The impact of financial crises on co-movements between commodity futures and equity prices : evidence from crude oil and gold markets

The impact of financial crises on co-movements between commodity futures and equity prices evidence from crude oil and gold markets

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Bibliographic Details
Main Author: Pesonen, Juho
Other Authors: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, University of Jyväskylä, Jyväskylän yliopisto, Kansantaloustiede, Economics, 2041
Format: Master's thesis
Language:eng
Published: 2017
Subjects:
financialization of commodity markets
dynamic conditional correlations
hedge ratios
gold markets
crude oil markets
markkinat (taloustiede)
markkinat
Online Access: https://jyx.jyu.fi/handle/123456789/54127

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