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You searched for subject:( Futures market). Showing records 1 – 30 of 117 total matches.

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University of Johannesburg

1. Maree, Johannes Petrus. Termynkontrakte as verskansingsmeganisme.

Degree: 2014, University of Johannesburg

M.Comm. (Business Management)

Please refer to full text to view abstract

Subjects/Keywords: Futures; Futures market

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Maree, J. P. (2014). Termynkontrakte as verskansingsmeganisme. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/10177

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Maree, Johannes Petrus. “Termynkontrakte as verskansingsmeganisme.” 2014. Thesis, University of Johannesburg. Accessed October 18, 2019. http://hdl.handle.net/10210/10177.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Maree, Johannes Petrus. “Termynkontrakte as verskansingsmeganisme.” 2014. Web. 18 Oct 2019.

Vancouver:

Maree JP. Termynkontrakte as verskansingsmeganisme. [Internet] [Thesis]. University of Johannesburg; 2014. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10210/10177.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Maree JP. Termynkontrakte as verskansingsmeganisme. [Thesis]. University of Johannesburg; 2014. Available from: http://hdl.handle.net/10210/10177

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Technology, Sydney

2. Du, Ke. Commodity derivative pricing under the benchmark approach.

Degree: 2013, University of Technology, Sydney

 This thesis models commodity prices and derivatives, written on commodity prices, under the benchmark approach. Under this approach, the commodity prices are modeled under the… (more)

Subjects/Keywords: Commodity market.; Futures prices.; Financial risk management.

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APA (6th Edition):

Du, K. (2013). Commodity derivative pricing under the benchmark approach. (Thesis). University of Technology, Sydney. Retrieved from http://hdl.handle.net/10453/23488

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Du, Ke. “Commodity derivative pricing under the benchmark approach.” 2013. Thesis, University of Technology, Sydney. Accessed October 18, 2019. http://hdl.handle.net/10453/23488.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Du, Ke. “Commodity derivative pricing under the benchmark approach.” 2013. Web. 18 Oct 2019.

Vancouver:

Du K. Commodity derivative pricing under the benchmark approach. [Internet] [Thesis]. University of Technology, Sydney; 2013. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10453/23488.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Du K. Commodity derivative pricing under the benchmark approach. [Thesis]. University of Technology, Sydney; 2013. Available from: http://hdl.handle.net/10453/23488

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Georgia

3. Houser, Dwight Matthew. How scary are food scares?: Evidence from animal disease outbreaks.

Degree: MS, Agricultural Economics, 2017, University of Georgia

 Abnormal volatility levels have persisted for an extended period in livestock markets. Some of the most significant shocks have come from animal disease outbreaks, such… (more)

Subjects/Keywords: BSE; Futures Market; Food Scare; H1N1; Volatility

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APA (6th Edition):

Houser, D. M. (2017). How scary are food scares?: Evidence from animal disease outbreaks. (Masters Thesis). University of Georgia. Retrieved from http://hdl.handle.net/10724/37340

Chicago Manual of Style (16th Edition):

Houser, Dwight Matthew. “How scary are food scares?: Evidence from animal disease outbreaks.” 2017. Masters Thesis, University of Georgia. Accessed October 18, 2019. http://hdl.handle.net/10724/37340.

MLA Handbook (7th Edition):

Houser, Dwight Matthew. “How scary are food scares?: Evidence from animal disease outbreaks.” 2017. Web. 18 Oct 2019.

Vancouver:

Houser DM. How scary are food scares?: Evidence from animal disease outbreaks. [Internet] [Masters thesis]. University of Georgia; 2017. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10724/37340.

Council of Science Editors:

Houser DM. How scary are food scares?: Evidence from animal disease outbreaks. [Masters Thesis]. University of Georgia; 2017. Available from: http://hdl.handle.net/10724/37340


University of Manchester

4. Wei, Hua. Institutional bricolage : the development of China's futures market.

Degree: PhD, 2014, University of Manchester

 China's futures market has undergone a significant structural change. It was a 'vertical silo' and now it is being developed into a 'horizontal' structure with… (more)

Subjects/Keywords: Institutional bricolage; Futures market; Institutional change; China

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APA (6th Edition):

Wei, H. (2014). Institutional bricolage : the development of China's futures market. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/institutional-bricolage-the-development-of-chinas-futures-market(259c51cf-35d8-45ba-95f1-fb93813e28a5).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764298

Chicago Manual of Style (16th Edition):

Wei, Hua. “Institutional bricolage : the development of China's futures market.” 2014. Doctoral Dissertation, University of Manchester. Accessed October 18, 2019. https://www.research.manchester.ac.uk/portal/en/theses/institutional-bricolage-the-development-of-chinas-futures-market(259c51cf-35d8-45ba-95f1-fb93813e28a5).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764298.

MLA Handbook (7th Edition):

Wei, Hua. “Institutional bricolage : the development of China's futures market.” 2014. Web. 18 Oct 2019.

Vancouver:

Wei H. Institutional bricolage : the development of China's futures market. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2019 Oct 18]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/institutional-bricolage-the-development-of-chinas-futures-market(259c51cf-35d8-45ba-95f1-fb93813e28a5).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764298.

