commodity markets
Quantitative Techniques for Spread Trading in Commodity Markets
... 1.6. Thesis Road Map 10 spread trading in commodity markets. First, we describe cointegration and its applica- tion in pairs trading, a one factor mean-reverting Vasicek process to model the spread process, ...
175
DEEP DIVE INTO COMMODITY MARKETS: EXPLORING THE COMMODITY–INDUSTRIAL PRODUCTION NEXUS
... and commodity markets, we have considered various cointegration exercises depending on the geographic zone and the sectors covered by commodities: agricultural products, industrial and precious metals, ...
32
Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns
... of commodity futures, which are viewed only as financial assets that are suitable for reducing the portfolios volatility and ...some commodity markets to be deeper, given the greater number of ...
8
PRICE DISCOVERY AND VOLATILITY SPILLOVERS IN INDIAN METAL COMMODITY MARKETS
... Commodity markets have an imperative role in the price stabilization of commodities and contribute incalculably to the economic development of the ...metals commodity market using Johansen ...
39
A brief essay on the financialization of agricultural commodity markets
... in commodity derivatives markets, depending on the aims and strategies they ...trade commodity derivatives in order to hedge their transactions on the spot market, while financial investors are ...
18
"Techniques for Analyzing the Attractiveness of International Commodity Markets Under Conditions of Economic Globalization"
... international commodity markets showed that this concept is usually related to the analysis of factors of a coun- try’s market environment and the activity of an enterprise entering these markets, as ...
27
Commodity Markets, Risk and Poverty: A Case of Uganda
... As part of the efforts to cope with seasonality, price volatility and serial declines in commodity markets, farming households have chosen to diversify their income sources into non-farm income sources. ...
219
Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets
... commodity markets. Indeed, higher correlations between both markets are generally observed during the financial turmoil, reflecting the phenomenon of financialization of commodity ...
19
Expectations, fundamentals, and asset returns: evidence from the commodity markets
... other markets where the role of fundamentals on asset prices is more clear and ...the commodity markets settings to test if the relationship between uncertainty, proxied by survey forecasts ...
193
An evidence of speculation in Indian commodity markets
... in commodity markets (Sanders et ...in commodity trading appears to have caused prices may deviate, at least in the short run (Mayer J 2009), index speculators frustrated the futures market (Van et ...
24
Live cattle as a new frontier in commodity markets
... Exports to Asia have increased, especially to Japan and a growing market in Hong Kong, Russia (although a ban on US beef was initiated in February 2013), Egypt, Vietnam, and Turkey. This is a substantial development ...
34
Issues Regarding Price Risk in Agricultural Commodity Markets.
... The impact of significant underlying economic factor(s) are identified by taking into account the effect of the ‘use to stocks’ ratio of corn – which comprises the market’s demand and supply conditions for corn – and ...
214
Commodity markets and the international transmission of fiscal shocks
... With world commodity supplies fixed, an increase in government spending in country A raises aggregate demand for good 1, simultaneousZy driving up the real exchange rate and reducing com[r] ...
39
Commodity Markets, Long-Run Predictability and Intertemporal Pricing
... The table reports GMM estimation results for an ICAPM based on the commodity TS, HP and Mom factors (Panel A) and eight traditional ICAPMs (Panels B and C; see Appendix A for details). The test assets are 25 ...
37
Political economy of agrarian politics in Kerala: A study of state intervention in agricultural commodity markets with particular reference to dairy markets
... Bates' study of States and markets in Africa, is a m a j o r contribution to the study of the politics of policy formulation in developing countries. Based on the experience of several sub- Saharan countries, his ...
442
Futures Markets and the Two Dimensions of Instability in Commodity Markets: The Oil Experience
... It is argued in this paper that one must distinguish short-term price instability, associated with the functioning of commodity futures markets, and medium- term instability, associated [r] ...
17
Towards microalgal triglycerides in the commodity markets
... Background: Microalgal triglycerides (TAGs) hold great promise as sustainable feedstock for commodity indus- tries. However, to determine research priorities and support business decisions, solid techno-economic ...
10
On commodity trading strategies: momentum, term structure, maturity, indexation
... in commodity futures markets that lead to profitable trading strategies, effectively testing the efficiency of commodity ...in commodity futures prices are ...Sachs Commodity Index ...
169
Modeling and forecasting volatility in global food commodity prices
... The paper employs two competing models, including the thin tailed the normal distribution and the fat-tailed Student t-distribution models, to explore the volatility in the global food commodity prices of wheat, ...
8
Global food and energy markets: volatility transmission and impulse response effects
... food commodity prices to a number of factors, among them speculations in future commodity markets (FAO, 2008); crude oil price changes and its impact on bio- fuel commodity markets ...
20