Essays about: "Ludwig Skans"

Found 1 essay containing the words Ludwig Skans.

  1. 1. Exploring the Determinants of Agricultural Commodity Returns

    University essay from Göteborgs universitet/Graduate School

    Author : Andreas Blidberg; Ludwig Skans; [2023-06-29]
    Keywords : Agricultural commodities; Energy commodities; Granger causality; Vector Error Correction Model; VECM; Impulse Response Functions; IRF;

    Abstract : This paper investigates the Granger causal relations between agricultural commodity returns and several potential determinants using a multivariate Vector Error Correction Model (VECM) and Impulse Response Functions (IRF). Agricultural commodities are critical for global food supply, and understanding their determinants is crucial for policymakers and investors. READ MORE