Exploring Correlations and Volatility Linkages between Lithium and Oil Markets

Detalhes bibliográficos
Autor(a) principal: Nogueira, Leonardo Filipe Baião
Data de Publicação: 2024
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/164628
Resumo: Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management
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spelling Exploring Correlations and Volatility Linkages between Lithium and Oil MarketsLithiumWti Crude OilCorrelationVolatility SpilloversGarchSDG 7 - Affordable and clean energySDG 8 - Decent work and economic growthSDG 9 - Industry, innovation and infrastructureSDG 13 - Climate actionDomínio/Área Científica::Ciências Naturais::Ciências da Computação e da InformaçãoDissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and ManagementThere is an urgent need for an energetic transition, and we are increasingly feeling this pressure from the world's population, and lithium is one of the elements necessary for that. There are indications that electric cars could be the future of the automotive industry, replacing cars powered by fossil fuels. To do this, we need to produce batteries with that precious element, lithium. This study analyses the correlations between five of the largest lithium mining companies based in the USA and China and WTI crude oil. In this paper we focus on the returns of the companies to study their correlations and on the volatilities to study their Volatility Spillovers. It’s known that lithium mining companies and crude oil are not strongly correlated, however they have a strong persistence in their correlation. WTI also doesn't have much influence when it comes to changing the prices of lithium companies, as it is much more self-correlated. Even in these unstable times when we have been through a pandemic and are currently going through a geopolitical conflict, there have been no significant changes in the correlations between these markets.Oliveira, Luís Alberto Ferreira deRUNNogueira, Leonardo Filipe Baião2024-03-08T09:12:41Z2024-01-302024-01-30T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/164628TID:203543548enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:53:33Zoai:run.unl.pt:10362/164628Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T04:00:17.563272Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Exploring Correlations and Volatility Linkages between Lithium and Oil Markets
title Exploring Correlations and Volatility Linkages between Lithium and Oil Markets
spellingShingle Exploring Correlations and Volatility Linkages between Lithium and Oil Markets
Nogueira, Leonardo Filipe Baião
Lithium
Wti Crude Oil
Correlation
Volatility Spillovers
Garch
SDG 7 - Affordable and clean energy
SDG 8 - Decent work and economic growth
SDG 9 - Industry, innovation and infrastructure
SDG 13 - Climate action
Domínio/Área Científica::Ciências Naturais::Ciências da Computação e da Informação
title_short Exploring Correlations and Volatility Linkages between Lithium and Oil Markets
title_full Exploring Correlations and Volatility Linkages between Lithium and Oil Markets
title_fullStr Exploring Correlations and Volatility Linkages between Lithium and Oil Markets
title_full_unstemmed Exploring Correlations and Volatility Linkages between Lithium and Oil Markets
title_sort Exploring Correlations and Volatility Linkages between Lithium and Oil Markets
author Nogueira, Leonardo Filipe Baião
author_facet Nogueira, Leonardo Filipe Baião
author_role author
dc.contributor.none.fl_str_mv Oliveira, Luís Alberto Ferreira de
RUN
dc.contributor.author.fl_str_mv Nogueira, Leonardo Filipe Baião
dc.subject.por.fl_str_mv Lithium
Wti Crude Oil
Correlation
Volatility Spillovers
Garch
SDG 7 - Affordable and clean energy
SDG 8 - Decent work and economic growth
SDG 9 - Industry, innovation and infrastructure
SDG 13 - Climate action
Domínio/Área Científica::Ciências Naturais::Ciências da Computação e da Informação
topic Lithium
Wti Crude Oil
Correlation
Volatility Spillovers
Garch
SDG 7 - Affordable and clean energy
SDG 8 - Decent work and economic growth
SDG 9 - Industry, innovation and infrastructure
SDG 13 - Climate action
Domínio/Área Científica::Ciências Naturais::Ciências da Computação e da Informação
description Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management
publishDate 2024
dc.date.none.fl_str_mv 2024-03-08T09:12:41Z
2024-01-30
2024-01-30T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/164628
TID:203543548
url http://hdl.handle.net/10362/164628
identifier_str_mv TID:203543548
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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