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 102 for “"commodity prices"”.
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Modeling Food Commodity Prices and Market Dynamics
… two distinct but related drivers of food commodity prices: global climate shocks and regional transportation costs. The first chapter, "Exploring the Dynamics of the El Niño Southern Oscillation and Food Commodity Prices," investigates how ENSO-related weather anomalies influence the …
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An econometric analysis of global agricultural commodity prices
This thesis analyses global agricultural commodity price dynamics, with an emphasis on the causal factors behind movements and their forecastability. The analysis builds upon recent developments in the areas of time series econometrics, agricultural economics and applied economics to provide an …
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Essays in Global Commodity Prices and Realised Volatility
… monthly predictions of an aggregate measure of commodity prices (S&PGSCI) by comparing their Root Mean Squared Error (RMSE) to that from the usual benchmark AR (1). The Mixed Data Sampling models (MIDAS) allow us to obtain forecasts by keeping variables at their original frequencies and …
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Nominal exchange rates, commodity prices and central bank policy
… noting that while the exchange rate of a small commodity-exporting economy can be closely tied to commodity prices, a portfolio of commodity futures exhibits little if any bias. This is demonstrated for Australia. Using a dependent economy model in which the exchange rate is a function of export …
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Predictability of the Dollar- Rand exchange rate using Taylor Rule fundamentals and commodity Prices.
… the US dollar. South Africa being a small open commodity exporting economy with inflation targeting as a monetary policy framework is quite vulnerable to international shocks. This paper is an attempt to forecast the US/ R exchange rate using time series data for the period 1980-2016. The paper …
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The Global business cycle, commodity prices and the small open economy : a monetary approach
… consequences of supply versus monetary induced commodity price increases. Wherever possible, the analytical results are examined against established empirical findings. This provides not only a 'real world' perspective on matters which might otherwise be regarded as purely hypothetical, but adds …
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The Global business cycle, commodity prices and the small open economy : a monetary approach
… consequences of supply versus monetary induced commodity price increases. Wherever possible, the analytical results are examined against established empirical findings. This provides not only a 'real world' perspective on matters which might otherwise be regarded as purely hypothetical, but adds …
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The Southern Engine of Growth and Hard Commodity Prices : Does China Lead to Disruptive Development
The 2003 to 2008 commodity boom was the longest period of rising commodity prices seen since the Second World War. The main drivers of base metal prices were increasing Demand from China, Inflexible Supply from within the Global Mining Industry and the increased participation of Financial Actors in …
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Commodity Prices, Exchange Rate Fluctuation and Sustainable Development Goals in Sub-Saharan Africa: An Empirical Investigation
This dissertation examines the impact of commodity price change and exchange rate fluctuations on the capacity of Sub-Saharan African (SSA) countries to attain the UN 2030 agenda on sustainable development by using the dynamic panel data of forty-five (45) countries in Sub-Saharan Africa over a …
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Banking sector of the Russian Federation : study of the correlation between commodity prices and key safety, soundness and performance indicators
… Soviet economy to government-sector dominated, commodity-focused market economy of today. Twenty years after Perestroika and the collapse of the Soviet Union, we find Russian version of "too big to fail" in majority control by the government of about 50% of assets of the banking sector through …
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Causes of the decline in the loss of vegetated palustrine wetlands in the U.S. 1955 - 2009
… and The Clean Water Act Section 404 permits; prices of corn, soybeans and wheat; and the percent of wetlands remaining. The results indicated agricultural policies and Clean Water Act Section 404 permits and wetland loss rates were negatively correlated and prices of corn, soybeans and wheat …
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The fundamental determinants of the South African real exchange rate from 1995 to 2014
… RER for the 20 years from 1995 to 2014 mainly commodity prices, interest rate differential, net foreign assets, terms of trade, openness and productivity. The most significant of these determinants were commodity prices, openness and productivity. The interaction of commodity prices and the RER …
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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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Examination of the effects of macroeconomic shocks on the Namibian economy
… Thirdly, it investigated the impacts of mineral commodity (copper and uranium) price shocks (positive and negative changes) on Namibia’s business cycles (real GDP). To determine cointegration and presence of asymmetric effects, a new stepwise-least squares NARDL model was adopted. Outcomes reveal …
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MACROECONOMIC ASPECTS OF COMMODITY PRICE DYNAMICS
Fluctuation in commodity prices is a significant and timely issue to be studied. My first chapter examines the impact of monetary policy and other macroeconomic shocks on the dynamics of agricultural commodity prices. The major contributions of this study are twofold. First, unlike other studies …
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Žaliavų kainoms įtaką darančių veiksnių analizė /
… is to determine main factors that may influence commodity price volatility, group them and do an independent analysis of representative data sets vs Food price index Base Metal price index (from International Monetary Fund), to confirm or prove negative possibility to predict future commodity …
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Essays in international finance
… exchange market. The fist issue is whether commodity prices can beat random walk benchmark by generating more accurate out-of-sample forecasts. The empirical results show that contemporaneous prices outperform the random walk at the daily frequency, however, this predictive ability …
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Impact of Price Risk on Aggregate Farrowing Response
… changes have led to greater variation in the prices of agricultural commodity prices, which has increased the likelihood of price risk. The impact of increasing levels of price risk on producer response is still not well understood. This research examines the influence of price risk on the hog …
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Essays on international macroeconomics
… examines the impact of terms of trade shocks on commodity-exporting small, open economies. The first chapter examines whether households, firms and policymakers in these economies can distinguish between temporary and permanent commodity price shocks. I find that they are largely unable to do so. …
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Demand forecasting using Monte Carlo Multi-Attribute Utility Theory
Volatile commodity prices over the past decade, environmentally-focused policy initiatives and new technology developments have forced manufacturers to consider the idea of substituting towards alternative materials in order meet both consumer and societal needs. The threat of substitution has …
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