Course code BUS320

BUS320 Empirical Analyses of Financial and Commodity Markets II

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Showing course contents for the educational year 2017 - 2018 .

Course responsible: Sjur Westgaard
ECTS credits: 7.5
Faculty: School of Economics and Business
Teaching language: EN, NO
(NO=norsk, EN=Engelsk)
Limits of class size:
-
Teaching exam periods:
This course starts in Autumn parallel. This course has teaching/evaluation in Autumn parallel.
Course frequency: Annually
First time: Study year 2016-2017
Last time: 2018H
Preferential right:
Masters degree students in Business Administration.
Course contents:

This is a research based course within empirical analyses of financial and commodity markets. With financial markets we mean stocks, currency, and bond markets. With commodity markets we mean energy, metals, agricultural markets, and related markets (such as shipping/freight markets).

The aim of the course is to develop the students ability to conduct econometric analyses of financial and commodity markets and to write a research term paper (semesteroppgave). In this course, the students are expected to invest a significant amount of individual work in the semester assignment. The students will also present their term paper at the end of the course.

The course will give a platform for writing master and phd thesis within the area of financial econometrics.

Learning outcome:

Knowledge

The candidate will after ending the course have acquired knowledge of:

  • How to write and present termpapers / master- and phd thesis
  • How to collect references
  • How to retrieve data from databases and use commercial software
  • Ethical rules within the area of academic publishing
  • How to define a research question / write an introduction
  • How to critical review literature
  • How to describe data and perform descriptive statistics
  • How to describe the methods applied in a termpaper
  • Performing and discussing empirical analysis
  • How to review findings, conclude and discuss implication of results
  • Setup for references, tables and figures

Skills

The candidate will after ending the course be able to:

  • Formulate interesting research questions within finance- and commodity markets
  • Retrieve and discuss references within finance- and commodity markets
  • Collect and interpret data and perform descriptive statistics
  • Use and describe statistical methods
  • Perform empirical analysis of finance and commodity markets
  • Present and write termpapers

General competence

  • Competence within microeconomics and finance (investments and risk management)
  • Compentence within statistical analysis of data
  • Competence with data collection, excel and analysis of finance and commodity markets
  • Competence of presenting academic papers
  • Competence in writing academic papers
Learning activities:

Teaching from faculty on how to write termpapers, collecting references, usage of databases and statistical software.

Presentation of termpaper from students.

Teaching support:
-
Syllabus:

Relevant articles from the scientific journals.

* Chris Brooks, 2014, Introductory Econometrics for Finance, Cambridge University Press

* Colin Carter, 2015, Futures and Options Markets: An Introduction, Rebel Text

* Ruey Tsay, 2014, Analysis of Financial Time Series, Wiley

Prerequisites:
Introductory finance (BUS220), BUS323 Commodity Market Analysis and BUS321 Empirical Analyses of Financial and Commodity Markets - Theory or a similar course in financial econometrics.
Recommended prerequisites:
Mandatory activity:
-
Assessment:
Semester assignment (counts 100 % of total grade). A retake exam is not organized in this course. Those who do not pass need to take the course next time the course is organized.
Nominal workload:
225 hours.
Entrance requirements:
Bachelor in  Business or Economics
Reduction of credits:
-
Type of course:
Group and individual guidance.
Note:
This course is recommended in the semester before you write your masterthesis.
Examiner:
External examiner will control the quality of syllabus, questions for the final examination, and principles for the assessment of the examination answers.
Examination details: Term paper: A - E / Ikke bestått