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Dissertations / Theses on the topic 'Commodity market'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

Rogstadius, Jakob. "Visualizing the Ethiopian Commodity Market." Thesis, Linköping University, Department of Science and Technology, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-19564.

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<p>The Ethiopia Commodity Exchange (ECX), like many other data intensive organizations, is having difficulties making full use of the vast amounts of data that it collects. This MSc thesis identifies areas within the organization where concepts from the academic fields of information visualization and visual analytics can be applied to address this issue.Software solutions are designed and implemented in two areas with the purpose of evaluating the approach and to demonstrate to potential users, developers and managers what can be achieved using this method. A number of presentation methods ar

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2

Sanogo, Al Hassan <1993&gt. "Commodity market and adlatility contagion." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/10814.

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3

Kaas, Susanna. "Validation of market commodity forward curves." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-172427.

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In this thesis the aim was to propose a method that could be used to validate the market commodity forward curve and analyse if the method is possible to apply. The thesis is limited to forward curves with equally spaced maturities up to one year and seasonal price patterns. The method suggested is to construct a reference curve by simulating futures prices with the seasonal cost-of-carry model and perform linear interpolation between these simulated values. The validation method was applied to UK natural gas futures traded on the Intercontinental Exchange for every trading day in December 2

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4

Ellefsen, Per Einar. "Commodity market modeling and physical trading strategies." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/61602.

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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2010.<br>Cataloged from student-submitted PDF version of thesis.<br>Includes bibliographical references (p. 114-116).<br>Investment and operational decisions involving commodities are taken based on the forward prices of these commodities. These prices are volatile, and a model of their evolution must correctly account for their volatility and correlation term structure. A two-factor model of the forward curve is proposed and calibrated to the crude oil, shipping, natural gas, and heating oil markets. The th

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5

Домашенко, Марина Дмитрівна, Марина Дмитриевна Домашенко, Maryna Dmytrivna Domashenko, and D. Hlushchenko. "Ukraine’s participation in the international commodity market." Thesis, Сумський державний університет, 2021. https://essuir.sumdu.edu.ua/handle/123456789/86648.

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6

Tkachev, Ilya. "Hedging strategy for an option on commodity market." Thesis, Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-5393.

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<p>In this work we consider the methods of pricing and hedging an option on the forward commodity market described by the multi-factor diffusion model. In the previous research there were presented explicit valuation formulas for standard European type options and simulation schemes for other types of options. However, hedging strategies were not developed in the available literature. Extending known results this work gives analytical formulas for the price of American, Asian and general European options. Moreover, for all these options hedging strategies are presented. Using these results the

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7

Tang, Weiqing. "Global commodity futures market modelling and statistical inference." Thesis, University of Birmingham, 2018. http://etheses.bham.ac.uk//id/eprint/8661/.

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This thesis first investigates the asset pricing ability of a new risk factor, namely Risk-Neutral Skewness (estimated based on option data) in the global commodity futures market. Skewness trading behaviour in the option market is attributed to heterogeneous belief and selective hedging concern. The negative (positive) the Risk-Neutral Skewness is accompanied with excess trading on put (call) option contracts, which leads to underlings' over-pricing (under-pricing). Above results are robust to time-series and cross-sectional test and other alternatives. Secondly, a new functional mean change

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8

Ronchi, Loraine. "Fairtrade and market failures in international commodity trade." Thesis, University of Sussex, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.514184.

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This thesis concerns an intervention in commodity markets known as 'Fairtrade', which pays producers a minimum 'fair' price and provides support to their cooperative organisations. Fairtrade justifies its intervention in commodity markets like coffee by claiming that factors like market power and producer organisation inefficiency marks down the prices producers receive ("producer price mark-downs"). As the market share of Fairtrade coffee grows. its intervention in commodity markets is of increasing interest. This is particularly true as international commodity policy also increasingly focuse

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9

Nurmos, Ville, and Mattias Andersson. "Nordic electricity hedging : A comparison with other commodity market structures." Thesis, KTH, Tillämpad termodynamik och kylteknik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-129188.

