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You searched for subject:(Futures contracts). Showing records 1 – 30 of 44 total matches.

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University of Alabama

1. Yu, Chunhui. Managing risk with short term futures contracts.

Degree: 2009, University of Alabama

 [NOTE: Text or symbols not renderable in plain text are indicated by [...]. See PDF document for full abstract.] In this dissertation, we search for… (more)

Subjects/Keywords: Electronic Thesis or Dissertation;  – thesis; Mathematics; Futures contracts; Hedging

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

APA (6th Edition):

Yu, C. (2009). Managing risk with short term futures contracts. (Thesis). University of Alabama. Retrieved from http://purl.lib.ua.edu/2138

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):

Yu, Chunhui. “Managing risk with short term futures contracts.” 2009. Thesis, University of Alabama. Accessed October 26, 2020. http://purl.lib.ua.edu/2138.

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

MLA Handbook (7th Edition):

Yu, Chunhui. “Managing risk with short term futures contracts.” 2009. Web. 26 Oct 2020.

Vancouver:

Yu C. Managing risk with short term futures contracts. [Internet] [Thesis]. University of Alabama; 2009. [cited 2020 Oct 26]. Available from: http://purl.lib.ua.edu/2138.

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

Council of Science Editors:

Yu C. Managing risk with short term futures contracts. [Thesis]. University of Alabama; 2009. Available from: http://purl.lib.ua.edu/2138

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


Luleå University of Technology

2. Johannesson, Jesper. Hedging with Futures Contracts: has it been a Profitable Tool for Swedish Wheat Farmers?.

Degree: 2015, Luleå University of Technology

The aim of this thesis is to investigate whether it has been profitable for a Swedishwheat farmer to hedge the harvest with futures contracts.… (more)

Subjects/Keywords: Social Behaviour Law; Samhälls-; beteendevetenskap; juridik; Futures contracts; Wheat; Hedging

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

APA (6th Edition):

Johannesson, J. (2015). Hedging with Futures Contracts: has it been a Profitable Tool for Swedish Wheat Farmers?. (Thesis). Luleå University of Technology. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-48849

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):

Johannesson, Jesper. “Hedging with Futures Contracts: has it been a Profitable Tool for Swedish Wheat Farmers?.” 2015. Thesis, Luleå University of Technology. Accessed October 26, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-48849.

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

MLA Handbook (7th Edition):

Johannesson, Jesper. “Hedging with Futures Contracts: has it been a Profitable Tool for Swedish Wheat Farmers?.” 2015. Web. 26 Oct 2020.

Vancouver:

Johannesson J. Hedging with Futures Contracts: has it been a Profitable Tool for Swedish Wheat Farmers?. [Internet] [Thesis]. Luleå University of Technology; 2015. [cited 2020 Oct 26]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-48849.

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

Council of Science Editors:

Johannesson J. Hedging with Futures Contracts: has it been a Profitable Tool for Swedish Wheat Farmers?. [Thesis]. Luleå University of Technology; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-48849

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

3. Mulambia, Michael. Future rates and the success of derivates of the firm : Case Study of Futures Contracts Sold on CME.

Degree: Economics and IT, 2011, University West

  In today’s world economy, many companies produce where it is most cost effective to produce goods, sell where it is most profitable and source… (more)

Subjects/Keywords: Derivatives; business; english; success; futures contracts; forward contracts; hedging; speculation; profit; loss; firm; Business and economics; Ekonomi

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APA (6th Edition):

Mulambia, M. (2011). Future rates and the success of derivates of the firm : Case Study of Futures Contracts Sold on CME. (Thesis). University West. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hv:diva-3353

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):

Mulambia, Michael. “Future rates and the success of derivates of the firm : Case Study of Futures Contracts Sold on CME.” 2011. Thesis, University West. Accessed October 26, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hv:diva-3353.

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

MLA Handbook (7th Edition):

Mulambia, Michael. “Future rates and the success of derivates of the firm : Case Study of Futures Contracts Sold on CME.” 2011. Web. 26 Oct 2020.

Vancouver:

Mulambia M. Future rates and the success of derivates of the firm : Case Study of Futures Contracts Sold on CME. [Internet] [Thesis]. University West; 2011. [cited 2020 Oct 26]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hv:diva-3353.

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

Council of Science Editors:

Mulambia M. Future rates and the success of derivates of the firm : Case Study of Futures Contracts Sold on CME. [Thesis]. University West; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hv:diva-3353

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


Universidade do Rio Grande do Sul

4. Agranonik, Carolina. A hipótese das expectativas da estrutura a termo da taxa de juros : teste para o caso brasileiro a partir de contratos futuros de DI.

