Browsing USN Open Archive by Author "Olsen, Anette Hadberg"

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Oil price shocks and stock market returns in a net oil exporting economy: An empirical analysis of Norway

van Mourik, Sindre; Olsen, Anette Hadberg (Master thesis, 2017)

We investigate the impact of oil price shocks on the Norwegian stock market returns for the period 1997-2017. We employ different oil price specifications in dynamic VAR models and in alternative models, to examine how ...