Three essays on commodity markets

This thesis consists of three papers that analyze the effects of crude oil prices on macroeconomic variables, stock markets, and the behavior of hedgers and speculators when they trade illiquid commodities. The first paper examines the impact of oil price shocks on selected macroeconomic variables....

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Bibliographic Details
Main Author: Ganepola, Chanaka N.
Other Authors: Garrett, Ian ; Cho, Sungjun
Published: University of Manchester 2018
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764740