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 10 of 10 for “"cash market"”.
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Three essays on insider trading
… essays on insider trading in financial markets. The first essay studies the workings of a cash market and a futures market under uncertainty. The model in this essay is an extension of work by Danthine (Journal of Economic Theory, 1978), in which perfectly competitive risk averse …
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On the relationship of derivative assets to their underlying instruments
The first essay, "Market Integration and Side by Side Trading of Derivative and Cash Instruments" inquires into the microstructure of integrated trading of derivative and cash instruments and proposes a spatial differentiation model as a framework for analysis. The model illustrates that when …
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A quarterly feeder cattle price forecasting model with application towards the development of a futures market strategy
… of consistently selling feeder cattle in the cash market. To these ends, a structural model for the feeder cattle market in the United States was developed in order to isolate the important variables to be used in the construction of a quarterly price forecasting model. Time series methods …
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Factors Affecting Cotton Producers' Choice of Marketing Outlet
… fundamentals and price patterns in the cotton market have led to several shifts in how producers market their cotton. This thesis examined producer cash marketing choices, including direct and indirect hedging, in four different periods since 2001. Special emphasis was placed on the 2010 season …
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Risk and Return Comparisons of Pre-harvest Marketing Strategies
… returns associated with pre-harvest corn grain marketing strategies for the state of Arkansas. Farming is characterized by a volatile environment. Numerous risks are taken by producers in order to provide commodities that are bought and sold by various parties in the supply chain. Price, yield, …
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Interaction between the cattle feeding sector and the live cattle futures market: implications to the stability of short-run cash slaughter cattle prices
… member feedlots, and the live cattle futures market is examined. The purpose of this research is to explore the simultaneity between placement decisions made in the cattle feeding sector and the price discovery process for distant contracts within the live cattle futures market. The efficiency …
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Understanding Organic Prices: An Analysis of Organic Price Risk and Premiums
… whether it is direct to consumer via farmers markets or in conventional grocery stores. Organic food and food products are representing a relatively larger portion of overall food sales in recent years, and the demand for organic meat has also increased. However, there is a lack of available …
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Tax treatment of trade in live cattle futures using a mean variance approach: implications to market efficiency and welfare changes
… of speculative trades in the cattle futures markets has the potential to effective block participation of cattle feeders, however. To the extent that cattle feeders are effectively blocked from trading in futures in any capacity other than trades that meet the simplistic IRS "equal and …
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An analysis of the impact of the changes in the delivery procedure of the fresh shell egg futures contract
… from traders in the shell egg futures market. This study analyzed the changes in the delivery system in terms of their points of impacts: (1) on the cash-futures price relationship in the delivery month, (2) on the futures price as a self-fulfilling forecast of cash price in the …
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Factors Affecting Feedlots' Decisions on Cattle Marketing Options: A National Study
… of changing slaughter volume patterns across the cash and contract markets in the US cattle industry. Weekly time series data that spans from November 2002 to December 2015 was used in the analysis. Empirical evidence suggests that Mandatory Price Reporting (MPR) played an important role in …