Download or read book An Investigation Into the Causes of Non martingale Behavior in Commodity Futures Prices written by Scott Wesley Barnhart and published by . This book was released on 1984 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An investigation into the causes of non martingale behavoir in commodity futures prices written by Scott Wesley Barnhart and published by . This book was released on 1984 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2001 with total page 682 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Commodity Price Dynamics written by Craig Pirrong and published by Cambridge University Press. This book was released on 2011-10-31 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.

Download or read book American Doctoral Dissertations written by and published by . This book was released on 1984 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Empirical Investigation Into the Effects of Margin Requirements in Organized Commodity Futures Markets written by Wesley George McCain and published by . This book was released on 1969 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Modeling and Forecasting Primary Commodity Prices written by Walter C. Labys and published by Taylor & Francis. This book was released on 2017-03-02 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent economic growth in China and other Asian countries has led to increased commodity demand which has caused price rises and accompanying price fluctuations not only for crude oil but also for the many other raw materials. Such trends mean that world commodity markets are once again under intense scrutiny. This book provides new insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of the most recent methods of statistical time series analysis. The latter utilize econometric methods concerned with structural breaks, unobserved components, chaotic discovery, long memory, heteroskedasticity, wavelet estimation and fractional integration. Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range. The price forecasting involves structural time series trend plus cycle and cyclical trend models. Practical applications focus on the price behaviour of more than twenty international commodity markets.

Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1989 with total page 978 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Price Non Convergence in Commodities written by Sophie van Huellen and published by . This book was released on 2019 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: The close relationship between commodity future and cash prices is critical for the effectiveness of risk management and the functioning of price discovery. However, in recent years, commodity futures prices, across the board, have appeared increasingly detached from prices on physical markets. This paper argues that while various factors, identified in previous literature, which introduced limits to arbitrage have facilitated non-convergence, the actual extent of non-convergence in these markets is caused by essential differences in the mechanisms of price formation on physical and derivative markets. With reference to the particular case of the CBOT wheat market, the paper shows that the size of the spread between futures and cash prices can be theoretically and empirically linked to the increasing inflow of financial investment into commodity futures markets.

Download or read book The Long term Behavior of Commodity Prices written by Pier Giorgio Ardeni and published by World Bank Publications. This book was released on 1990 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt: The long- term net barter terms of trade between primary commodities and manufactures has been declining 0.6 percent a yesr.

Download or read book Essays on the Behavior of Commodity Prices and Economic Experimental Design written by Yingzi Li and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The third study investigates the effect of the revelation of posted bids in second-price experimental auctions for apple quality attributes under an experimental design where information is added progressively across rounds. We find that the revelation of posted bids does not bias the following bids and that having increased information on the apple increases the accuracy of participants' following bids. Therefore, the final round bids are used to elicit consumers' willingness to pay for the apple attributes of interest in this study. Consumers are found to prefer large, firm, sweet, crisp apples with fewer defects.

Download or read book Commodity Index Investing written by Filip Rusescu and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Proceedings of the Annual Meeting of the Eastern Finance Association written by Eastern Finance Association (U.S.). Meeting and published by . This book was released on 1973 with total page 818 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Temporal Price Behavior in Commodity Futures Markets written by Thomas F. Cargill and published by . This book was released on 1973 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Non Convergence in Domestic Commodity Futures Markets written by Michael Adjemian and published by . This book was released on 2015 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: During most of 2005-10, the price of expiring U.S. corn, soybeans, and wheat futures contracts settled much higher than corresponding delivery market cash prices. Because futures contracts at expiration are commonly thought to be equivalent to cash grain, this commodity price non-convergence appeared inconsistent with the law of one price. In addition, sustained non-convergence concerns market participants, exchanges, and policymakers because it can make hedging less effective, send confusing signals to the market, threaten the viability of a contract, and ultimately lead to a misallocation of agricultural resources. This report summarizes prominent theories that have been offered to explain non-convergence, including a new model that explains how the structure of a competitive delivery market can generate a positive expiring basis. The data support this delivery market theory over alternative explanations. Finally, we discuss various policy levers that have been offered to address non-convergence, as well as their likely impacts.

Download or read book Performance Of Commodity Derivatives Market In India An Analytical Study written by Dr. Shaik masood and published by Archers & Elevators Publishing House. This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Commodity Prices and Markets written by Takatoshi Ito and published by University of Chicago Press. This book was released on 2011-03 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fluctuations of commodity prices, most notably of oil, capture considerable attention and have been tied to important economic effects. This book advances our understanding of the consequences of these fluctuations, providing both general analysis and a particular focus on the countries of the Pacific Rim.