Download or read book Three Essays on Commodity Futures and Options Markets written by Na Jin and published by . This book was released on 2011 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Commodity Futures and Options Price Performance written by Marin Boz̆ić and published by . This book was released on 2011 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Commodity Futures Markets written by 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 Three Essays on Futures written by Lawrence Francis Pohlman and published by . This book was released on 1987 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Issues on Asset Storability and Commodity Futures Markets written by Jian Yang and published by . This book was released on 1999 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Commodity Markets written by Panayotis Nicholas Varangis and published by . This book was released on 1992 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Commodity Markets Under Uncertainty written by Marko Pekka Lehtimäki and published by . This book was released on 1999 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Commodity Markets and Health Economics written by Sihong Chen and published by . This book was released on 2017 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on the Dynamics of Commodity Markets written by Timm Frederik Schmich and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Commodity Markets written by Chanaka N. Ganepola and published by . This book was released on 2018 with total page 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 the Futures Markets written by Abhay H. Abhyankar and published by . This book was released on 1995 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Theoretical and Empirical Studies of Commodity Futures Markets written by Haijiang Zhou and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: The three essays of this thesis research several theoretical and empirical issues of the commodity futures markets, specifically, the metals markets at the London Metal Exchange (LME) and the U.S. soybean and corn markets at the Chicago Board of Trade. Chapter two examines the cost of carry theory for five metals at the London Metal Exchange (LME). A quad-variate cointegration model is constructed and empirical results show that a long run relationship exists for cash and 3-month metals futures prices, 3-month interest rates and physical storage costs. The finding reconciles previously inconsistent findings regarding the cointegration of temporal prices in the presence of non-stationary interest rates. Chapter three updates the measurement of the supply of storage model and develops a two-equation system model which consists of the supply of storage equation and the price spread-convenience yield equation. Three stage least squares (3SLS) estimation method and bootstrapping 3SLS are applied to the CBOT soybeans data and results reveal that convenience yield and variability of new crop futures might play key roles in making storage decisions during the crop year. Chapter four develops a new measurement of the stock (inventory)-price relationship for commodity markets by constructing an equally weighted ending stocks-use ratio. A fully specified polynomial function is developed with consideration of three policy regimes due to the 1985 and 1996 US farm policy reforms. Model selection is conducted from both the fitting perspective and the forecast perspective. Results show that grain market analysts may benefit from using the proposed new measurement for forecasting prices. In summary, this study contributes to the understanding of the theoretical and empirical issues of the commodity futures markets, including the cost of carry theory, the supply of storage theory and the convenience yield theory.

Download or read book Essays on Commodity Futures Markets written by and published by . This book was released on 2015 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Commodity Futures Markets written by Robert Christian Wichmann and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Commodity Futures Markets written by Nan Zhao and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in International Finance written by Rita Madarassy and published by . This book was released on 2002 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: