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 15 of 15 for “"Commodity Futures Markets"”.
-
Three essays in commodity futures markets
… contemporary issues in diverse themes including commodity storage theory, livestock marketing and price discovery, and intraday announcement effects in electronic futures markets are presented. In the first essay we investigate storage in the presence of backwardation and the existence of the …
-
Price distortions in the commodity futures markets
… A certain level of speculation is required for commodity futures markets to function. On the other hand, certain types of trading activities by speculators may damage a market's price discovery function and in turn its hedging function. However, there is great disagreement as to which types of …
-
Is liquidity provision that informative? Evidence from commodity futures markets
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-12-01
-
The risk management effects of alternative settlement specifications in commodity futures markets
"The economic function of a futures market is performed efficiently only when a high level of competition exists among the participants. The prevention of distortions such as ""squeezes"" or ""corners"" has been an area of major concern for futures institutions. At the heart of such distortions …
-
A sentiment-based approach to convenience yield dynamics in commodity futures markets
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2025-10-19 without embargo terms
-
The Determinants of Liquidity and the Role of the Market-Maker in Commodity Futures Markets
… the issue of liquidity in corn and oats futures contracts traded on the Chicago Board of Trade, in particular the factors that influence liquidity in futures markets are analyzed. Several methods from futures and securities literature are used to estimate average liquidity costs for both …
-
Limits to Arbitrage and Commodity Index Investment
The dramatic growth of commodity index investment over the last decade has caused a heated debate regarding its impact on commodity prices among legislators, practitioners and academics. This paper focuses on the unique rolling activity of commodity index investors in the commodity futures markets …
-
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. …
-
On commodity trading strategies: momentum, term structure, maturity, indexation
… the presence of idiosyncratic characteristics in commodity futures markets that lead to profitable trading strategies, effectively testing the efficiency of commodity markets. First, short-term continuation and long-term reversal in commodity futures prices are examined. While contrarian …
-
Three essays on bubbles in agricultural futures markets
… to test and understand bubbles in agricultural futures markets. Building on current bubble literature, the dissertation applies a recent-developed forward and backward recursive bubble testing procedure that is capable of date-stamping the exact origination and termination dates of multiple …
-
An examination of commodity derivative markets: efficiency, volatility and diversification benefits
… thesis comprises three papers which all examine commodity derivative markets and have a particular focus on commodity futures markets. The first paper examines market efficiency in metal, agricultural, financial and energy futures markets across different maturities. In the long-run, we found all …
-
Essays on commodity investing and volatility risk
… of three essays that investigate issues in commodity investing and volatility risk in commodity futures markets. The first essay evaluates the usefulness of commodities in a portfolio by examining multiple commodity instrument tools and by controlling for estimation error. Using data from …
-
Price jumps and volatility in U.S. agricultural futures markets
Agricultural commodity futures markets have changed with the arrival of electronic trading. Electronic trading platforms have facilitated the emergence of automated systems in these markets which are now experiencing a race among traders to gain speed in implementing transactions. This new trading …
-
Three Essays On Agricultural Futures Traders
… study of the growth and impact of agricultural futures market traders. The growth of financial investment in commodities has introduced participants and raised both new questions and warranted revisiting old questions; these include the impact on commodity prices, the profitability of traders, …
-
Three essays on quantitative analysis in commodity markets
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2022-11-11 without embargo terms