Modelling commodity prices

This paper aims to examine the indirect impact of geopolitical risk on the Vietnamese stock market and stock bubbles (VSB) through its impact on macro factors and commodity prices. Firstly, before testing the influence of geopolitical risk on stock bubbles, a stock bubble existence test using SADF (sup augmented Dickey-Fuller test) and GSADF (generalized sup Augmented Dickey-Fuller) is done.

16p viinuzuka 28-02-2025 3 1   Download

The thesis is structured as follows: Chapter 1: Introduction; Chapter 2: Literature Review; Chapter 3: The Market for Electricity; Chapter 4: Description and Sources of Data; Chapter 5: Seasonal Factors and Outlier Effects in Rate of R; Chapter 6: Structural Characteristics of Demand for Electric; Chapter 7: GARCH Modelling of High-Frequency Volatility in A; Chapter 8: The Effect of Extreme Spikes in Demand on Electric; Chapter 9: Conclusion.

207p runthenight04 02-02-2023 11 2   Download