Degree: 2015, Universidade do Rio Grande do Sul

Este trabalho testa a validade da Hipótese das Expectativas, segundo a qual as taxas de juros de longo prazo são formadas pela média das expectativas… (more)

Subjects/Keywords: Contratos futuros; Expectation hypothesis; Taxas de juros; Yield curve; Finanças; Excess returns; ID futures contracts

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APA (6th Edition):

Agranonik, C. (2015). A hipótese das expectativas da estrutura a termo da taxa de juros : teste para o caso brasileiro a partir de contratos futuros de DI. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/127246

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):

Agranonik, Carolina. “A hipótese das expectativas da estrutura a termo da taxa de juros : teste para o caso brasileiro a partir de contratos futuros de DI.” 2015. Thesis, Universidade do Rio Grande do Sul. Accessed October 26, 2020. http://hdl.handle.net/10183/127246.

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

MLA Handbook (7th Edition):

Agranonik, Carolina. “A hipótese das expectativas da estrutura a termo da taxa de juros : teste para o caso brasileiro a partir de contratos futuros de DI.” 2015. Web. 26 Oct 2020.

Vancouver:

Agranonik C. A hipótese das expectativas da estrutura a termo da taxa de juros : teste para o caso brasileiro a partir de contratos futuros de DI. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2015. [cited 2020 Oct 26]. Available from: http://hdl.handle.net/10183/127246.

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

Council of Science Editors:

Agranonik C. A hipótese das expectativas da estrutura a termo da taxa de juros : teste para o caso brasileiro a partir de contratos futuros de DI. [Thesis]. Universidade do Rio Grande do Sul; 2015. Available from: http://hdl.handle.net/10183/127246

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

5. Pitkänen, Olli. Legal Challenges to Future Information Businesses.

Degree: 2006, Helsinki University of Technology

The thesis studies new legal challenges to future information businesses: it presents an applicable research method, lists central legal challenges, and discusses the implications of… (more)

Subjects/Keywords: legal challenges; futures research; privacy; intellectual property rights; contracts; digital rights management

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APA (6th Edition):

Pitkänen, O. (2006). Legal Challenges to Future Information Businesses. (Thesis). Helsinki University of Technology. Retrieved from http://lib.tkk.fi/Diss/2006/isbn9512279983/

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):

Pitkänen, Olli. “Legal Challenges to Future Information Businesses.” 2006. Thesis, Helsinki University of Technology. Accessed October 26, 2020. http://lib.tkk.fi/Diss/2006/isbn9512279983/.

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

MLA Handbook (7th Edition):

Pitkänen, Olli. “Legal Challenges to Future Information Businesses.” 2006. Web. 26 Oct 2020.

Vancouver:

Pitkänen O. Legal Challenges to Future Information Businesses. [Internet] [Thesis]. Helsinki University of Technology; 2006. [cited 2020 Oct 26]. Available from: http://lib.tkk.fi/Diss/2006/isbn9512279983/.

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

Council of Science Editors:

Pitkänen O. Legal Challenges to Future Information Businesses. [Thesis]. Helsinki University of Technology; 2006. Available from: http://lib.tkk.fi/Diss/2006/isbn9512279983/

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


North Carolina State University

6. Hegde, Sridhar Aaron. Hedging vs Contracting: Managing Risk in the Broiler Industry.

Degree: PhD, Economics, 2004, North Carolina State University

 The three essays in this study evaluate alternative risk management strategies in the broiler industry - contract production and broiler futures. Contract production is the… (more)

Subjects/Keywords: Broilers; Futures; Hedging; Contracts; Risk Management

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APA (6th Edition):

Hegde, S. A. (2004). Hedging vs Contracting: Managing Risk in the Broiler Industry. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/3883

Chicago Manual of Style (16th Edition):

Hegde, Sridhar Aaron. “Hedging vs Contracting: Managing Risk in the Broiler Industry.” 2004. Doctoral Dissertation, North Carolina State University. Accessed October 26, 2020. http://www.lib.ncsu.edu/resolver/1840.16/3883.

MLA Handbook (7th Edition):

Hegde, Sridhar Aaron. “Hedging vs Contracting: Managing Risk in the Broiler Industry.” 2004. Web. 26 Oct 2020.

