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The Impact of Energy-Related Uncertainty on Global Stock Market Returns

Schweitzer, Marie
(2024)

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Details

Supervisors
Iania, Leonardo
Faculty
Louvain School of Management
Degree label
Master [120] : ingénieur de gestion, à finalité spécialisée
Abstract
This thesis investigates the impact of energy-related uncertainty on global stock returns, utilizing the Energy-related Uncertainty Index (EUI) to measure uncertainty levels. Through a quantitative analysis of stock returns across Europe, Japan, and North America from 1996 to 2022, this study applies the Fama-French five-factor model alongside the EUI. Findings cannot conclude that energy-related uncertainty significantly influences the portfolio stock returns. This research contributes to understanding how energy market fluctuations driven by geopolitical and economic factors affect global financial markets.

Citations

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Schweitzer, M. (2024). The Impact of Energy-Related Uncertainty on Global Stock Market Returns. https://dial-mem.test.bib.ucl.ac.be/handle/2078.2/41463