The thesis deals with the analysis of the oil market with emphasis on the period from 2010 to May 2017. The aim of the thesis is to test the sensitivity of the oil price to the selected fundamental indicators and trading positions of the traders according to CFTC data. The work, in addition to the theoretical introduction, contains information on key fundamentals such as US oil production, the process of publishing reports on the state of oil stocks in the US, and the process of publishing reports on oil market traders' positions and subsequent data analysis. It confirmed that the price of oil correlates significantly with traders' positions, but the Granger test suggested that the change in the price of oil is causally affecting the position of traders and not vice versa.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:360586 |
| Date | January 2017 |
| Creators | Cinert, Vojtěch |
| Contributors | Stádník, Bohumil, Mazáček, David |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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