Vancouver:

Hegde SA. Hedging vs Contracting: Managing Risk in the Broiler Industry. [Internet] [Doctoral dissertation]. North Carolina State University; 2004. [cited 2020 Oct 26]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/3883.

Council of Science Editors:

Hegde SA. Hedging vs Contracting: Managing Risk in the Broiler Industry. [Doctoral Dissertation]. North Carolina State University; 2004. Available from: http://www.lib.ncsu.edu/resolver/1840.16/3883


Universidade do Rio Grande do Sul

7. Bisso, Claudio Roberto Samanez. Implied risk premium in the soybean future contracts.

Degree: 2017, Universidade do Rio Grande do Sul

Neste artigo, avaliamos o prêmio de risco implícito incorporado nos preços futuros de soja através de um modelo de dois fatore bem conhecido na literatura… (more)

Subjects/Keywords: Risco financeiro; Risk premium; Mercado futuro; Commodity models; Volatilidade; Agricultural futures contracts; Soja

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APA (6th Edition):

Bisso, C. R. S. (2017). Implied risk premium in the soybean future contracts. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/172485

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):

Bisso, Claudio Roberto Samanez. “Implied risk premium in the soybean future contracts.” 2017. Thesis, Universidade do Rio Grande do Sul. Accessed October 26, 2020. http://hdl.handle.net/10183/172485.

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

MLA Handbook (7th Edition):

Bisso, Claudio Roberto Samanez. “Implied risk premium in the soybean future contracts.” 2017. Web. 26 Oct 2020.

Vancouver:

Bisso CRS. Implied risk premium in the soybean future contracts. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2017. [cited 2020 Oct 26]. Available from: http://hdl.handle.net/10183/172485.

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

Council of Science Editors:

Bisso CRS. Implied risk premium in the soybean future contracts. [Thesis]. Universidade do Rio Grande do Sul; 2017. Available from: http://hdl.handle.net/10183/172485

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


Linköping University

8. Borg, Elin. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach.

Degree: Economics, 2020, Linköping University

  This thesis examines the dependence structures between commodity futures and corresponding commodity producer equity indices in bearish, bullish and normal market conditions. We study… (more)

Subjects/Keywords: Commodity futures contracts; Commodity producer index; Cross-quantilogram; Dependence structures; Spillovers; Tail dependence; Economics; Nationalekonomi

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APA (6th Edition):

Borg, E. (2020). Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-166940

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):

Borg, Elin. “Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach.” 2020. Thesis, Linköping University. Accessed October 26, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-166940.

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

MLA Handbook (7th Edition):

Borg, Elin. “Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach.” 2020. Web. 26 Oct 2020.

Vancouver:

Borg E. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach. [Internet] [Thesis]. Linköping University; 2020. [cited 2020 Oct 26]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-166940.

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

Council of Science Editors:

Borg E. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach. [Thesis]. Linköping University; 2020. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-166940

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


University of Waterloo

9. Al Mansour, Abdullah. Essays in Risk Management for Crude Oil Markets.

Degree: 2012, University of Waterloo

 This thesis consists of three essays on risk management in crude oil markets. In the first essay, the valuation of an oil sands project is… (more)

Subjects/Keywords: Risk Management; Real Options; Futures Contracts; Forward Curve; Oil Sands; Crude Oil Prices; Regime Switching

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APA (6th Edition):

Al Mansour, A. (2012). Essays in Risk Management for Crude Oil Markets. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/7106

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):

Al Mansour, Abdullah. “Essays in Risk Management for Crude Oil Markets.” 2012. Thesis, University of Waterloo. Accessed October 26, 2020. http://hdl.handle.net/10012/7106.

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

MLA Handbook (7th Edition):

Al Mansour, Abdullah. “Essays in Risk Management for Crude Oil Markets.” 2012. Web. 26 Oct 2020.

Vancouver:

Al Mansour A. Essays in Risk Management for Crude Oil Markets. [Internet] [Thesis]. University of Waterloo; 2012. [cited 2020 Oct 26]. Available from: http://hdl.handle.net/10012/7106.