Council of Science Editors:

Wei H. Institutional bricolage : the development of China's futures market. [Doctoral Dissertation]. University of Manchester; 2014. Available from: https://www.research.manchester.ac.uk/portal/en/theses/institutional-bricolage-the-development-of-chinas-futures-market(259c51cf-35d8-45ba-95f1-fb93813e28a5).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764298


Mid Sweden University

5. Nilsson, Mattias. Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices.

Degree: Social Sciences, 2008, Mid Sweden University

  The oil market is arguably the most influential commodity market in the world, in that it has an effect on all economic variables in… (more)

Subjects/Keywords: Cointegration Oil Futures Market; Business studies; Företagsekonomi

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APA (6th Edition):

Nilsson, M. (2008). Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices. (Thesis). Mid Sweden University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-527

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nilsson, Mattias. “Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices.” 2008. Thesis, Mid Sweden University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-527.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nilsson, Mattias. “Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices.” 2008. Web. 18 Oct 2019.

Vancouver:

Nilsson M. Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices. [Internet] [Thesis]. Mid Sweden University; 2008. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-527.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nilsson M. Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices. [Thesis]. Mid Sweden University; 2008. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-527

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Manchester

6. Wei, Hua. Institutional Bricolage: The Development of China’s Futures Market.

Degree: 2014, University of Manchester

Institutional Bricolage: The Development of China’s Futures MarketHua WeiSubmitted for Doctor of Philosophy (PhD), 30th September 2013, the University of ManchesterChina’s futures market has undergone… (more)

Subjects/Keywords: Institutional change; China; Futures market; Institutional bricolage

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wei, H. (2014). Institutional Bricolage: The Development of China’s Futures Market. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:225102

Chicago Manual of Style (16th Edition):

Wei, Hua. “Institutional Bricolage: The Development of China’s Futures Market.” 2014. Doctoral Dissertation, University of Manchester. Accessed October 18, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:225102.

MLA Handbook (7th Edition):

Wei, Hua. “Institutional Bricolage: The Development of China’s Futures Market.” 2014. Web. 18 Oct 2019.

Vancouver:

Wei H. Institutional Bricolage: The Development of China’s Futures Market. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2019 Oct 18]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:225102.

Council of Science Editors:

Wei H. Institutional Bricolage: The Development of China’s Futures Market. [Doctoral Dissertation]. University of Manchester; 2014. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:225102

7. Natanelov, Valeri. Commodity futures markets : dynamic interrelationships between financial asset markets, energy markets and traditional agricultural commodity markets.

Degree: 2014, Ghent University

 This doctoral thesis discerns the complicated dynamic interrelationships between financial asset markets, energy markets and traditional agricultural commodity markets. Recently, various factors have dramatically changed… (more)

Subjects/Keywords: Business and Economics; market relationships; commodities; futures

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APA (6th Edition):

Natanelov, V. (2014). Commodity futures markets : dynamic interrelationships between financial asset markets, energy markets and traditional agricultural commodity markets. (Thesis). Ghent University. Retrieved from http://hdl.handle.net/1854/LU-4339503

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Natanelov, Valeri. “Commodity futures markets : dynamic interrelationships between financial asset markets, energy markets and traditional agricultural commodity markets.” 2014. Thesis, Ghent University. Accessed October 18, 2019. http://hdl.handle.net/1854/LU-4339503.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Natanelov, Valeri. “Commodity futures markets : dynamic interrelationships between financial asset markets, energy markets and traditional agricultural commodity markets.” 2014. Web. 18 Oct 2019.

Vancouver:

Natanelov V. Commodity futures markets : dynamic interrelationships between financial asset markets, energy markets and traditional agricultural commodity markets. [Internet] [Thesis]. Ghent University; 2014. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/1854/LU-4339503.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Natanelov V. Commodity futures markets : dynamic interrelationships between financial asset markets, energy markets and traditional agricultural commodity markets. [Thesis]. Ghent University; 2014. Available from: http://hdl.handle.net/1854/LU-4339503

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Newcastle

8. Lai, Yuk Pui. The overreaction phenomenon in Hong Kong index futures market.

Degree: 2017, University of Newcastle

Professional Doctorate - Doctor of Business Administration (DBA)

After the pioneer works regarding the overreaction phenomenon conducted by De Bondt & Thaler (1985), it has… (more)

Subjects/Keywords: over-reaction; Hong Kong; index futures market

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APA (6th Edition):

Lai, Y. P. (2017). The overreaction phenomenon in Hong Kong index futures market. (Thesis). University of Newcastle. Retrieved from http://hdl.handle.net/1959.13/1335679

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lai, Yuk Pui. “The overreaction phenomenon in Hong Kong index futures market.” 2017. Thesis, University of Newcastle. Accessed October 18, 2019. http://hdl.handle.net/1959.13/1335679.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lai, Yuk Pui. “The overreaction phenomenon in Hong Kong index futures market.” 2017. Web. 18 Oct 2019.

Vancouver:

Lai YP. The overreaction phenomenon in Hong Kong index futures market. [Internet] [Thesis]. University of Newcastle; 2017. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/1959.13/1335679.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lai YP. The overreaction phenomenon in Hong Kong index futures market. [Thesis]. University of Newcastle; 2017. Available from: http://hdl.handle.net/1959.13/1335679

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

9. Shynkevich, Andrei. Three essays on the interest rate forward-futures differential 1. Empirical investigation of the size and the nature of the Eurodollar futures-foward differential 2. Decomposition of the interest rate forward-futures price differential 3. How much premium is there for interest rate futures?.

