Speculation-hedging activity in futures markets, relation with volatility and cause effects
This dissertation will analyse the relation between speculation-hedging activity, measured using Lucia and Pardo’s (2010) ratio, and price volatility, calculated in a intraday and interday perspective, and its cause effects, in Futures Contracts. The study will use regression analyses and Granger Ca...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2019
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| Texto completo: | http://hdl.handle.net/10071/18354 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/18354 |