The impact of pure speculators in the volatility of commodity futures markets

Mestrado Bolonha em Finanças

Bibliographic Details
Main Author: Bastos, Ana Cláudia Martins Oliveira (author)
Format: masterThesis
Language:eng
Published: 2022
Subjects:
Commodity futures markets
Long-short speculators
Money Managers
Volatility
GARCH Models
Mercado de futuros
Especuladores puros
Gestores de investimento
Volatilidade
Modelos GARCH
Online Access:http://hdl.handle.net/10400.5/23718
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/23718

Internet

http://hdl.handle.net/10400.5/23718

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