Three essays on commodity markets Bannigidadmath, Deepa 2016, Three essays on commodity markets, PhD thesis, Department of Finance, Deakin University. Attached Files Name Description MIMEType Size Downloads Title Three essays on commodity markets Author Bannigidadmath, Deepa Institution Deakin University School Department of Finance Faculty Faculty of Business and Law Degree type Research doctorate Degree name PhD Thesis advisor Paresh, Narayan orcid.org/0000-0001-7934-8146 Thuraisamy, Kannan orcid.org/0000-0001-5164-5456 Sharma, Susan (Sunila) orcid.org/0000-0002-7297-1557 Date submitted 2016-10 Keyword(s) pessimism risk factor time-varying correlations commodity futures market variables finance sector econometrics Summary This dissertation consists of three essays on the dynamics of commodity futures market. While the first essay explains commodity futures returns using a unique economic news dataset, the second essay shows the economic importance of time-varying correlations between spot and futures prices. Finally, the third essay documents the ability of commodity market variables to predict economic policy uncertainty. Language eng Field of Research 140207 Financial Economics 150202 Financial Econometrics Socio Economic Objective 910103 Economic Growth Description of original iv, 175 pages : tables, graphs Restricted until 2019-02-14 Copyright notice ©The author. All Rights Reserved. Free to Read Start Date 2019-02-14 Persistent URL http://hdl.handle.net/10536/DRO/DU:30102810 Document type: Thesis Collection: Higher degree theses (citation only)   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Thu, 28 Sep 2017, 11:35:47 EST Thu, 28 Sep 2017, 11:49:00 EST Wed, 18 Oct 2017, 12:33:48 EST Wed, 18 Oct 2017, 12:47:32 EST Wed, 18 Oct 2017, 12:48:46 EST Fri, 17 Aug 2018, 08:58:30 EST Fri, 17 Aug 2018, 08:59:13 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 165 Abstract Views, 4 File Downloads  -  Detailed Statistics Created: Thu, 28 Sep 2017, 11:35:37 EST by Asif, Yasmin

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