Stochastic modeling of Repsol's stock price based on Monte Carlo simulations and macroeconomic scenarios

Identifier:  TFG:9681

Handle: https://hdl.handle.net/20.500.11797/TFG9681

Authors:  Mackie Sanz, Erik

Abstract:
The primary objective of this study is to analyze the utility of the Monte Carlo method as a quantitative tool for predicting the future evolution of Repsol's share price when subjected to adverse macroeconomic factors, such as a rise in crude oil prices. To this end, the study will examine how Brent crude affects Repsol's stock price, as well as the sensitivity and correlation between the two variables. Finally, a prediction regarding the share's value for the year 2026 will be made