Degree: PhD, Finance and Financial Management, 2009, Louisiana State University

 This dissertation analyzes a series of issues that surround both the theoretical modeling and the empirical estimation of the forward-futures differential, commonly known as the… (more)

Subjects/Keywords: Eurodollar futures; forward-futures differential; convexity adjustment; marking-to-market; interest rate term structure

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APA (6th Edition):

Shynkevich, A. (2009). Three essays on the interest rate forward-futures differential 1. Empirical investigation of the size and the nature of the Eurodollar futures-foward differential 2. Decomposition of the interest rate forward-futures price differential 3. How much premium is there for interest rate futures?. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-05172009-164115 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3570

Chicago Manual of Style (16th Edition):

Shynkevich, Andrei. “Three essays on the interest rate forward-futures differential 1. Empirical investigation of the size and the nature of the Eurodollar futures-foward differential 2. Decomposition of the interest rate forward-futures price differential 3. How much premium is there for interest rate futures?.” 2009. Doctoral Dissertation, Louisiana State University. Accessed October 18, 2019. etd-05172009-164115 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3570.

MLA Handbook (7th Edition):

Shynkevich, Andrei. “Three essays on the interest rate forward-futures differential 1. Empirical investigation of the size and the nature of the Eurodollar futures-foward differential 2. Decomposition of the interest rate forward-futures price differential 3. How much premium is there for interest rate futures?.” 2009. Web. 18 Oct 2019.

Vancouver:

Shynkevich A. Three essays on the interest rate forward-futures differential 1. Empirical investigation of the size and the nature of the Eurodollar futures-foward differential 2. Decomposition of the interest rate forward-futures price differential 3. How much premium is there for interest rate futures?. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2019 Oct 18]. Available from: etd-05172009-164115 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3570.

Council of Science Editors:

Shynkevich A. Three essays on the interest rate forward-futures differential 1. Empirical investigation of the size and the nature of the Eurodollar futures-foward differential 2. Decomposition of the interest rate forward-futures price differential 3. How much premium is there for interest rate futures?. [Doctoral Dissertation]. Louisiana State University; 2009. Available from: etd-05172009-164115 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3570


Texas Tech University

10. Elhelou, Rami. Effects of futures market manipulation on crude oil prices: An empirical examination.

Degree: MS, Agriculture and Applied Economis, 2011, Texas Tech University

 Crude oil prices moved irregularly in the period leading to the financial meltdown in the beginning of 2008. This research paper deals with the explaining… (more)

Subjects/Keywords: Futures price; Spot price; Organization of Petroleum Exporting Countries (OPEC); Manipulation; Futures market

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APA (6th Edition):

Elhelou, R. (2011). Effects of futures market manipulation on crude oil prices: An empirical examination. (Masters Thesis). Texas Tech University. Retrieved from http://hdl.handle.net/2346/ETD-TTU-2011-05-1380

Chicago Manual of Style (16th Edition):

Elhelou, Rami. “Effects of futures market manipulation on crude oil prices: An empirical examination.” 2011. Masters Thesis, Texas Tech University. Accessed October 18, 2019. http://hdl.handle.net/2346/ETD-TTU-2011-05-1380.

MLA Handbook (7th Edition):

Elhelou, Rami. “Effects of futures market manipulation on crude oil prices: An empirical examination.” 2011. Web. 18 Oct 2019.

Vancouver:

Elhelou R. Effects of futures market manipulation on crude oil prices: An empirical examination. [Internet] [Masters thesis]. Texas Tech University; 2011. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2346/ETD-TTU-2011-05-1380.

Council of Science Editors:

Elhelou R. Effects of futures market manipulation on crude oil prices: An empirical examination. [Masters Thesis]. Texas Tech University; 2011. Available from: http://hdl.handle.net/2346/ETD-TTU-2011-05-1380


University of Johannesburg

11. Ackroyd, Riana. Die regulering van termynkontrakte in Suid-Afrika.

Degree: 2012, University of Johannesburg

LL.M.

Die doel van hierdie verhandeling is om die reguleringsisteem in Suid-Afrika te beskryf soos wat dit betrekking het op termynkontrakte. Termynkontrakte vorm deel van… (more)

Subjects/Keywords: Futures - South Africa.; Futures market - South Africa; Financial futures - South Africa.; Insider trading in securities - South Africa.

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APA (6th Edition):

Ackroyd, R. (2012). Die regulering van termynkontrakte in Suid-Afrika. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/6796

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ackroyd, Riana. “Die regulering van termynkontrakte in Suid-Afrika.” 2012. Thesis, University of Johannesburg. Accessed October 18, 2019. http://hdl.handle.net/10210/6796.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ackroyd, Riana. “Die regulering van termynkontrakte in Suid-Afrika.” 2012. Web. 18 Oct 2019.

