Price dependency and spillover effects in global crude oil markets
The content of this thesis is the result of a comprehensive study about global spot crude oil markets. Using a large data set including 32 crude varieties, this thesis analyzes price dependency, return and volatility spillover effects, and explores the driving forces behind such spillover effects....
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
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2017
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| Online Access: | https://eprints.nottingham.ac.uk/41171/ |