Analýza vlivu změn ceny ropy na vybrané burzovní indexy

Abstract

Subject of this diploma thesis is analyzing the issue of oil price change and its impact on the world's leading stock exchange indices. The analysis is divided into three time periods between 2000 - 2008. For assesment the dependence between these indicators is used correlation analysis. The diploma thesis is divided into three chapters. The first chapter deals with the characteristics of stock exchanges and stock exchange indices. There are in details described individual selected stock exchange indices, their origin, history, structure and international importance. The second chapter is focused on issues relating to oil, the resolution in terms of geographic location, quality and related cost of processing. Chapter is concluded with characteristics of commodity exchanges for energy materials. The last chapter of the work is focused on analyzing the influence of oil price change on stock exchange indices through correlation analysis.