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

Council of Science Editors:

Al Mansour A. Essays in Risk Management for Crude Oil Markets. [Thesis]. University of Waterloo; 2012. Available from: http://hdl.handle.net/10012/7106

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


Kansas State University

10. Roe, Janell. Review and analysis of the 2008 National Stocker Survey.

Degree: MS, Department of Agricultural Economics, 2011, Kansas State University

 The 2008 National Stocker Survey defines the backgrounding/stocking of cattle as ―operations where calves are grown after weaning and/or preconditioning but before the feedlot. This… (more)

Subjects/Keywords: Stocking cattle; Backgrounding cattle; Options; Futures contracts; Animal Sciences (0475); Economics, Agricultural (0503)

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APA (6th Edition):

Roe, J. (2011). Review and analysis of the 2008 National Stocker Survey. (Masters Thesis). Kansas State University. Retrieved from http://hdl.handle.net/2097/8629

Chicago Manual of Style (16th Edition):

Roe, Janell. “Review and analysis of the 2008 National Stocker Survey.” 2011. Masters Thesis, Kansas State University. Accessed October 26, 2020. http://hdl.handle.net/2097/8629.

MLA Handbook (7th Edition):

Roe, Janell. “Review and analysis of the 2008 National Stocker Survey.” 2011. Web. 26 Oct 2020.

Vancouver:

Roe J. Review and analysis of the 2008 National Stocker Survey. [Internet] [Masters thesis]. Kansas State University; 2011. [cited 2020 Oct 26]. Available from: http://hdl.handle.net/2097/8629.

Council of Science Editors:

Roe J. Review and analysis of the 2008 National Stocker Survey. [Masters Thesis]. Kansas State University; 2011. Available from: http://hdl.handle.net/2097/8629

11. D'Athayde Neto, Hyberville Paulo. Fatores determinantes da utilização de ferramentas de gestão de risco de preços do boi gordo por confinadores.

Degree: Mestrado, Administração de Organizações, 2014, University of São Paulo

A existência de especificidade temporal na produção do confinamento de bovinos, que limita o período de negociação e busca por preços mais atrativos, corrobora com… (more)

Subjects/Keywords: cattle feedlot; confinamento de bovinos; contratos de opções; contratos futuros; determinant factors; fatores determinantes; forward contracts; futures contracts; hedge; hedge; mercado a termo; options contracts

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APA (6th Edition):

D'Athayde Neto, H. P. (2014). Fatores determinantes da utilização de ferramentas de gestão de risco de preços do boi gordo por confinadores. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/96/96132/tde-19092014-161807/ ;

Chicago Manual of Style (16th Edition):

D'Athayde Neto, Hyberville Paulo. “Fatores determinantes da utilização de ferramentas de gestão de risco de preços do boi gordo por confinadores.” 2014. Masters Thesis, University of São Paulo. Accessed October 26, 2020. http://www.teses.usp.br/teses/disponiveis/96/96132/tde-19092014-161807/ ;.

MLA Handbook (7th Edition):

D'Athayde Neto, Hyberville Paulo. “Fatores determinantes da utilização de ferramentas de gestão de risco de preços do boi gordo por confinadores.” 2014. Web. 26 Oct 2020.

Vancouver:

D'Athayde Neto HP. Fatores determinantes da utilização de ferramentas de gestão de risco de preços do boi gordo por confinadores. [Internet] [Masters thesis]. University of São Paulo; 2014. [cited 2020 Oct 26]. Available from: http://www.teses.usp.br/teses/disponiveis/96/96132/tde-19092014-161807/ ;.

Council of Science Editors:

D'Athayde Neto HP. Fatores determinantes da utilização de ferramentas de gestão de risco de preços do boi gordo por confinadores. [Masters Thesis]. University of São Paulo; 2014. Available from: http://www.teses.usp.br/teses/disponiveis/96/96132/tde-19092014-161807/ ;


University of Pretoria

12. [No author]. Predicting returns with the Put-Call Ratio .

Degree: 2013, University of Pretoria

 Over 22 billion derivative contracts were traded on different stock exchanges globally during the year 2010 of which almost 50% were futures while the remaining… (more)

Subjects/Keywords: UCTD; Warrants; Single stock futures (ssf); Put options; Futures; Call options; Black scholes model; Binomial model; Contracts for difference (cfd); Options; Put-call ratio (pcr)

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APA (6th Edition):

author], [. (2013). Predicting returns with the Put-Call Ratio . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-02232013-122118/

Chicago Manual of Style (16th Edition):

author], [No. “Predicting returns with the Put-Call Ratio .” 2013. Masters Thesis, University of Pretoria. Accessed October 26, 2020. http://upetd.up.ac.za/thesis/available/etd-02232013-122118/.

MLA Handbook (7th Edition):

author], [No. “Predicting returns with the Put-Call Ratio .” 2013. Web. 26 Oct 2020.

Vancouver:

author] [. Predicting returns with the Put-Call Ratio . [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Oct 26]. Available from: http://upetd.up.ac.za/thesis/available/etd-02232013-122118/.

