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 4 of 4 for “"Spot price volatility"”.
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Spread, inventory and spot price volatility in the platinum market
… in the demand-and-supply 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 …
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Modeling of electricity spot prices for derivative valuation : capturing volatility clustering and price jumps
… are non-storeability, strong seasonality, high volatility and extreme events where the electricity spot price exhibits spiky behaviour and volatility clustering. Extreme events appear when e.g. a power plant is unexpectedly closed down, or temperature drops significantly, and the spot price …
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Nuclear asset shutdown under uncertainty
… valuation framework accounting for stochastic price dynamics and flexible retirement options. We employ these tools to analyze the challenges facing nuclear energy in two countries: the United States and Japan. After evaluating the drivers and likelihood of premature retirements, we discuss a …
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The floating contract between risk-averse supply chain partners in a volatile commodity price environment
… problems in environments of volatile commodity prices are addressed. In the first problem, a risk-averse commodity user's purchasing policy and his risk-neutral supplier's pricing decision, where the user can purchase his needs through contract with his supplier as well as directly from the spot …