Browsing Departament d'Econometria, Estadística i Economia Espanyola by Title

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Understanding Recent Food Price Patterns: A Time-Series Approach

Hisham Abdelradi Khalaf, Fadi Mohamed (Date of defense: 2014-10-17)

The guiding theme of this thesis is the empirical analysis of recent food price behavior. It is composed of three applied studies that address the impacts of energy prices on both food price levels and volatility, as well ...

Volatility in financial markets: The impact of the global financial crisis

Valls Ruiz, Natàlia (Date of defense: 2014-12-12)

This dissertation focuses on volatility in financial markets, with a special concern for: (i) volatility transmission between different financial markets and asset categories and, (ii) the effect of macroeconomic announcements ...