Blar i NHH Brage på forfatter "Senapati, Debashis"
-
Fundamentals and spot return volatility : an empirical study using SUR model with GLS estimation
Senapati, Debashis; Sannes, Tore (Master thesis, 2014)Our thesis investigates whether fundamental factors- inventory and demand condition- are the main determinant of spot return volatility for 31 commodities in the period 2009-2013. We have followed the theory of storage ...