Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Global commodity price links: A high frequency evaluation of co-movement and hedging opportunities.

2017/27/N/HS4/02037

Keywords:

Price transmission Volatility Commodity Futures

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • HS4_6: Financial markets, international finance, public finance
  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Warszawski, Wydział Nauk Ekonomicznych

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

Gilbert Mbara 

Number of co-investigators in the project: 2

Call: PRELUDIUM 14 - announced on 2017-09-15

Amount awarded: 103 720 PLN

Project start date (Y-m-d): 2018-07-13

Project end date (Y-m-d): 2022-01-12

Project duration:: 36 months (the same as in the proposal)

Project status: Project completed

Project description

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Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.