Original title: Spekulační aktivita na trhu s ropou a její vliv na cenu komodity
Translated title: Speculation on oil markets and its impact on commodity's price
Authors: Melcher, Ota ; Taušer, Josef (advisor) ; Baláž, Peter (referee) ; Müller, Štěpán (referee)
Document type: Doctoral theses
Year: 2011
Language: cze
Publisher: Vysoká škola ekonomická v Praze
Abstract: [cze] [eng]

Keywords: Garch model; Granger causality; oil market fundamentals; oil market speculation; oil price; oil price volatility; VAR model; ceny ropy; fundamenty trhu s ropou; Garch model; Grangerova kauzalita; spekulace na trzích futures; VAR model; volatilita ceny ropy

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/52645

Permalink: http://www.nusl.cz/ntk/nusl-261935


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Doctoral theses
 Record created 2017-01-04, last modified 2022-03-03


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