Vancouver:

Ackroyd R. Die regulering van termynkontrakte in Suid-Afrika. [Internet] [Thesis]. University of Johannesburg; 2012. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10210/6796.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ackroyd R. Die regulering van termynkontrakte in Suid-Afrika. [Thesis]. University of Johannesburg; 2012. Available from: http://hdl.handle.net/10210/6796

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Florida

12. Meng, Fang. Commodity Index Investment and Wheat Futures Market.

Degree: MS, Food and Resource Economics, 2010, University of Florida

 The turmoil in futures market in recent years becomes intense concern to the industry, the exchanges and the Commodity Futures Trading Commission (CFTC). In my… (more)

Subjects/Keywords: Cash; Commodities; Commodity futures; Futures contracts; Futures markets; Market prices; Prices; Speculators; Standard and Poors 500 Index; Wheat

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APA (6th Edition):

Meng, F. (2010). Commodity Index Investment and Wheat Futures Market. (Masters Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0042262

Chicago Manual of Style (16th Edition):

Meng, Fang. “Commodity Index Investment and Wheat Futures Market.” 2010. Masters Thesis, University of Florida. Accessed October 18, 2019. http://ufdc.ufl.edu/UFE0042262.

MLA Handbook (7th Edition):

Meng, Fang. “Commodity Index Investment and Wheat Futures Market.” 2010. Web. 18 Oct 2019.

Vancouver:

Meng F. Commodity Index Investment and Wheat Futures Market. [Internet] [Masters thesis]. University of Florida; 2010. [cited 2019 Oct 18]. Available from: http://ufdc.ufl.edu/UFE0042262.

Council of Science Editors:

Meng F. Commodity Index Investment and Wheat Futures Market. [Masters Thesis]. University of Florida; 2010. Available from: http://ufdc.ufl.edu/UFE0042262


University of Otago

13. Kelly, Nathan K. Volatility forecasting in the 90-Day Australian bank bill futures market .

Degree: 2011, University of Otago

 This study employs a comprehensive data set from the 90-Day Australian Bank Bills Futures market to test the predictive power of the theoretically superior implied… (more)

Subjects/Keywords: volatility forecasting; forecasting; market efficiency; interest rates; options; implied volatility; Asay; Volatility; Futures market

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APA (6th Edition):

Kelly, N. K. (2011). Volatility forecasting in the 90-Day Australian bank bill futures market . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1340

Chicago Manual of Style (16th Edition):

Kelly, Nathan K. “Volatility forecasting in the 90-Day Australian bank bill futures market .” 2011. Masters Thesis, University of Otago. Accessed October 18, 2019. http://hdl.handle.net/10523/1340.

MLA Handbook (7th Edition):

Kelly, Nathan K. “Volatility forecasting in the 90-Day Australian bank bill futures market .” 2011. Web. 18 Oct 2019.

Vancouver:

Kelly NK. Volatility forecasting in the 90-Day Australian bank bill futures market . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10523/1340.

Council of Science Editors:

Kelly NK. Volatility forecasting in the 90-Day Australian bank bill futures market . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1340

14. Sousa, Tânia Daniela Veríssimo. Futuros financeiros: uma abordagem aos commodities de algodão.

Degree: 2013, Instituto Politécnico do Porto

Dissertação de Mestrado Apresentado ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Contabilidade e Finanças, sob orientação… (more)

Subjects/Keywords: Mercado de futuros; Algodão; Derivados; Cotton; Commodities; Futures market; Commodities; Derivatives

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APA (6th Edition):

Sousa, T. D. V. (2013). Futuros financeiros: uma abordagem aos commodities de algodão. (Thesis). Instituto Politécnico do Porto. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/2147

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sousa, Tânia Daniela Veríssimo. “Futuros financeiros: uma abordagem aos commodities de algodão.” 2013. Thesis, Instituto Politécnico do Porto. Accessed October 18, 2019. http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/2147.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sousa, Tânia Daniela Veríssimo. “Futuros financeiros: uma abordagem aos commodities de algodão.” 2013. Web. 18 Oct 2019.

Vancouver:

Sousa TDV. Futuros financeiros: uma abordagem aos commodities de algodão. [Internet] [Thesis]. Instituto Politécnico do Porto; 2013. [cited 2019 Oct 18]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/2147.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sousa TDV. Futuros financeiros: uma abordagem aos commodities de algodão. [Thesis]. Instituto Politécnico do Porto; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/2147

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

15. Zeng, Jhih-Hong. The Effect of Market States on Spot-Futures Price Relations.

Degree: PhD, Finance, 2011, NSYSU

 This study mainly explores the effect of market states (price and returns) on the relationship between spot and futures oil prices and targets three important… (more)

Subjects/Keywords: asymmetry; spot-futures prices; market efficiency; causality; quantile cointegration

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APA (6th Edition):

Zeng, J. (2011). The Effect of Market States on Spot-Futures Price Relations. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0717111-230645

Chicago Manual of Style (16th Edition):

Zeng, Jhih-Hong. “The Effect of Market States on Spot-Futures Price Relations.” 2011. Doctoral Dissertation, NSYSU. Accessed October 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0717111-230645.

MLA Handbook (7th Edition):

Zeng, Jhih-Hong. “The Effect of Market States on Spot-Futures Price Relations.” 2011. Web. 18 Oct 2019.

Vancouver:

Zeng J. The Effect of Market States on Spot-Futures Price Relations. [Internet] [Doctoral dissertation]. NSYSU; 2011. [cited 2019 Oct 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0717111-230645.

Council of Science Editors:

Zeng J. The Effect of Market States on Spot-Futures Price Relations. [Doctoral Dissertation]. NSYSU; 2011. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0717111-230645


University of California – San Diego

16. Pinzur, David. Building Futures Markets: Infrastructure and Outcome on the Chicago Board of Trade and New Orleans Cotton Exchange, 1856-1916.

