Projects funded by the NCN
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
Principal investigator (from the host institution):
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
Download the project description in a pdf file
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