Blar i Faculty of Science and Technology på emneord "GARCH model"
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The impact of long-short speculators on volatility of energy commodity futures prices.
(Masteroppgave/UIS-TN-ISØP/2020;, Master thesis, 2020-06)This paper studies the effect of long-short speculators in four energy commodity futures, all traded on the New York Mercantile Exchange (NYMEX) over the period January 2010 to February 2020. Using the Total Open Interest ...