Degree: Sociology, 2016, University of California – San Diego

 Derivative financial instruments figure prominently in the modern global economy, but their modern origins date back to the use of agricultural futures contracts in the… (more)

Subjects/Keywords: Sociology; Economic history; Derivatives; Futures; Infrastructure; Market creation; Markets

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APA (6th Edition):

Pinzur, D. (2016). Building Futures Markets: Infrastructure and Outcome on the Chicago Board of Trade and New Orleans Cotton Exchange, 1856-1916. (Thesis). University of California – San Diego. Retrieved from http://www.escholarship.org/uc/item/2gp2q7cr

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pinzur, David. “Building Futures Markets: Infrastructure and Outcome on the Chicago Board of Trade and New Orleans Cotton Exchange, 1856-1916.” 2016. Thesis, University of California – San Diego. Accessed October 18, 2019. http://www.escholarship.org/uc/item/2gp2q7cr.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pinzur, David. “Building Futures Markets: Infrastructure and Outcome on the Chicago Board of Trade and New Orleans Cotton Exchange, 1856-1916.” 2016. Web. 18 Oct 2019.

Vancouver:

Pinzur D. Building Futures Markets: Infrastructure and Outcome on the Chicago Board of Trade and New Orleans Cotton Exchange, 1856-1916. [Internet] [Thesis]. University of California – San Diego; 2016. [cited 2019 Oct 18]. Available from: http://www.escholarship.org/uc/item/2gp2q7cr.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pinzur D. Building Futures Markets: Infrastructure and Outcome on the Chicago Board of Trade and New Orleans Cotton Exchange, 1856-1916. [Thesis]. University of California – San Diego; 2016. Available from: http://www.escholarship.org/uc/item/2gp2q7cr

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Adelaide

17. Phan, Hoang Long. The role of information asymmetry and the level of market trading activity in shaping the time-to-maturity pattern of futures return volatility.

Degree: 2018, University of Adelaide

 I consider two explanations for the mixed empirical results on the Samuelson effect, which postulates that futures return volatility increases closer to maturity when the… (more)

Subjects/Keywords: Commodity futures; information asymmetry; time to maturity; market activity

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APA (6th Edition):

Phan, H. L. (2018). The role of information asymmetry and the level of market trading activity in shaping the time-to-maturity pattern of futures return volatility. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/113113

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Phan, Hoang Long. “The role of information asymmetry and the level of market trading activity in shaping the time-to-maturity pattern of futures return volatility.” 2018. Thesis, University of Adelaide. Accessed October 18, 2019. http://hdl.handle.net/2440/113113.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Phan, Hoang Long. “The role of information asymmetry and the level of market trading activity in shaping the time-to-maturity pattern of futures return volatility.” 2018. Web. 18 Oct 2019.

Vancouver:

Phan HL. The role of information asymmetry and the level of market trading activity in shaping the time-to-maturity pattern of futures return volatility. [Internet] [Thesis]. University of Adelaide; 2018. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2440/113113.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Phan HL. The role of information asymmetry and the level of market trading activity in shaping the time-to-maturity pattern of futures return volatility. [Thesis]. University of Adelaide; 2018. Available from: http://hdl.handle.net/2440/113113

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

18. Andreasson, Pierre. Cross-market linkages and the role of speculation in agricultural futures markets.

Degree: Faculty of Arts and Sciences, 2015, Linköping UniversityLinköping University

  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… (more)

Subjects/Keywords: Spillover index; dynamic conditional correlation; commodity futures; speculation; cross-market linkages

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APA (6th Edition):

Andreasson, P. (2015). Cross-market linkages and the role of speculation in agricultural futures markets. (Thesis). Linköping UniversityLinköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-120605

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Andreasson, Pierre. “Cross-market linkages and the role of speculation in agricultural futures markets.” 2015. Thesis, Linköping UniversityLinköping University. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-120605.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Andreasson, Pierre. “Cross-market linkages and the role of speculation in agricultural futures markets.” 2015. Web. 18 Oct 2019.

Vancouver:

Andreasson P. Cross-market linkages and the role of speculation in agricultural futures markets. [Internet] [Thesis]. Linköping UniversityLinköping University; 2015. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-120605.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Andreasson P. Cross-market linkages and the role of speculation in agricultural futures markets. [Thesis]. Linköping UniversityLinköping University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-120605

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Iowa State University

19. Jin, Na. Three essays on commodity futures and options markets.

Degree: 2011, Iowa State University

 Long-term futures prices would have value as price forecasts and as a way to structure long-term swaps and insurance contracts. However, the longest time to… (more)

Subjects/Keywords: Commodity market; Futures; Mean reversion; Options; Seasonality; Economics

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APA (6th Edition):

Jin, N. (2011). Three essays on commodity futures and options markets. (Thesis). Iowa State University. Retrieved from https://lib.dr.iastate.edu/etd/10377

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jin, Na. “Three essays on commodity futures and options markets.” 2011. Thesis, Iowa State University. Accessed October 18, 2019. https://lib.dr.iastate.edu/etd/10377.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jin, Na. “Three essays on commodity futures and options markets.” 2011. Web. 18 Oct 2019.

