse in 2014-2015 and after it. The research concentrates on important economic and oil regions including United States, Canada, Europe, Norway, China and Russia.
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\nThe results of the research are somewhat in line with the previous literature stating that countries with relatively large oil production industry often tend to have positive relationship between oil price and stock markets. The positive impact was slightly milder after concluding the control variables to the model in effort to make model more reliable. The oil price impact to the stock markets also seemed to be weaker after the oil price collapse, stating that the oil price might be less crucial in lower price levels, exception being Norway. This research does not find any significant negative relationship on oil price and stock markets in any of the regions in 2010s. When examining large economies, the oil price impact on stock markets seemed not to be significant, excluding China´s positive relationship before the oil price collapse.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.088
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.012
GPT teacher head0.213
Teacher spread0.201 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2020
Admission routes1
Has abstractyes

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