Blar i Studentoppgaver (TN-ISØP) på emneord "generalized spillover index"
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Volatility Spillover Between Commodities and Equities - a Study of Oil, Steel, and Cotton
(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 ... -
Volatility Spillover in Crude Oil Markets - a Study on Major Crude Oil Benchmarks
(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. ...