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University of Illinois at Urbana-Champaign
Three essays on quantitative analysis in commodity markets
Abstract
dc:descriptionSubmission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2022-11-11 without embargo terms
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Agricultural & Applied Econ
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2022
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Li, Jiarui
- Contributors dc:contributor
-
- Irwin, Scott H.
- Schnitkey, Gary Donald
- Serra, Teresa
- Etienne, Xiaoli
- Hubbs, Todd
Subjects
dc:subject × 17- Energy prices
- Fuels markets
- Wholesale fuel spreads
- Carbon policy
- Low carbon fuel standard (LCFS)
- USDA
- Crop condition survey
- Crop condition index
- Early yield prediction
- Public information
- Commodity
- Futures markets
- Financialization
- Index investment
- Directional predictability
- Granger causality
- Quantile
Rights
dc:rights- Statement dc:rights
-
- Copyright 2022 Jiarui Li
- Language dc:language
- en, eng
Identifiers
dc:identifier.*- Handle dc:identifier
- https://hdl.handle.net/2142/115329
- OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/115329