CEU Electronic Theses and Dissertations, 2021
| Author | Darapureddy, Ashrith |
|---|---|
| Title | Impact of climate change on the risk-return characteristics of commodities and commodity futures |
| Summary | This paper looks into the factors like climate change, increasing temperatures and natural calamities and its effects on human, animal and plant life which play a part in determining the future prices and return volatility of commodities affecting the spot and roll yield of each commodity returns in the last 10 years. It also looks into successful and failed transition of the Paris Agreement and its effects to each commodity sector returns. |
| Supervisor | Kremer, Bert |
| Department | Economics MSc |
| Full text | https://www.etd.ceu.edu/2021/darapureddy_ashrith.pdf |
Visit the CEU Library.
© 2007-2025, Central European University