Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 8 of 8 for “"Commodity Derivatives"”.
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Modelling seasonality in South African agricultural futures
… investigates the seasonality in agricultural commodity futures prices. Futures prices are modelled using the model developed by Sørensen (2002). The model defines the commodity spot price as the sum of a nonstationary state variable, a stationary state variable and a deterministic seasonal …
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Price and Income Dynamics in the Agri-Food System: A Disaggregate Perspective
… redistributional-power dynamics of agricultural commodity price movements: global value chains analysis, the food regime approach and the emergent international political economy literature on post-crisis commodity derivatives regulations. As the thesis argues, although these approaches offer …
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The influence of derivatives usage on firm value
… interest rate, foreign exchange rate and commodity price risk. Such hedging activities add to firm value by alleviating market imperfections, the presence of which provides an incentive to hedge. However, derivative instruments can also be used for speculation as well as hedging, …
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Hedge Fund Performance and Derivative Hedging
… </p> <p>The third essay investigates the use of derivatives among firms. A careful study of hedging motives and hedging effectiveness is critical to understanding the financial impact of derivative use by firms. I examine the use of commodity derivatives by oil and gas producers and show that, on …
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An econometric analysis of the forward freight market
The success or failure of a derivatives (futures or forward) contract is determined by its ability to perform its economic functions efficiently, and therefore, to provide benefits to economic agents, over and above the benefits they derive from the spot market. These economic functions are price …
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Market Conditions and the Functioning of Metal Futures Markets
… for "new" asset classes, the interest in the commodity market has been growing within the financial sector. The commodity futures markets have been successfully providing a platform for investors and industrial participants as an alternative investment vehicle and a tool for risk management. …
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Essays on Corporate Finance and Interstate Risk Sharing
… consists of two topics: the relation between derivatives and corporate finance, and the relation between bank deregulation and interstate risk sharing. </p> <p>In the first essay, I study the use of commodity derivatives among U.S. oil and gas producers. Using hand-collected data, I find large …