Vancouver:

Jin N. Three essays on commodity futures and options markets. [Internet] [Thesis]. Iowa State University; 2011. [cited 2019 Oct 18]. Available from: https://lib.dr.iastate.edu/etd/10377.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jin N. Three essays on commodity futures and options markets. [Thesis]. Iowa State University; 2011. Available from: https://lib.dr.iastate.edu/etd/10377

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Florida International University

20. Aidov, Alexandre. Three Essays on Market Depth in Futures Markets.

Degree: PhD, Business Administration, 2013, Florida International University

  Liquidity is an important market characteristic for participants in every financial market. One of the three components of liquidity is market depth. Prior literature… (more)

Subjects/Keywords: Market Depth; Futures Markets; Microstructure; Finance and Financial Management

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APA (6th Edition):

Aidov, A. (2013). Three Essays on Market Depth in Futures Markets. (Doctoral Dissertation). Florida International University. Retrieved from http://digitalcommons.fiu.edu/etd/974 ; 10.25148/etd.FI13120410 ; FI13120410

Chicago Manual of Style (16th Edition):

Aidov, Alexandre. “Three Essays on Market Depth in Futures Markets.” 2013. Doctoral Dissertation, Florida International University. Accessed October 18, 2019. http://digitalcommons.fiu.edu/etd/974 ; 10.25148/etd.FI13120410 ; FI13120410.

MLA Handbook (7th Edition):

Aidov, Alexandre. “Three Essays on Market Depth in Futures Markets.” 2013. Web. 18 Oct 2019.

Vancouver:

Aidov A. Three Essays on Market Depth in Futures Markets. [Internet] [Doctoral dissertation]. Florida International University; 2013. [cited 2019 Oct 18]. Available from: http://digitalcommons.fiu.edu/etd/974 ; 10.25148/etd.FI13120410 ; FI13120410.

Council of Science Editors:

Aidov A. Three Essays on Market Depth in Futures Markets. [Doctoral Dissertation]. Florida International University; 2013. Available from: http://digitalcommons.fiu.edu/etd/974 ; 10.25148/etd.FI13120410 ; FI13120410


Rice University

21. Han, Yu. Approval of Candidacy For the Doctoral Degree.

Degree: PhD, Engineering, 2017, Rice University

 Crude oil futures are worlds the most actively traded commodity futures, with more than 3 billion barrels per year in open interest. In this thesis… (more)

Subjects/Keywords: Asset Pricing; Crude Oil, Stochastic Model; Futures Market

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APA (6th Edition):

Han, Y. (2017). Approval of Candidacy For the Doctoral Degree. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/95997

Chicago Manual of Style (16th Edition):

Han, Yu. “Approval of Candidacy For the Doctoral Degree.” 2017. Doctoral Dissertation, Rice University. Accessed October 18, 2019. http://hdl.handle.net/1911/95997.

MLA Handbook (7th Edition):

Han, Yu. “Approval of Candidacy For the Doctoral Degree.” 2017. Web. 18 Oct 2019.

Vancouver:

Han Y. Approval of Candidacy For the Doctoral Degree. [Internet] [Doctoral dissertation]. Rice University; 2017. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/1911/95997.

Council of Science Editors:

Han Y. Approval of Candidacy For the Doctoral Degree. [Doctoral Dissertation]. Rice University; 2017. Available from: http://hdl.handle.net/1911/95997


Simon Fraser University

22. Aldea, Cerasella Edhazhoerh. Technical analysis-based futures trading system.

Degree: 1997, Simon Fraser University

Subjects/Keywords: Futures.; Capital market.; Risk management.

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APA (6th Edition):

Aldea, C. E. (1997). Technical analysis-based futures trading system. (Thesis). Simon Fraser University. Retrieved from http://summit.sfu.ca/item/7341

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Aldea, Cerasella Edhazhoerh. “Technical analysis-based futures trading system.” 1997. Thesis, Simon Fraser University. Accessed October 18, 2019. http://summit.sfu.ca/item/7341.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Aldea, Cerasella Edhazhoerh. “Technical analysis-based futures trading system.” 1997. Web. 18 Oct 2019.

Vancouver:

Aldea CE. Technical analysis-based futures trading system. [Internet] [Thesis]. Simon Fraser University; 1997. [cited 2019 Oct 18]. Available from: http://summit.sfu.ca/item/7341.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Aldea CE. Technical analysis-based futures trading system. [Thesis]. Simon Fraser University; 1997. Available from: http://summit.sfu.ca/item/7341

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Virginia Tech

23. Rowsell, John. Composition of traders in live cattle futures contracts : behavior and implications to price discovery.

Degree: PhD, Agricultural Economics, 1991, Virginia Tech

 The concepts of risk transfer and price discovery are well developed roles for futures markets. The interaction between traders in futures markets in the transferring… (more)

Subjects/Keywords: Futures.; Futures market.; Cattle Buying.; LD5655.V856 1991.R698

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APA (6th Edition):

Rowsell, J. (1991). Composition of traders in live cattle futures contracts : behavior and implications to price discovery. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/39772

Chicago Manual of Style (16th Edition):

Rowsell, John. “Composition of traders in live cattle futures contracts : behavior and implications to price discovery.” 1991. Doctoral Dissertation, Virginia Tech. Accessed October 18, 2019. http://hdl.handle.net/10919/39772.

