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Hittade 2 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach

    Master-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Elin Borg; Ilya Kits; [2020]
    Nyckelord :Commodity futures contracts; Commodity producer index; Cross-quantilogram; Dependence structures; Spillovers; Tail dependence;

    Sammanfattning : This thesis examines the dependence structures between commodity futures and corresponding commodity producer equity indices in bearish, bullish and normal market conditions. We study commodity futures and producer indices in the energy, precious metals, gold and agriculture commodity markets using daily return data that ranges from 16 December 2005 to 28 June 2019. LÄS MER

  2. 2. Konvergens i Europa : En studie om ekonomiskt närmande och Europeiska unionens roll i processen

    Kandidat-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Författare :Anna Lennkvist; Ilya Kits; [2018]
    Nyckelord :;

    Sammanfattning : A debated economic question is whether a less developed country tend to grow faster than, and therefor converge to, a more developed economy. Another question is how economic integration effects a country's growth. LÄS MER