Essays about: "Wenjia Duan"
Found 1 essay containing the words Wenjia Duan.
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1. Long Run Relationships between Base Metals, Gold and Oil
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper investigates the possible presence of long-run relationships (cointegration) among base metals and between base metals, Crude oil and Gold, using the Johansen multivariate approach and VEC Engle-Granger causality tests. The commodities used are seven base metals: Aluminum, Aluminum Alloy, Copper, Nickel, Zink, and Tin (from the London Metal Exchange), Crude oil and Gold. READ MORE
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