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 20 of 55 for “"Commodity markets"”.
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Ambiguity Aversion in Commodity Markets
… explores the impact of model uncertainty on commodity market models. The commodity markets include various idiosyncratic uncertainties that are not present in other markets, and this thesis is the first to provide a thorough and detailed analysis of their effects. We assume that agents …
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Three essays on commodity markets
… essays that investigate issues in agricultural commodity futures and cash markets. The first essay uses price discovery measures and intraday data to quantify the proportional contribution of nearby and deferred contracts in price discovery in the corn and live cattle futures markets. On …
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Three essays on commodity markets’ quality
Submission published under a 24 month embargo labeled 'Closed Access', the embargo will last until 2024-08-01
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Option hedging error in commodity markets
Hedging options are a common practice to reduce or specify the risk of an option position. In most institutions, it takes place daily. The hedge coefficients used are often determined by the Black Scholes option pricing model and are commonly referred to as the “greeks”. Although the flaws of the …
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Volatility and risk management in agricultural commodity markets
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-08-01
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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
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Three essays on consumer behavior in commodity markets
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-05-01
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ESSAYS ON THE MACROECONOMIC IMPACTS OF ENERGY AND COMMODITY MARKETS
… on the macroeconomic impacts of energy and commodity markets. The first essay studies the effects of U.S. energy shocks on international economic activity and the world oil market. I use a set of factor augmented vector autoregressions to identify and compare the impact of unanticipated …
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Structural adjustment and international commodity markets: The case of cocoa
… is decreasing. Cocoa is an important export commodity for Sub-Saharan African countries, contributing up to fifty percent of export earnings in some countries. This decrease in price has led to decreased export revenues that has worsened the balance of payments position for many developing …
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Buffer stocks for stabilization of commodity markets: a dynamic study.
Massachusetts Institute of Technology, Alfred P. Sloan School of Management. Thesis. 1971. M.S .
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Quantitative Analysis of Commodity Markets, Household Vulnerability, and Learning Outcomes
… As part of practical skills, we consider commodity market analysis, critical thinking, informed decision-making, and insightful interpretation of market analysis results. We evaluate our students' understanding of commodity markets and their practical trading skills before and after …
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Essays on the relations between derivatives and underlying asset or commodity markets
… empirical study of relations between derivatives markets and their underlying asset or commodity markets. The dissertation consists of three essays. The first essay analyzes the impact of option trading on stock price efficiency around the expirations of IPO lockup agreements. It is well …
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The high–low spread estimator is not well–behaved in commodity markets
… data and the possibility of obtaining direct commodity trading costs in recent periods, historical series of transaction costs still require bid-ask spread estimation. In this work, we verify whether the popular high-low spread estimator performs well in commodity markets so that it can be …
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Olaj és nyersanyagpiacok makrogazdasági összefüggései = Oil and commodity markets’ relationship with the macroeconomy
Az értekezés három fő részből áll. Előbb az olajár makrogazdasági hatásainak időbeli alakulását, valamint a korábbiakhoz képest mérsékeltebb stagflációs nyomás okait kutatom az Egyesült Államok példáján. Ezt követően Svédország, illetve Norvégia esetén folytonos wavelet transzformációkkal vizsgálom …
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Customer selection within competitive consumable commodity markets : an investigation of the video cassette, DVD, high definition video markets
… to succeed within a competitive consumable commodity market, the product must focus on specific attributes. This paper examines three historical case studies - the video cassette, the DVD, and the high definition markets. Through these three examples, trends amongst product features, …
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The Southern Engine of Growth and Hard Commodity Prices : Does China Lead to Disruptive Development
The 2003 to 2008 commodity boom was the longest period of rising commodity prices seen since the Second World War. The main drivers of base metal prices were increasing Demand from China, Inflexible Supply from within the Global Mining Industry and the increased participation of Financial Actors in …
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Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity
… a cross-country database of new-derivative-markets opening dates, and investigates the key features of prices and returns for related primary assets before and after the opening of these derivative markets. The database covers 16 countries in the CFD investigation, 21 commodity markets in …
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Identification of Economic Value Drivers Impacting Operational Cash Flows in the Casual Theme Restaurant Industry
… value drivers within ten categories were tested: commodity market; foreign currency market; labor market; inflation; stock market; national income and output; interest rate; government revenue, spending, debt, and taxes; money supply; and consumer spending. The unit of analysis was done at the …
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Cointegration relations between spot and futures prices for selected commodities: Implications for hedging and forecasting
… corn and soybeans, and a nonstorable commodity, live hogs, over a 13-year period, 1980 to 1992. For corn and soybeans, cointegration is found in most pre-harvest contracts (July), and post-harvest contracts (November and December) in low crop years (1983 and 1988). And, specifying a …
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Decomposing the grid
… the ground with chemicals and glutting global commodity markets. Current "advances" in agricultural research demonstrate that age-old technologies - small scale rotational systems - properly managed, can multiply productivity while rehabilitating soils, retaining moisture and reducing or …
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