Results 31 to 40 of about 20,860 (159)
Variance risk in commodity markets [PDF]
Journal of Banking & Finance, 2017 We analyze the variance risk of commodity markets. We construct synthetic variance swaps and find significantly negative realized variance swap payoffs in most markets. We find evidence of commonalities among the realized payoffs of commodity variance swaps.
Prokopczuk, Marcel +2 more
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CO2 Embodied in Trade between Poland and Selected Countries
Journal of Economic Development, Environment and People, 2013 This study is aimed at analysing the carbon embodied in trade flows between Poland and its major trade partners. Calculations are based on the data from the GTAP database for the year 2004.
Jan T. Mizgajski
doaj
Optimal Portfolios in Commodity Futures Markets [PDF]
SSRN Electronic Journal, 2012 We consider portfolio optimization in futures markets. We model the entire futures price curve at once as a solution of a stochastic partial differential equation. The agents objective is to maximize her utility from the final wealth when investing in futures contracts.
Fred Espen Benth, Jukka Lempa
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Examining the Feasibility of Tea Futures in India
Space and Culture, India, 2020 The commodity derivative market in India has gained an important place in the last few decades. However, the entry of ‘tea futures’ in the derivative market is yet to come. Tea is a substitute for coffee and has a good market worldwide.
Rajat Bhattacharjee +1 more
doaj +1 more source
AGENTS-BASED COMMODITY MARKET SIMULATION WITH JADE
Jurnal Sistem Informasi, 2013 A market of potato commodity for industry scale usage is engaging several types of actors. They are farmers, middlemen, and industries. A multi-agent system has been built to simulate these actors into agent entities, based on manually given parameters ...
Rina Refianti +2 more
doaj +3 more sources
Jurnal Social Economic of Agriculture, 2019 This study examines the strategic comoditas price movements of food and food price volatility of strategic comoditas include sugar, eggs, cooking oil, onion and chilli major upset in the Market Famboyan Pontianak.
Ryafini Nurmapika, Nurliza, Imelda
doaj +1 more source
Co-Movement Between Commodity Market and Equity Market: Does Commodity Market Change? [PDF]
SSRN Electronic Journal, 2010 This paper, using Japanese market data, finds that although the correlation between equity markets and commodity market used to be negative or almost zero before around 2006, it has increased significantly after the global financial crisis in Autumn of 2008. In this sense, the commodity market lost its character as an alternative asset.
openaire +2 more sources
Asymmetric volatility in commodity markets
Journal of Commodity Markets, 2020 The paper studies the return-volatility relationship in a range of commodities. We develop a commodity price model and show that the volatility of price changes can be positively or negatively related to demand shocks. An “inverse leverage effect” – the volatility is higher following positive price shocks – is found in more than half of the daily spot ...
Yu-Fu Chen, Xiaoyi Mu
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Jurnal Media Hukum, 2015 The study on legal protection for Seller in Purchase Agreement of Agro Commodity in Auction Market in Special Territory of Yogyakarta was a normative and sociological legal research.
Endang Heriyani, Prihati Yuniarlin
doaj
Techniques for Analyzing the Attractiveness of International Commodity Markets Under Conditions of Economic Globalization [PDF]
International Economic Policy, 2006 This article examines existing techniques and proposes its own for analyzing the attractiveness of international commodity markets in light of the globalization of world economic processes.
Olha Pryhara
doaj