Browsing Brage NMBU by Author "Paulsen, Lars Joachim"
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What drives risk in the oil market? : an empirical analysis of oil price risk in the period 2008-2017
Paulsen, Lars Joachim (Master thesis, 2018)The thesis will consist of two parts. In part 1 I look at how speculative positions effect the price risk in the oil price market. The effect will be measured towards two different risk measures. First I estimate GARCH(1.1) ...