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.
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Showing 1 to 9 of 9 for “"Price Spread"”.
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An analysis of the OPEC Reference Basket with regards to African Pricing and Spread to the WTI and Brent
… A time series analysis was applied to the weekly price data series set and with the aid of a breakpoint unit root test and Cusum of Squared test to determine if there was a change in the persistence of the spread of each African benchmark relative to the global benchmarks. The results for from the …
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Pricing 2-colour rainbows : nonparametric methods using copulae
… pricing of multivariate contingent claims. Price estimates and no-arbitrage bounds for various types of two-colour rainbow options on the South African equity and bond markets were calculated. Implied marginal risk-neutral distributions were derived nonparametrically from each assets option …
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Consumer Search and Price Discrimination: Theory and Evidence From the United States Long-Distance Market
… based on costly search. I find that cross firm price elasticities for high volume consumers are 87% higher than for low volume consumers based on their lifetime search experience. In addition, it is estimated that, conditional on consumers being fully informed about prices, a 1% increment in the …
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An analysis of feeder steer-heifer price differentials in the U. S
Because of a prevalent concern that feeder heifer prices are often bid below their true value, particularly in Virginia, a study was made of factors affecting price differentials between steers and heifers, and of variations in these differentials across regions and over time. The fall market sex …
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Value creation in the agri-food value chain
… adding have in turn dramatically changed the price spread or marketing bill between the farm value of products and the retail value during the past 18 years. Thus a significantly greater percentage of the final price paid by consumers is garnered down chain rather than up chain. This apparent …
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Smallholder market access: the case of groundnut sector in Malawi
… a framework whereby the prospects of higher prices could lead to higher quality regulated by the association? Qualitative analysis was used to map out the main processes, key actors and relationships within the various groundnut value chains. Price spread method was used to assess market …
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Seasonal inventory control and the price of storage
… explain the equilibrium relationship between the price per unit of some homogeneous product and the quantity of it that is produced and consumed during some period of time. This explanation proceeds by postulating the existence of two independent functions of price, a supply function and a demand …
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Three essays on emission credit markets
… that included an emission cap and permit price ceiling in a single period model, we extend this literature by developing such an optimal hybrid model in a multi-period framework where banking and borrowing of emission permits is allowed. In our model, we compare the case of a regulator who …
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Stochastic modelling of new phenomena in financial markets
… new methodologies, one for modeling the “basis spread”, and the other for “rough volatility”. The former gained prominence during the GFC and continues to persist, while the latter has become increasingly evident since 2014. The dissertation commences with a study of the interest rate market. …