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This master thesis investigates and answers three fundamental questions regarding structural changes of a future market. This has been done by analysing and comparing three commodity markets with the Nordic electricity market. Examined commodity markets are LME steel billet, CME lean hogs and WTI & Brent crude oil. The report consists of a literature review with a theoretical background, CATWOE and a case analysis of each commodity market. The markets are thereafter analysed, compared and discussed regarding the research questions. It is concluded that the Nordic electricity market is in m

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10

Gbohounme, Idelphonse Leandre Tawanou <1990&gt. "RESEARCH QUESTION :VOLATILYSTRUCTURE OF THE COMMODITY MARKETS (AFTER CLEANING FOR FINANCIAL MARKET VOLATILITY." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/10812.

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11

Fan, Hua (John). "Momentum Investing in Commodity Futures." Thesis, Griffith University, 2014. http://hdl.handle.net/10072/365723.

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Momentum, the tendency of recent winner stocks to continue to rise and recent loser stocks to continue to fall, is one of the most puzzling asset pricing anomalies in modern finance. The recent boom in commodity futures investments has sparked renewed interest from both academia and industry in momentum investment strategies. This thesis proposes and examines the performance of three novel momentum-based active investment strategies in commodity futures. Conventional momentum strategies rely on 12 months of past returns for the formation of investment portfolios. First, this thesis proposes

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12

Zewdu, Assegid. "Ethiopian Commodity Exchange (ECX)-Linking farmers to the market." Thesis, Örebro universitet, Handelshögskolan vid Örebro universitet, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-12556.

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13

Thomas, Stuart John, and stuart thomas@rmit edu au. "Modelling Commodity Prices in The Australian National Electricity Market." RMIT University. Economics, Finance and Marketing, 2007. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20080528.160806.

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Beginning in the early 1990s several countries, including Australia, have pursued programs of deregulation and restructuring of their electricity supply industries. Dissatisfaction with state-run monopoly suppliers and a desire for increased competition and choice for consumers have been the major motivations for reform. In Australia, the historical, vertically-integrated, government-owned electricity authorities were separated into separate generation, transmission, distribution and retail sectors in each State and a competitive, wholesale market for electricity, the National Electricity Mark

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14

Mazibuko, Palasta. "Economic growth and commodity-market volatility in South Africa." Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/6170.

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Thesis (MBA (Business Management))--Stellenbosch University, 2008.<br>ENGLISH ABSTRACT: This research studies the relationship between economic growth and commodity-market volatility in South Africa. The mining industry, largely supported by gold, diamonds, coal, iron ore and platinum-group metals, has played a central role in South Africa's economic development. The commodities that were selected for the study are the five major minerals, namely gold, coal, iron are, platinum-group metals and diamonds. It investigates two central questions, the first of which is whether the mining of the abov

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15

Wang, Ying. "Essays on Risk Management for Agricultural Commodity Futures Market." The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1461192690.

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16

Gurrib, Muhammad Ikhlaas. "Behaviour and performance of key market players in the US futures markets." Thesis, Curtin University, 2008. http://hdl.handle.net/20.500.11937/1287.

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This study gives an insight into the behaviour and performance of large speculators and large hedgers in 29 US futures markets. Using a trading determinant model and priced risk factors such as net positions and sentiment index, results suggest hedgers (speculators) exhibit significant positive feedback trading in 15 (7) markets. Information variables like the S&P500 index dividend yield, corporate yield spread and the three months treasury bill rate were mostly unimportant in large players’ trading decisions. Hedgers had better market timing abilities than speculators in judging the direction

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17

Brunetti, Celso. "Comovement and volatility in international asset markets." Thesis, Queen Mary, University of London, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.322235.

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18

Gohou, Gaston Logoué Niansoit. "Essays on commodity market liberalization, spatial competition and farmer's price." College Park, Md. : University of Maryland, 2006. http://hdl.handle.net/1903/3849.

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Thesis (Ph. D.) -- University of Maryland, College Park, 2006.<br>Thesis research directed by: Economics. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.

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19

Dai, Jingyu. "Testing Overreaction and Under-reaction in the Commodity Futures Market." Thesis, Singapore Management University (Singapore), 2013. http://pqdtopen.proquest.com/#viewpdf?dispub=1548068.

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<p> Results from previous studies testing for under-reaction and overreaction in the commodity futures market are mixed and inconclusive. Using a data of more than 20 categories of future contacts ranging from agricultural, metal and energy, we have found significant evidence of under-reaction in food and agricultural commodities but not in the energy and metal sector. It is also found that those relatively inactive commodity future contracts tend to have a stronger tendency to under-react than commodity future contracts are very actively traded. The result also agrees with the behavioral hypo

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20

Cavus, Mustafa. "The dynamics of a commodity market : implications for forward pricing." Thesis, University of Manchester, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.629471.

