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  • Danger and volatility in commodities.

    H.M.U., School of Management and Economic Sciences (SMES), MSc in Financial Management
    Authors: Savvakis, Michail
    Thesis advisor: Floros, Christos
    Publication Date: 2023-06-30
    The objective of this thesis is to analyze the seasonality of the volatility of commodity prices, through models to estimate their returns. More specifically, it examines whether the change in commodity prices is due either ...