Download or read book NCR 134 Conference on Applied Commodity Price Analysis and Forecasting written by and published by . This book was released on 1984 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NCR Conference on Applied Commodity Price Analysis Forecasting and Market Risk Management written by and published by . This book was released on 1990 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NCR Conference on Applied Commodity Price Analysis Forecasting and Market Risk Management St Louis Missouri April 26 27 1988 written by and published by . This book was released on 1988 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NCR 134 Conference written by NCR-134 (Committee : U.S.). Conference and published by . This book was released on 1993 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NCR 134 Conference written by NCR-134 (Committee : U.S.). Conference and published by . This book was released on 1997 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applied Commodity Price Analysis Forecasting and Risk Management written by NCR-134 (Committee : U.S.). Conference and published by . This book was released on 1989 with total page 390 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 Routledge. This book was released on 2017-03-02 with total page 247 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 NCR 134 Conference written by NCR-134 (Committee : U.S.). Conference and published by . This book was released on 1992 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NCR 134 Conference written by NCR-134 (Committee : U.S.). Conference and published by . This book was released on 1995 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NCR 134 Conference written by NCR-134 (Committee : U.S.). Conference and published by . This book was released on 1999 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NCR 134 Conference written by NCR-134 (Committee : U.S.). Conference and published by . This book was released on 1996 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stock Index Futures written by Charles M.S. Sutcliffe and published by Routledge. This book was released on 2018-01-18 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
Download or read book Managing Risk in Farming written by and published by . This book was released on 1999 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Performance Managerial Skill and Factor Exposures in Commodity Trading Advisors and Managed Futures Funds written by S. Burcu Avci and published by Dissertation.com. This book was released on 2019-10-15 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding risk is important. Prior to 2008, as the yields on safe assets hit rock bottom, investors began to focus on an alphabet soup of more complex instruments. These complex securities were rated AAA and appeared as safe as U.S. Treasuries, but with much higher yields. The 2008 financial crisis revealed, however, that higher yields on these instruments came with higher risk, albeit too late for these investors. This study seeks to understand the risk–return tradeoff, managerial skill, and factor exposures on the risk-return tradeoff in two financial instruments that have been limitedly investigated: commodity trading advisors (CTAs) and managed futures funds (MFFs). This study begins by documenting the differences between CTAs/MFFs and hedge funds and mutual funds, starting with the legal and operational differences. Next, it conducts a performance analysis, which indicates that CTAs and MFFs, as standalone investment vehicles, provide returns that are higher than the average market returns in bear markets, while carrying lower risk. The strong standing of CTAs and MFFs in bear markets earn them their reputation as “downside risk protectors.” CTAs and MFFs are profitable individual assets but adding these funds to classical asset portfolios enhances portfolio performance significantly. This feature makes them strong hedging assets. As expected, their performance is below that of standard assets in up markets. Chapter 4 finds that the superior performance of CTAs and MFFs can be explained by managerial skill. Positive and significant Jensen alphas are evidence of good performance; moreover, the persistence of the Jensen alphas is supported by both parametric and non-parametric tests. Incentive fees and fund age are found to be positively related to managerial skill, while (somewhat surprisingly) management fees are found to be negatively related to it. Chapter 5 finds that many financial and macroeconomic factors are statistically unrelated to CTA and MFF performance. However, the value premium (HML) factor and industrial production growth (IPG) are correlated with their performance. HML has a relation effect on one-month-ahead fund returns, whereas IPG has a negative association with them. Nonparametric tests support these results marginally. Overall, these findings suggest that both CTAs and MFFs use well-known and well-established predictors of expected returns to generate their alphas.
Download or read book The Economics of Agriculture and Natural Resources written by Masoomeh Rashidghalam and published by Springer Nature. This book was released on 2020-06-29 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of twelve selected empirical studies on the economics of agriculture and natural resources. Twenty-two authors have contributed their research to this volume. Papers of this volume are grouped into three main domains covering: Agricultural Resilience and Sustainability; Agricultural Producers and Consumers; and Energy Use in Agriculture. Organized in an analytical framework and offering comprehensive empirical data, this book focuses on agricultural sustainability and resilience, environmental efficiency, agricultural extension, foreign trade, energy use, and agricultural growth aspects of the Iranian agriculture sector. They demonstrate technical and methodological tools used for the analysis and explain their application in the agricultural sector of Iran. This book will be a valuable read for those managing agricultural enterprises, policy makers, and researchers of agricultural producers and consumers.
Download or read book Options Futures and Agricultural Commodity Programs written by and published by . This book was released on 1988 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Economics of Livestock Disease Insurance written by Stephen R. Koontz and published by CABI. This book was released on 2006 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book on the economics of livestock disease insurance is organized into three major parts. Following an introduction (chapters 1-2), part II (chapters 3-8) includes a variety of discussions about what is known about how to build a livestock insurance programme. It begins with a look at the conceptual basis for government involvement in the management of livestock diseases, including prevention, control, regulation and eradication. This discussion is picked up by looking at incentive compatibility and insurability conditions in the private sector, emphasizing how livestock disease management is unique. Compensation is also examined, including what losses should be compensated, choosing a method to value the losses, determining the portion of losses to compensate, and outlining a potential role for insurance. Finally, the complexity of the risks at the farm level is demonstrated using a model that evaluates revenue insurance. Part III (chapters 9-20) offers a diverse discussion about disease management issues and programmes in Australia, Canada, Europe and the USA. These chapters include more discussion about how to build economically sound insurance programmes, and observations are based on modelling or observing case studies. The book has a subject index.