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There is a growing menu of forward pricing models. Each model has a different specification regarding the nature of its underlying variables. This study critically evaluates, suggests extensions to and proposes alternative models. After reviewing the literature, we then investigate the dynamics of a market (in this study the WTI crude oil market) and based on these findings we specify the underlying stochastic processes of the model. Specifically, we perform series of econometric tests in attempting to pinpoint the nature of the variables; our focus is on the spot price, the convenience yield,

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21

Ryu, Yul. "Primary commodity and its derivatives: Volatility relationships and market efficiency." Case Western Reserve University School of Graduate Studies / OhioLINK, 1993. http://rave.ohiolink.edu/etdc/view?acc_num=case1056738980.

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22

Kim, Sang Hyo. "Analysis of Agricultural Commodity Storage Using Futures and Options Market." The Ohio State University, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=osu1436958589.

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23

Gurrib, Muhammad Ikhlaas. "Behaviour and performance of key market players in the US futures markets." Curtin University of Technology, School of Economics and Finance, 2008. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=117995.

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This study gives an insight into the behaviour and performance of large speculators and large hedgers in 29 US futures markets. Using a trading determinant model and priced risk factors such as net positions and sentiment index, results suggest hedgers (speculators) exhibit significant positive feedback trading in 15 (7) markets. Information variables like the S&P500 index dividend yield, corporate yield spread and the three months treasury bill rate were mostly unimportant in large players’ trading decisions. Hedgers had better market timing abilities than speculators in judging the direction

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24

Howell, James Andreas. "An analysis of speculator behavior and the dynamics of price in a futures market." Diss., Georgia Institute of Technology, 1992. http://hdl.handle.net/1853/24847.

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25

Cristini, Annalisa. "OECD activity and commodity prices." Thesis, University of Oxford, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.670315.

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26

Andreasson, Pierre, and Jonathan Siverskog. "Cross-market linkages and the role of speculation in agricultural futures markets." Thesis, Linköpings universitet, Nationalekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-120605.

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In this study we analyse the role of speculation in forging cross-market linkages between agriculture, equity and crude oil over the period 1992-2014. The market interdependence of ten U.S. traded agricultural commodities futures is measured through the spillover index of Diebold and Yilmaz (2009, 2012) and the dynamic conditional correlation framework of Engle (2002). Utilising data from the U.S. Commodity Futures Trading Commission, ve dierent measures of speculation are constructed, which are used to examine the long-run and short-run dynamics between market integration and speculation. To

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27

Hollywood, Lynsey. "Examining dimensions of consumer behaviour within the commodity liquid milk market." Thesis, University of Ulster, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.516535.

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28

Zhou, Feng. "Nonparametric Analysis of Commodity Futures Price Dynamics and Market Risk Measurements." The Ohio State University, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=osu1376578061.

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29

Mao, Yixiao. "On aspects of inflation in the context of commodity and futures market." Thesis, University of Glasgow, 2018. http://theses.gla.ac.uk/30878/.

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This thesis has developed alternative approaches for inflation forecasting and analysed the inflation risk premium in the context of commodity futures and options markets. Chapter 1 proposes an approach to tackle the non-availability of exchange-traded inflation futures price data. The composition of the consumer price index enables us to recognise the commodities which correspond to the consumption goods in the CPI. By averaging the commodity futures prices in the same way as the CPI is composed, we construct a synthetic futures contract written on the consumer price index, i.e. a futures on

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30

Dowdall, Courtney M. "Small Farmer Market Knowledge and Specialty Coffee Commodity Chains in Western Highlands Guatemala." FIU Digital Commons, 2012. http://digitalcommons.fiu.edu/etd/638.

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For producers motivated by their new status as self-employed, landowning, capitalist coffee growers, specialty coffee presents an opportunity to proactively change the way they participate in the international market. Now responsible for determining their own path, many producers have jumped at the chance to enhance the value of their product and participate in the new “fair trade” market. But recent trends in the international coffee price have led many producers to wonder why their efforts to produce a certified Fair Trade and organic product are not generating the price advantage they had a

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31

Hovav, Michal. "Tantalum wire product development strategy : gaining a competitive advantage in a commodity market." Thesis, Massachusetts Institute of Technology, 2006. http://hdl.handle.net/1721.1/37130.

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Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management; and, (S.M.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering; in conjunction with the Leaders for Manufacturing Program at MIT, 2006.<br>Includes bibliographical references (p. 52-53).<br>In the face of growing competition and the commoditization in the Tantalum Wire business, H.C. Starck must find a way to differentiate their wire products from competitors in order to survive in this market. This thesis studies the possibility of developing a new product into the market by l

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32

Суярова, Олена Олексіївна, Елена Алексеевна Суярова, Olena Oleksiivna Suiarova та І. В. Василевська. "Методологія аналізу цінової політики конкурентів на товарному ринку". Thesis, Видавництво СумДУ, 2010. http://essuir.sumdu.edu.ua/handle/123456789/14812.

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33

Bata, Jiří. "Návrh marketingového řízení společnosti." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2008. http://www.nusl.cz/ntk/nusl-376769.

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The aim of this thesis is to assess the current situation and propose appropriate marketing management of joint-stock company Moravian ceramic factories with business activities in the field of metallurgy and foundry.

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34

Borg, Elin, and Ilya Kits. "Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach." Thesis, Linköpings universitet, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-166940.

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This thesis examines the dependence structures between commodity futures and corresponding commodity producer equity indices in bearish, bullish and normal market conditions. We study commodity futures and producer indices in the energy, precious metals, gold and agriculture commodity markets using daily return data that ranges from 16 December 2005 to 28 June 2019. We employ the cross-quantilogram approach developed by Han et al. (2016) to examine dependence structures in the full quantile range, which represents different market states. Furthermore, we control for different lag structures, u

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35

Wright, Jeffrey. "A Tournament Approach to Price Discovery in the US Cattle Market." DigitalCommons@USU, 2017. https://digitalcommons.usu.edu/etd/6252.

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Cattle price discovery is a process of determining the price in the market through the interactions of cattle buyers (packers) and sellers (ranchers). Locating the price discovery center or market, and estimating price interactions among the regional fed cattle markets and also among feeder cattle markets can help define a relevant fed cattle procurement market. This research identifies that the U.S. cattle markets is discovered in the futures markets, feeder cattle futures and fed futures.

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36

Goetz, Cole Louis. "The Effects of Futures Markets on the Spot Price Volatility of Storable Commodities." Thesis, North Dakota State University, 2019. https://hdl.handle.net/10365/29795.

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This thesis examines the relationship between spot prices, futures prices, and ending stocks for storable commodities. We used Granger causality and DAGs to determine causal relationships and cointegration tests to determine long-run relationships. We use VAR/VECM and consider innovation accounting techniques to see how volatility in one market affects the price behavior and volatility in the other market. Results suggest that for agricultural commodities, innovations in futures price permanently increase the level of spot prices while accounting for much of spot price variance over time. F

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37

Silverstone, Daniel Maurice. "The ecstasy of consumption : the drug ecstasy as a mass commodity in a global market." Thesis, London School of Economics and Political Science (University of London), 2003. http://etheses.lse.ac.uk/2097/.

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This thesis is an examination of the drug, ecstasy. The central objective was to investigate the people who used the drug, where they used it and how it was dealt. In pursuit of this I undertook two empirical pieces of work, a series of interviews and an ethnography. The interviews were of two sorts, firstly a set of longitudinal interviews of middle class ecstasy users, first contacted when they had just began taking the drug and again when they had stopped. These interviews were supported by one-off interviews with three other groups with similar class backgrounds. The other part of the stud

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38

Sushil, Mohan. "Market-based price-risk management by commodity producers in developing countries : the case of coffee." Thesis, University of Strathclyde, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.415369.

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39

Tang, Yin Ha. "The commodity housing market and tenure decision in Chinese cities : an analysis of Guangzhou city." HKBU Institutional Repository, 1999. http://repository.hkbu.edu.hk/etd_ra/128.

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40

Tantakis, Penny (Penny Aphrodite) Carleton University Dissertation English. ""I am the market": a critique of the commodity in selected fiction by Margaret Atwood." Ottawa, 1994.

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41

Zhou, Haijiang. "Essays on theoretical and empirical studies of commodity futures markets." Connect to this title online, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1110165219.

