• A FICC-study on return spillover - Case study: Norway 

      Holm, Christian Kenneth Edvardsen; Lukerstuen, Lars (Masteroppgave/UIS-TN-ISØP/2020;, Master thesis, 2020-06-13)
      During periods of downward turns, and high volatility, there is an associated increase in individual asset risk, as well as effects stemming from the volatility of other assets. This spillover effect is well studied for ...
    • The relationship between crude oil and other commodities 

      Hostvedt, Ole Wagle; Ramsland, Brian Oliversen (Masteroppgave/UIS-TN-IØRP/2014;, Master thesis, 2014-06-02)
      This thesis analyzes the effect of crude oil on the prices of commodities. The thesis provides an overview of the oil market and of its participants, as well as how the price of crude oil and the commodities is determined ...
    • Volatility Spillover in Crude Oil Markets - a Study on Major Crude Oil Benchmarks 

      Dahl, Petter Holst; El-Adawy, Leo (Masteroppgave/UIS-TN-ISØP/2019;, Master thesis, 2019-06-12)
      There exists a considerable body of research literature investigating the connectedness between crude oil markets and other financial markets. However, connectedness within the crude oil market has received little attention. ...