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[{"key": "dc.contributor.advisor", "value": "Raatikainen, Juhani", "language": null, "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.advisor", "value": "Junttila, Juha-Pekka", "language": null, "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Kanto, Juuso", "language": null, "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2017-05-12T13:26:16Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2017-05-12T13:26:16Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2017", "language": null, "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.other", "value": "oai:jykdok.linneanet.fi:1701245", "language": null, "element": "identifier", "qualifier": "other", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/53919", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Tutkimuksessa tutkittiin raaka\u00f6ljymarkkinoiden rakennemuutoksia ja futuurimarkkinoiden tehokkuutta ja pyrittiin selvitt\u00e4m\u00e4\u00e4n, ovatko raaka\u00f6ljyn futuurimarkkinat tehokkaat, onko raaka\u00f6ljymarkkinoilla havaittavia rakennemuutoksia ja onko raaka\u00f6ljymarkkinoiden rakennemuutoksilla vaikutusta futuurimarkkinoiden tehokkuuteen. Aineistona k\u00e4ytettiin Brent- ja WTI-raaka\u00f6ljylaatujen spot- ja futuurihintasarjoja ajanjaksolta 24.6.1988 \u2013 19.1.2017. Rakennemuutosta tutkittiin Zivot-Andrews \u2013testill\u00e4 ja futuurimarkkinoiden tehokkuutta lineaarisella regressiolla sek\u00e4 GJR-tyyppisell\u00e4 ep\u00e4symmetrisyysmuuttujalla t\u00e4ydennetyll\u00e4 GARCH-in-Mean \u2013mallilla.\n\nHavaitut rakennemuutokset ajoittuivat WTI:n spot- ja futuurihintasarjoille sek\u00e4 Brent:n spot-hintasarjalle p\u00e4iv\u00e4m\u00e4\u00e4r\u00e4lle 30.6.2004 ja Brent:n futuurihintasarjalle p\u00e4iv\u00e4m\u00e4\u00e4r\u00e4lle 5.4.2004. Lineaarisella regressiolla tehdyill\u00e4 tehokkuustesteill\u00e4 todettiin futuurimarkkinoiden tehottomuus molemmille raaka\u00f6ljylaaduille sek\u00e4 koko ajanjaksolla ett\u00e4 osa-ajanjaksoille ennen ja j\u00e4lkeen rakennemuutoksen. GARCH-in-Mean \u2013mallin tulokset puolsivat niinik\u00e4\u00e4n tehottomuutta koko ajanjaksolle molemmille raaka\u00f6ljylaaduille sek\u00e4 Brent:n osalta my\u00f6s molemmille osa-ajanjaksoille. WTI:n futuurimarkkinat taas todettiin tehokkaiksi ennen rakennemuutosajankohtaa, mutta tehottomiksi sen j\u00e4lkeen. GARCH-in-Mean \u2013mallin tulosten mukaan rakennemuutosten huomiotta j\u00e4tt\u00e4minen olisi siis johtanut v\u00e4\u00e4riin tulkintoihin markkinoiden tehokkuudesta.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted using Plone Publishing form by Juuso Kanto (jujokant) on 2017-05-12 13:26:15.437834. Form: Pro gradu -lomake (https://kirjasto.jyu.fi/julkaisut/julkaisulomakkeet/pro-gradu-lomake). JyX data: [jyx_publishing-allowed (fi) =True]", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by jyx lomake-julkaisija (jyx-julkaisija.group@korppi.jyu.fi) on 2017-05-12T13:26:15Z\nNo. of bitstreams: 2\nURN:NBN:fi:jyu-201705122319.pdf: 1645708 bytes, checksum: edb31be7a806e4e66cf2099f4ab71aa6 (MD5)\nlicense.html: 4824 bytes, checksum: 2416736fe361553ee02e828a44890023 (MD5)", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2017-05-12T13:26:16Z (GMT). No. of bitstreams: 2\nURN:NBN:fi:jyu-201705122319.pdf: 1645708 bytes, checksum: edb31be7a806e4e66cf2099f4ab71aa6 (MD5)\nlicense.html: 4824 bytes, checksum: 2416736fe361553ee02e828a44890023 (MD5)\n Previous issue date: 2017", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "1 verkkoaineisto (43 sivua)", "language": null, "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "Raaka\u00f6ljy", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "Brent", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "WTI", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "futuuri", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "futuurimarkkinoiden tehokkuus", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "rakennemuutos", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "lineaarinen regressio", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "GARCH-in-Mean", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "Zivot-Andrews -testi", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Raaka\u00f6ljymarkkinoiden rakennemuutokset ja futuurimarkkinoiden tehokkuus", "language": null, "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-201705122319", "language": null, "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": 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