Browsing UiS Brage by Author "Løkken, Vegard Nordgård"
Now showing items 1-1 of 1
-
Volatility Spillover Between Commodities and Equities - a Study of Oil, Steel, and Cotton
Løkken, Vegard Nordgård; Aas, Ørjan Østensen (Masteroppgave/UIS-TN-ISØP/2020;, Master thesis, 2020-06-06)In the 21st century, there has been an increase in the investments in commodity markets. More investors have started to include commodities in their portfolios. The research on how commodity markets interact with other ...