Sökning: "Duan Wenjia"

Hittade 1 uppsats innehållade orden Duan Wenjia.

  1. 1. Long Run Relationships between Base Metals, Gold and Oil

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Wenjia Duan; Garib Yusupov; [2010]
    Nyckelord :Commodities; Weak Exogeneity; VEC Granger Causality; Johansen Cointegration Test; Business and Economics;

    Sammanfattning : 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. LÄS MER