Blar i Department of Economics and Finance på forfatter "Rinden, Siv Elisabeth"
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The impact of speculation in commodity futures on food prices Modelling the impact of speculation using a generalized autoregressive conditional heteroscedasticity model (GARCH).
Rinden, Siv Elisabeth (Master thesis, 2015)This thesis examine how speculative activities in the commodity futures market affect the commodity spot prices. The relationship between the commodity futures volume of contracts traded, open interest, speculative open ...