MLA Handbook (7th Edition):

Rowsell, John. “Composition of traders in live cattle futures contracts : behavior and implications to price discovery.” 1991. Web. 18 Oct 2019.

Vancouver:

Rowsell J. Composition of traders in live cattle futures contracts : behavior and implications to price discovery. [Internet] [Doctoral dissertation]. Virginia Tech; 1991. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10919/39772.

Council of Science Editors:

Rowsell J. Composition of traders in live cattle futures contracts : behavior and implications to price discovery. [Doctoral Dissertation]. Virginia Tech; 1991. Available from: http://hdl.handle.net/10919/39772


University of Texas – Austin

24. Zaborowski, Jeremy Ronald. Valuation of an advanced combined cycle power plant and its cost of new entry (CONE) into the ERCOT market.

Degree: MSin Energy and Earth Resources, Energy and Earth Resources, 2014, University of Texas – Austin

 The Texas ERCOT market is one of the most open, deregulated electricity markets in the world. This open market brought electricity costs down for Texas… (more)

Subjects/Keywords: ERCOT; Valuation; Power plant; Deregulation; Utility; Electricity market; Energy market; Power market; Reliability; Capacity; Capacity market; Texas; Futures; Natural gas; Deregulated market; Construction; CAISO

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APA (6th Edition):

Zaborowski, J. R. (2014). Valuation of an advanced combined cycle power plant and its cost of new entry (CONE) into the ERCOT market. (Masters Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/26019

Chicago Manual of Style (16th Edition):

Zaborowski, Jeremy Ronald. “Valuation of an advanced combined cycle power plant and its cost of new entry (CONE) into the ERCOT market.” 2014. Masters Thesis, University of Texas – Austin. Accessed October 18, 2019. http://hdl.handle.net/2152/26019.

MLA Handbook (7th Edition):

Zaborowski, Jeremy Ronald. “Valuation of an advanced combined cycle power plant and its cost of new entry (CONE) into the ERCOT market.” 2014. Web. 18 Oct 2019.

Vancouver:

Zaborowski JR. Valuation of an advanced combined cycle power plant and its cost of new entry (CONE) into the ERCOT market. [Internet] [Masters thesis]. University of Texas – Austin; 2014. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2152/26019.

Council of Science Editors:

Zaborowski JR. Valuation of an advanced combined cycle power plant and its cost of new entry (CONE) into the ERCOT market. [Masters Thesis]. University of Texas – Austin; 2014. Available from: http://hdl.handle.net/2152/26019


University of Florida

25. Cosola, Ryan. United States National Debt and the Implications on the Futures Market.

Degree: 2012, University of Florida

 The United States national debt has risen dramatically in recent years and will continue to increase in years to come. One of the many effects… (more)

Subjects/Keywords: Currency; Debt; Economic inflation; Exchange rates; Futures contracts; Futures markets; Interest rates; Investment risks; Investors; National debt; Debts, Public; Futures market; United States

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APA (6th Edition):

Cosola, R. (2012). United States National Debt and the Implications on the Futures Market. (Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/AA00061132

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cosola, Ryan. “United States National Debt and the Implications on the Futures Market.” 2012. Thesis, University of Florida. Accessed October 18, 2019. http://ufdc.ufl.edu/AA00061132.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cosola, Ryan. “United States National Debt and the Implications on the Futures Market.” 2012. Web. 18 Oct 2019.

Vancouver:

Cosola R. United States National Debt and the Implications on the Futures Market. [Internet] [Thesis]. University of Florida; 2012. [cited 2019 Oct 18]. Available from: http://ufdc.ufl.edu/AA00061132.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cosola R. United States National Debt and the Implications on the Futures Market. [Thesis]. University of Florida; 2012. Available from: http://ufdc.ufl.edu/AA00061132

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

26. Martínez Martínez, Beatriz. Essays On European Natural Gas Market.

Degree: 2018, TDX

 La presente tesis ha cubierto diferentes aspectos de los mercados europeos del gas natural y la electricidad, en particular algunas propiedades que afectan a la… (more)

Subjects/Keywords: Natural gas market; Hedging ratio; Natural gas price risk; Electricity market; Spark spread; Futures contracts; Seasonal effects; Futures Premium; Rollover; Seasonal Risk Premiums; UNESCO::CIENCIAS ECONÓMICAS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Martínez Martínez, B. (2018). Essays On European Natural Gas Market. (Thesis). TDX. Retrieved from http://hdl.handle.net/10803/580566

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Martínez Martínez, Beatriz. “Essays On European Natural Gas Market.” 2018. Thesis, TDX. Accessed October 18, 2019. http://hdl.handle.net/10803/580566.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Martínez Martínez, Beatriz. “Essays On European Natural Gas Market.” 2018. Web. 18 Oct 2019.

