Essays on commodity dynamics, volatility, and interaction

• المؤلف الرئيسي: Ou, Kun
• مؤلفون آخرون: Chang Youngho
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2017
• الموضوعات: DRNTU::Social sciences::Economic development
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/69724
• المؤسسة: Nanyang Technological University

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-...