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 2 of 2 for “"commodity market models"”.
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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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Dynamic econometric modeling of the U.S. wheat grain market
Structural-time series models have not gained much ground in commodity market modeling despite the overwhelming popularity of time series approaches in forecasting and dynamic analyses. This dissertation contributes by applying developments in seasonal cointegration and structural-time series …