Vancouver:

Martínez Martínez B. Essays On European Natural Gas Market. [Internet] [Thesis]. TDX; 2018. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10803/580566.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Martínez Martínez B. Essays On European Natural Gas Market. [Thesis]. TDX; 2018. Available from: http://hdl.handle.net/10803/580566

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

27. Martínez Martínez, Beatriz. Essays On European Natural Gas Market.

Degree: 2018, TDX

 La presente tesis ha cubierto diferentes aspectos de los mercados europeos del gas natural y la electricidad, en particular algunas propiedades que afectan a la… (more)

Subjects/Keywords: Natural gas market; Hedging ratio; Natural gas price risk; Electricity market; Spark spread; Futures contracts; Seasonal effects; Futures Premium; Rollover; Seasonal Risk Premiums; UNESCO::CIENCIAS ECONÓMICAS

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APA (6th Edition):

Martínez Martínez, B. (2018). Essays On European Natural Gas Market. (Thesis). TDX. Retrieved from http://hdl.handle.net/10803/571999

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Martínez Martínez, Beatriz. “Essays On European Natural Gas Market.” 2018. Thesis, TDX. Accessed October 18, 2019. http://hdl.handle.net/10803/571999.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Martínez Martínez, Beatriz. “Essays On European Natural Gas Market.” 2018. Web. 18 Oct 2019.

Vancouver:

Martínez Martínez B. Essays On European Natural Gas Market. [Internet] [Thesis]. TDX; 2018. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10803/571999.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Martínez Martínez B. Essays On European Natural Gas Market. [Thesis]. TDX; 2018. Available from: http://hdl.handle.net/10803/571999

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universitat de Valencia

28. Martínez Martínez, Beatriz. Essays On European Natural Gas Market .

Degree: 2018, Universitat de Valencia

 La presente tesis ha cubierto diferentes aspectos de los mercados europeos del gas natural y la electricidad, en particular algunas propiedades que afectan a la… (more)

Subjects/Keywords: Natural gas market; Hedging ratio; Natural gas price risk; Electricity market; Spark spread; Futures contracts; Seasonal effects; Futures Premium; Rollover; Seasonal Risk Premiums

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Martínez Martínez, B. (2018). Essays On European Natural Gas Market . (Doctoral Dissertation). Universitat de Valencia. Retrieved from http://hdl.handle.net/10550/65853

Chicago Manual of Style (16th Edition):

Martínez Martínez, Beatriz. “Essays On European Natural Gas Market .” 2018. Doctoral Dissertation, Universitat de Valencia. Accessed October 18, 2019. http://hdl.handle.net/10550/65853.

MLA Handbook (7th Edition):

Martínez Martínez, Beatriz. “Essays On European Natural Gas Market .” 2018. Web. 18 Oct 2019.

Vancouver:

Martínez Martínez B. Essays On European Natural Gas Market . [Internet] [Doctoral dissertation]. Universitat de Valencia; 2018. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10550/65853.

Council of Science Editors:

Martínez Martínez B. Essays On European Natural Gas Market . [Doctoral Dissertation]. Universitat de Valencia; 2018. Available from: http://hdl.handle.net/10550/65853


University of North Texas

29. Buchanan, William K. Market Timing, Forecast Ability and Information Flow in Petroleum Futures Markets.

Degree: 1997, University of North Texas

 Three petroleum futures contracts are examined over a ten-year period from 1986 to 1996. Intertemporal changes in futures prices and the net open interest positions… (more)

Subjects/Keywords: Petroleum futures; Market timing; Petroleum industry and trade.; Petroleum products  – Prices.; Futures market.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Buchanan, W. K. (1997). Market Timing, Forecast Ability and Information Flow in Petroleum Futures Markets. (Thesis). University of North Texas. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc278807/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Buchanan, William K. “Market Timing, Forecast Ability and Information Flow in Petroleum Futures Markets.” 1997. Thesis, University of North Texas. Accessed October 18, 2019. https://digital.library.unt.edu/ark:/67531/metadc278807/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Buchanan, William K. “Market Timing, Forecast Ability and Information Flow in Petroleum Futures Markets.” 1997. Web. 18 Oct 2019.

Vancouver:

Buchanan WK. Market Timing, Forecast Ability and Information Flow in Petroleum Futures Markets. [Internet] [Thesis]. University of North Texas; 1997. [cited 2019 Oct 18]. Available from: https://digital.library.unt.edu/ark:/67531/metadc278807/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Buchanan WK. Market Timing, Forecast Ability and Information Flow in Petroleum Futures Markets. [Thesis]. University of North Texas; 1997. Available from: https://digital.library.unt.edu/ark:/67531/metadc278807/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

30. Huang, Wei. Essays on Impacts of Avian Influenza Outbreaks on Financial Markets.

Degree: 2011, Texas A&M University

 A recent outbreak of bird flu or avian influenza (AI), an especially highly pathogenic strain (HPAI) of H5N1, started in Hong Kong in January 2003… (more)

Subjects/Keywords: Bird flu; stock market; futures markets; structural break; event study; international trade

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Huang, W. (2011). Essays on Impacts of Avian Influenza Outbreaks on Financial Markets. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2009-12-7171

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huang, Wei. “Essays on Impacts of Avian Influenza Outbreaks on Financial Markets.” 2011. Thesis, Texas A&M University. Accessed October 18, 2019. http://hdl.handle.net/1969.1/ETD-TAMU-2009-12-7171.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huang, Wei. “Essays on Impacts of Avian Influenza Outbreaks on Financial Markets.” 2011. Web. 18 Oct 2019.

Vancouver:

Huang W. Essays on Impacts of Avian Influenza Outbreaks on Financial Markets. [Internet] [Thesis]. Texas A&M University; 2011. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-12-7171.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang W. Essays on Impacts of Avian Influenza Outbreaks on Financial Markets. [Thesis]. Texas A&M University; 2011. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-12-7171

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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