Publication: Return connectedness across commodity futures
| dc.contributor.advisor | Yılmaz, Kamil | |
| dc.contributor.kuauthor | Master Student, Özder, Nesile | |
| dc.contributor.program | Economics | |
| dc.contributor.schoolcollegeinstitute | GRADUATE SCHOOL OF SOCIAL SCIENCES AND HUMANITIES | |
| dc.coverage.spatial | İstanbul | |
| dc.date.accessioned | 2024-11-09T22:47:05Z | |
| dc.date.issued | 2021 | |
| dc.format.extent | 44 leaves ; 30 cm. | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14288/6212 | |
| dc.keywords | Diebold-Yilmaz connectedness | |
| dc.keywords | Commodity futures | |
| dc.keywords | Vector autoregression | |
| dc.language.iso | eng | |
| dc.publisher | Koç University | |
| dc.relation.collection | KU Theses and Dissertations | |
| dc.rights | restrictedAccess | |
| dc.rights.copyrightsnote | © All Rights Reserved. Accessible to Koç University Affiliated Users Only! | |
| dc.subject | Futures market | |
| dc.subject | Options (finance) | |
| dc.subject | Financial futures | |
| dc.title | Return connectedness across commodity futures | |
| dc.type | Thesis | |
| dspace.entity.type | Publication | |
| local.contributor.kuauthor | Özder, Nesile | |
| relation.isAdvisorOfThesis | d897e741-6b5e-40f5-82bf-eed4b2ebbd88 | |
| relation.isAdvisorOfThesis.latestForDiscovery | d897e741-6b5e-40f5-82bf-eed4b2ebbd88 | |
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