Essays about: "Pierre Andreasson"

Found 1 essay containing the words Pierre Andreasson.

  1. 1. Cross-market linkages and the role of speculation in agricultural futures markets

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Pierre Andreasson; Jonathan Siverskog; [2015]
    Keywords : Spillover index; dynamic conditional correlation; commodity futures; speculation; cross-market linkages;

    Abstract : In this study we analyse the role of speculation in forging cross-market linkages between agriculture, equity and crude oil over the period 1992-2014. The market interdependence of ten U.S. READ MORE