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 6 of 6 for “"speculative activities"”.
-
An examination of commodity derivative markets: efficiency, volatility and diversification benefits
… of inventory, trading volume, open interest and speculative activities on the volatility of futures with different maturities. We find that trading volume has a positive relationship with volatility and open interest has a negative relationship with volatility. The inventory is found to have a …
-
Price distortions in the commodity futures markets
… On the other hand, certain types of trading activities by speculators may damage a market's price discovery function and in turn its hedging function. However, there is great disagreement as to which types of speculation can distort commodity futures prices and the mechanisms for how a price …
-
How to identify UK housing bubbles? A decision support model
… of the model is that during housing bubbles, all speculative activities of market participants follow an approximate synchronisation. The new algorithmic approach successfully identifies the well-known historical UK bubble episodes over the period of 1983-2011. The proposed algorithm acts like an …
-
Three essays on bubbles in agricultural futures markets
… this dissertation focus on different aspects of speculative influences on recent commodity price booms, with each providing a separate explanation for the booms. All our analyses indicate that speculators may not have been the culprit of recent heightened commodity price volatility as many market …
-
Supply response and the land conversion process in the rural-urban fringe
… areas but will raise land price and subsidize speculative activities. Such a program might be more successful in achieving its stated goals if it were implemented in areas on the outlying edge of the rural-urban fringe.
-
Essays in dynamic general equilibrium
… beliefs survive in the long run and their speculative activities drive up asset price volatility and real investment volatility permanently. I also show that collateral constraints are always binding even if the supply of collateralizable assets endogenously responds to their price. I use …