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Thesis (Ph. D.)--Ohio State University, 2005.<br>Title from first page of PDF file. Document formatted into pages; contains xi, 114 p.; also includes graphics (some col.) Includes bibliographical references (p. 108-114). Available online via OhioLINK's ETD Center

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42

Hájková, Markéta. "Zlato a stříbro v mezinárodním obchodě - DIPLOMOVÝ SEMINÁŘ." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-162261.

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This work is focused on the description of the commodity market as a market in which a lot of opportunities are hidden. This market is an attractive investment for obtaining and saving money. The aim is to clarify the attractiveness of commodities to investors and through the historical development to analyze the commodity market in today's society. Another goal is to introduce commodities as instruments, which have become a competitor to other forms of investment (eg shares, bonds or real estate). Based on the findings from the analysis of the history, current market expert and major investor

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43

Martu, Eugeniu. "Analýza trhu nefinančních derivátů." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-73723.

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In long term well-diversified portfolio of commodities is not only profitable as well as a portfolio of stocks, but they are also slightly less risky. Profitability of the portfolio of commodities is negatively correlated with the return of the portfolio of stocks and bonds. This means that commodities are effective in diversifying equity and bond portfolios. And since this yields negative correlation increases with the length of time. The benefits of diversification are greater the longer they are used. Not only that, since the return of the portfolio of commodities depends positively with in

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44

Dojmazov, Petr. "Návrh marketingového řízení firmy." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2009. http://www.nusl.cz/ntk/nusl-222282.

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The goal of this diploma thesis is the analysis of current situation of communication agency Aetna, s.r.o., and following suggestion of a suitable strategy, which should provide successful development of the company and its implementation in the market of communication agencies. The emphasis was put especially on the analysis of the current situation and on the basis of its evaluation, new vision and new direction for the agency to follow in order to be successful and competitive even in the future.

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45

Ely, David Paul. "Futures markets and cash price stability." The Ohio State University, 1986. http://rave.ohiolink.edu/etdc/view?acc_num=osu1272292312.

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46

Oreamuno, Marco Antonio Artavia. "Stochastic multi-market modeling with "efficient quadratures"." Doctoral thesis, Humboldt-Universität zu Berlin, Landwirtschaftlich-Gärtnerische Fakultät, 2014. http://dx.doi.org/10.18452/16908.

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Stochastische Anwendungen von großen Simulationsmodellen des Agrarsektors werden immer häufiger. Allerdings ist die stochastische Modellierung mit großen Marktmodellen rechenintensiv und mit hohen Kosten für Datenabspeicherung, -analyse und -manipulation verbunden. Gausssche Quadraturen sind effiziente Stichprobenmethoden, die wenige Punkte für die Approximation der zentralen Momente von gemeinsamen Wahrscheinlichkeitsverteilungen brauchen und somit die Kosten der Datenmanipulation senken. Für symmetrische Integrationsräume sind die Ecken des Oktaeder von Stroud (Stroud 1957) Formeln dritten G

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47

Skubic, Michelle Coyne. "Outsourcing market research in Department of Defense commodity acquisition : the issues, concerns, an dprivate industry capabilities /." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2001. http://handle.dtic.mil/100.2/ADA397510.

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48

Kagochi, John. "Evaluating the competitiveness of US agricultural market commodities the role of technology adoption and commodity differentiation." Saarbrücken VDM Verlag Dr. Müller, 2007. http://d-nb.info/987998358/04.

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49

Yun, Won-Cheol. "Tax treatment of trade in cattle futures : possible implications to market efficiency and price stability /." Thesis, This resource online, 1992. http://scholar.lib.vt.edu/theses/available/etd-11242009-020149/.

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50

Borocco, Etienne. "The heterogeneity of information and beliefs among operators in the commodity markets." Thesis, Paris Sciences et Lettres (ComUE), 2019. http://www.theses.fr/2019PSLED072.

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Le projet de thèse consiste à étudier l’hétérogénéité de l’information et des croyances parmi les opérateurs sur les marchés de matières premières pour s’attaquer aux puzzles de la volatilité et de la prime de risque sur ces marchés. La première étape a été d’introduire l’asymétrie d’information dans un modèle de stockage. Il en est ressorti que le marché est efficient et que l’on peut distinguer un effet informationnel aléatoire d’un effet physique déterministe. La deuxième étape est d’estimer empiriquement les paramètres d’une version modifiée du modèle théorique évoqué plus haut. L’hypothès

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