Publication:
Return connectedness across commodity futures

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dc.contributor.advisorYılmaz, Kamil
dc.contributor.departmentGraduate School of Social Sciences and Humanities
dc.contributor.kuauthorÖzder, Nesile
dc.contributor.programEconomics
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF SOCIAL SCIENCES AND HUMANITIES
dc.coverage.spatialİstanbul
dc.date.accessioned2024-11-09T22:47:05Z
dc.date.issued2021
dc.format.extent44 leaves ; 30 cm.
dc.identifier.urihttps://hdl.handle.net/20.500.14288/6212
dc.keywordsDiebold-Yilmaz connectedness
dc.keywordsCommodity futures
dc.keywordsVector autoregression
dc.language.isoeng
dc.publisherKoç University
dc.relation.collectionKU Theses and Dissertations
dc.rightsrestrictedAccess
dc.rights.copyrightsnote© All Rights Reserved. Accessible to Koç University Affiliated Users Only!
dc.subjectFutures market
dc.subjectOptions (finance)
dc.subjectFinancial futures
dc.titleReturn connectedness across commodity futures
dc.typeThesis
dspace.entity.typePublication
local.contributor.kuauthorÖzder, Nesile
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