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 6 of 6 for “"corn futures"”.
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Corn futures deliveries: Why? When? So what?
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2022-04-06 without embargo terms
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The components of the bid-ask spread: evidence from the corn futures market
The student, Quanbiao Shang, accepted the attached license on 2016-04-26 at 12:56.
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Assessing out-of-sample hedging performance with commodity futures
… and unconditional hedging strategies in the corn futures market from 2002 to 2019. The out-of-sample performance is captured by new measures of hedging effectiveness that are fundamentally tied to basis and net price. The findings include that optimal hedge ratios based on price changes, and …
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Price jumps and volatility in U.S. agricultural futures markets
Agricultural commodity futures markets have changed with the arrival of electronic trading. Electronic trading platforms have facilitated the emergence of automated systems in these markets which are now experiencing a race among traders to gain speed in implementing transactions. This new trading …
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Three essays on commodity markets
… investigate issues in agricultural commodity futures and cash markets. The first essay uses price discovery measures and intraday data to quantify the proportional contribution of nearby and deferred contracts in price discovery in the corn and live cattle futures markets. On average, nearby …
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Price volatility and liquidity cost in grain futures markets
Significant changes have taken place in grain futures markets. This dissertation consists 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 …