Enhancing the understanding of the relationship between crude oil markets and other financial markets at Aberdeen University on FindAPhD.com

This project is no longer listed on FindAPhD.com and may not be available.

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Dr M Gronwald, Dr H Suenaga No more applications being accepted Funded PhD Project (Students Worldwide)

About the Project

This research project aims at enhancing the understanding of the relationship between crude oil markets and other financial markets. The following key words describe the project:

• Advanced multivariate time series modeling
• Co-movement of financial market series
• Financialisation of crude oil markets
• Testing for market efficiency
• Frequency-domain time series analysis
• Long- vs. short-run relationships
• Fractionally integrated models
• High-frequency data

Funding Notes

The project is in collaboration with Curtin Business School (Perth, Australia) and is fully funded.

• Collaborative PhD project between University of Aberdeen and Curtin Business School.
• Project duration: 3 years. You study Year 1 and 3 in Aberdeen and Year 2 in Perth.
• The studentship is funded via full fee waiver plus maintenance award, (RCUK rates currently £14,296) for three years.
• Travelling between Aberdeen and Perth is also supported.

Where will I study?

Aberdeen University

The University of Aberdeen is the fifth oldest university in the UK and boasts over 500 years of research and teaching excellence.

Enhancing the understanding of the relationship between crude oil markets and other financial markets

Aberdeen University Business School

This project is no longer listed on FindAPhD.com and may not be available.

About the Project

Funding Notes

Where will I study?

Aberdeen University

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