Download or read book Essays on Speculation and Futures Markets written by Da-Hsiang Donald Lien and published by . This book was released on 1986 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on the Effects of Speculation in a Futures Market Upon Price Stability written by Chul Hoon Choi and published by . This book was released on 1998 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Two Essays on Crude Oil Futures and Options Markets written by Bingxin Li and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation consists of two essays on crude oil futures and options markets. The first essay investigates whether aggregate risk aversion and risk premiums in the crude oil market co-vary with the level of speculation. Using crude oil futures and option data, I estimate aggregate risk aversion in the crude oil market and find that it is signi ficantly lower after 2002, when speculative activity started to increase. Using speculation index as a state variable, risk premiums implied by the state-dependent risk aversion estimates confi rm the negative correlation between speculative activity and risk premiums, and indicate that risk premiums in the crude oil market are on average lower and more volatile after 2002. These findings suggest that index-fund investors who demand commodity futures for the purpose of portfolio diversi fication are willing to accept lower compensation for their positions. Estimated state-dependent risk premiums have substantial predictive power for subsequent futures returns and outperform commonly used predictors. The second essay exams the economic importance of jumps, jump risk premiums, and dynamic jump intensities in crude oil futures and options markets. Existing pricing models for crude oil options are computationally intensive due to the presence of latent state variables. Using a panel data of crude oil futures and options, I implement a class of computationally e fficient discrete-time jump models. I find that jumps account for about half of the total variance in crude oil futures and options prices, and a substantial part of the risk premiums is due to jumps. Jumps are large and rare events in crude oil futures and options markets. The main role of jumps and jump risk premiums in crude oil futures and options markets is to capture excess kurtosis in the data. These findings suggest that it is critical to include jumps in pricing models for crude oil futures and options, and there is strong evidence in favor of time-varying jump intensities.

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 Essays on the Impact of Investors Speculation and Disagreements on Security Prices and Trading Volume written by Siu Kai Choy and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Futures Markets written by Jin Kun Kim and published by . This book was released on 1995 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Bubbles in Agricultural Futures Markets written by 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 Uneven Futures written by Ida Yoshinaga and published by MIT Press. This book was released on 2022-12-20 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: Essays on speculative/science fiction explore the futures that feed our most cherished fantasies and terrifying nightmares, while helping diverse communities devise new survival strategies for a tough millennium. The explosion in speculative/science fiction (SF) across different media from the late twentieth century to the present has compelled those in the field of SF studies to rethink the community’s identity, orientation, and stakes. In this edited collection, more than forty writers, critics, game designers, scholars, and activists explore core SF texts, with an eye toward a future in which corporations dominate both the means of production and the means of distribution and governments rely on powerful surveillance and carceral technologies. The essays, international in scope, demonstrate the diversity of SF through a balance of popular mass-market novels, comics, films, games, TV shows, creepypastas, and more niche works. SF works explored range from Riot Baby by Tochi Onyebuchi, 2084: The End of the World by Boualem Sansal, Terra Nullius by Claire Coleman, Watchmen and X-Men comics, and the Marvel film Captain America: The Winter Soldier, to the MaddAddam trilogy by Margaret Atwood, The Dispossessed by Ursula K. Le Guin, The Wandering Earth by Liu Cixin, and the Wormwood trilogy by Tade Thompson. In an era in which ecological disaster and global pandemics regularly expose and intensify deep political-economic inequalities, what futures has SF anticipated? What survival strategies has it provided us? Can it help us to deal with, and grow beyond, the inequalities and injustices of our times? Unlike other books of speculative/science fiction criticism, Uneven Futures uses a think piece format to make its critical insights engaging to a wide audience. The essays inspire visions of better possible futures—drawing on feminist, queer, and global speculative engagements with Indigenous, Latinx, and Afro- and African futurisms—while imparting important lessons for political organizing in the present. Contributors: Ben Abraham, Emmet Asher-Perrin, Brent Ryan Bellamy, Gerry Canavan, Andrew Ferguson, Fabio Fernandes, Dexter Gabriel, M. Elizabeth Ginway, Sean Guynes, Ouissal Harize, David M. Higgins, Veronica Hollinger, Allanah Hunt, Nicola Hunte, Nathaniel Isaacson, Ayana Jamieson, Darshana Jayemanne, Gwyneth Jones, Brendan Keogh, Sami Ahmad Khan, Cameron Kunzelman, Bryan Kamaoli Kuwada, Isiah Lavender III, Caryn Lesuma, Karen Lord, Sarah Marrs, Farah Mendlesohn, Cathryn Merla-Watson, Hugh Charles O’Connell, B. Pladek, John Rieder, Lysa Rivera, Kim Stanley Robinson, Steven Shaviro, Rebekah Sheldon, Alison Sperling, Alfredo Suppia, Bogi Takács, Taryne Jade Taylor, Sherryl Vint, Kirin Wachter-Grene, Ida Yoshinaga.

Download or read book Three Essays on Derivatives Markets written by Qianyin Shan and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on non fundamental speculation trading behaviour and strategic information sharing written by Paolo Colla and published by . This book was released on 2005 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Information in Speculative Markets written by Stephen Charles Figlewski and published by . This book was released on 1976 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Testing for Speculative Bubbels in the Stock Markets written by LII-Tarn Chen and published by . This book was released on 1995 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three essays on market depth in futures markets written by Alexandre Aidov and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Futures Markets written by Luyang Fu and published by . This book was released on 2002 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on the Futures Markets written by Abhay H. Abhyankar and published by . This book was released on 1995 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Speculation on Agricultural Commodities written by Ingo Pies and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This short essay on financial speculation with agricultural commodities offers (1) a survey of the real economy factors that caused recent hunger crises, (2) an overview of academic research on the impact of index-based financial speculation on agricultural futures markets, and (3) a discussion of political measures that are appropriate for im-proving global food security. The arguments are supported by numerous graphs.

Download or read book Finance written by John Eatwell and published by Palgrave Macmillan. This book was released on 1989-11-01 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on finance.