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 20 of 151 for “"Price volatility"”.
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Forecasting Oil Price Volatility
… study compares different methods of forecasting price volatility in the crude oil futures market using daily data for the period November 1986 through March 1997. It compares the forward-looking implied volatility measure with two backward-looking time-series measures based on past returns - a …
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Predicting price volatility crytocurrency ethereum
Volatility is essential when trading or investing in cryptocurrency Ethereum. Over the years, investors, traders and investment banks have found it difficult to predict the price volatility of Ethereumdue to its rapid price fluctuation. This report focuses on forecasting the price volatility of …
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Petroleum futures trading and price volatility
… the effects of futures trading on petroleum price variability. Though a number of critics from various quarters claim futures markets have made petroleum prices more volatile, economic reasoning does not support this viewpoint. A review of theoretical studies and empirical investigations of …
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Essays On Oil Price Volatility And Irreversible Investment
… performance of several models for the volatility of daily spot</p> <p>crude oil prices. Empirical research over the past decades has uncovered</p> <p>significant gains in forecasting performance of Markov Switching GARCH</p> <p>models over GARCH models for the volatility of financial …
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Price volatility and liquidity cost in grain futures markets
… of three essays investigating issues in the price volatility and liquidity cost in grain futures markets influenced by these changes. The first essay examines the sources of long memory in three major grain futures contracts, and assesses its usefulness to forecast price volatility in periods …
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Spread, inventory and spot price volatility in the platinum market
… conditions have on spot and futures prices. With the use of monthly data for the period January 1992 to January 2010, I find that the predictions of the theory of storage do not always hold in the platinum market. In conflict with the theoretical predictions, I find that: i) …
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Analysis of historical trends in material production and price volatility
… and speculators alike. Historical trends in volatility can be studied as a means of better understanding current volatilities and predicting future ones in the industry. This study used the coefficient of variation (CV) as a relative metric to compare the historical production and price …
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The impact of fuel price volatility on transportation mode choice
In recent years, the price of oil has driven large fluctuations in the price of diesel fuel, which is an important cost component in freight logistics. This thesis explores the impact of fuel price volatility on supply chains by examining the sensitivity of decisions under various scenarios. …
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Analysis and Management of the Price Volatility in the Construction Industry
The problem of price volatility as it pertains to material and labor is a major source of risk and financial distress for all the participants in the construction industry. The overarching goal of this dissertation is to address this problem from both viewpoints of risk analysis and risk …
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Modelling the impact of oil price volatility on investment decision-making
… investment decision-making associated with the prices of crude oils. Since 1973, crude oil price behaviour has become more volatile, which suggested that different forces were driving crude oil prices. One of the main factors in generating the behaviour of crude oil prices is the role performed …
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Price Volatility, Competitiveness, and Innovation in the South African Wine Industry
… cultivation, and job cuts, low pay, and low prices. The most immediate constraints to the competitiveness of the wine industry are global competition, inadequate innovation, and volatile input costs of production. Therefore, this thesis contributes to the debate on these issues by (i) …
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Hedging against bunker price volatility : considerations, strategies and implementation for a shipping company
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Ocean Engineering, 1996.
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Understanding the impacts of agricultural commodity price volatility on Nebraska's economy : a systems approach
… from agricultural producers. In recent years, prices for agricultural commodities have become increasingly volatile, with fluctuations rising and falling much more intensely than in previous years. Global supply and demand for agricultural commodities continues to increase, especially major …
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Metal price volatility : a study of informative metrics and the volatility mitigating effects of recycling
Metal price volatility is undesirable for firms that use metals as raw materials, because price volatility can translate into volatility of material costs. Volatile material costs and can erode the profitability of the firm, and limit material selection decisions. The undesirability of volatility …
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The relationship between commodity price volatility and exchange rate stability in a single commodity dependent economy: The case of Zambia
… relationship between monthly spot copper price movements and monthly Zambian Kwacha / US Dollar spot exchange rates, for the period January 2005 to February 2015. The ARDL bounds short-run estimate reveals there is both positive and negative coefficient interaction of copper price …
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Quantifying Impacts of Class I Milk Price Formula Reform: A Study of FMMO Uniform Milk Price Volatility and Class I Milk Hedging
… enacted beginning with the May 2019 Class I milk price. The newly reformed formula was designed to strengthen the price relationship between available CME futures contracts and Advanced Class I skim milk prices without having a long-term directional influence on average Advanced Class I skim milk …
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The impact of commodity price volatility on stock prices: a case study from the exhaust gas treatment industry within the stainless steel value chain
Commodity price volatility (CPV), its impacts and potential price mitigation strategies along the stainless steel value chain are the subject of this research. The phenomena of price fluctuation attract increasing attention in literature, academia, manufacturing, and none manufacturing in-dustries …
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Three Essays on: Hedging in China's Oil futures market; Gold, Oil and Stock Market Price Volatility links in the USA; and, Currency Fluctuations in S.E. and Pacific Asia
… this kind. Dynamic Bi-variate GARCH and constant volatility models are estimated to derive the optimal hedging ratios and hedging effectiveness of China fuel oil futures. That effectiveness is assessed by several criteria, for both in- and out-of-sample periods. Essay 2 aims to investigate the …
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