Browsing PhD theses (TN-ISØP) by Author "Yahya, Muhammad"
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An Analysis of Temporal and Spectral Connectedness and Spillover in Commodity Markets
Yahya, Muhammad (PhD thesis UiS;457, Doctoral thesis, 2020-05)This thesis is concerned with evaluating the temporal and spectral connectedness and spillover dynamics of commodity prices. The industries of interest are crude oil, agricultural commodities, aquaculture, and Norwegian ...