Essays on commodity dynamics, volatility, and interaction
This thesis consisting of three self-contained essays devotes to the volatility behavior of agricultural commodity, price transmission between energy price and grain price and the extreme returns interaction and response among commodities. The first essay investigates the persistence and permanent-...
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2017
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| Online Access: | http://hdl.handle.net/10356/69724 |
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| Institution: | Nanyang Technological University |
| Language: | English |