Council of Science Editors:

author] [. Predicting returns with the Put-Call Ratio . [Masters Thesis]. University of Pretoria; 2013. Available from: http://upetd.up.ac.za/thesis/available/etd-02232013-122118/


University of Pretoria

13. Lee Son, Matthew Robert. Predicting returns with the Put-Call Ratio.

Degree: Gordon Institute of Business Science (GIBS), 2012, University of Pretoria

 Over 22 billion derivative contracts were traded on different stock exchanges globally during the year 2010 of which almost 50% were futures while the remaining… (more)

Subjects/Keywords: UCTD; Warrants; Single stock futures (ssf); Put options; Futures; Call options; Black scholes model; Binomial model; Contracts for difference (cfd); Options; Put-call ratio (pcr)

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APA (6th Edition):

Lee Son, M. (2012). Predicting returns with the Put-Call Ratio. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/30616

Chicago Manual of Style (16th Edition):

Lee Son, Matthew. “Predicting returns with the Put-Call Ratio.” 2012. Masters Thesis, University of Pretoria. Accessed October 26, 2020. http://hdl.handle.net/2263/30616.

MLA Handbook (7th Edition):

Lee Son, Matthew. “Predicting returns with the Put-Call Ratio.” 2012. Web. 26 Oct 2020.

Vancouver:

Lee Son M. Predicting returns with the Put-Call Ratio. [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2020 Oct 26]. Available from: http://hdl.handle.net/2263/30616.

Council of Science Editors:

Lee Son M. Predicting returns with the Put-Call Ratio. [Masters Thesis]. University of Pretoria; 2012. Available from: http://hdl.handle.net/2263/30616


Brno University of Technology

14. Ehsan, Adam. Návrh obchodního systému pro akciové indexy: Suggestion of a Trading System for Stock Indexes.

Degree: 2019, Brno University of Technology

 The work aims to create a trading system for intraday trading of U.S. stock indices. In the theoretical basis, he author focuses on the explanation… (more)

Subjects/Keywords: US akciové indexy; futures; stop-loss; e-mini kontrakty; Sierra Chart; intermarket divergencie; intradenné obchodovanie; US stock indices; futures; stop-loss; e-mini contracts; Sierra Chart; intermarket divergences; intraday trading

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APA (6th Edition):

Ehsan, A. (2019). Návrh obchodního systému pro akciové indexy: Suggestion of a Trading System for Stock Indexes. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/28337

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):

Ehsan, Adam. “Návrh obchodního systému pro akciové indexy: Suggestion of a Trading System for Stock Indexes.” 2019. Thesis, Brno University of Technology. Accessed October 26, 2020. http://hdl.handle.net/11012/28337.

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

MLA Handbook (7th Edition):

Ehsan, Adam. “Návrh obchodního systému pro akciové indexy: Suggestion of a Trading System for Stock Indexes.” 2019. Web. 26 Oct 2020.

Vancouver:

Ehsan A. Návrh obchodního systému pro akciové indexy: Suggestion of a Trading System for Stock Indexes. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2020 Oct 26]. Available from: http://hdl.handle.net/11012/28337.

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

Council of Science Editors:

Ehsan A. Návrh obchodního systému pro akciové indexy: Suggestion of a Trading System for Stock Indexes. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/28337

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


Universitat de Valencia

15. 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 26, 2020. http://hdl.handle.net/10550/65853.

MLA Handbook (7th Edition):

Martínez Martínez, Beatriz. “Essays On European Natural Gas Market .” 2018. Web. 26 Oct 2020.

Vancouver:

Martínez Martínez B. Essays On European Natural Gas Market . [Internet] [Doctoral dissertation]. Universitat de Valencia; 2018. [cited 2020 Oct 26]. 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

16. Silveira, Rodrigo Lanna Franco da. Uma análise da alocação de contratos futuros sobre commodities em portfólios diversificados.

Degree: PhD, Economia Aplicada, 2008, University of São Paulo

 O trabalho analisou o impacto da introdução dos contratos futuros agropecuários (de café arábica, soja, milho, açúcar cristal, etanol e boi gordo), negociados na Bolsa… (more)

Subjects/Keywords: Administração de carteiras; Análise de risco; Bolsa de mercadorias; Commodity futures contracts; Diversification.; Mercado futuro; Portfolio; Produtos agrícolas.; Risk

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

APA (6th Edition):

Silveira, R. L. F. d. (2008). Uma análise da alocação de contratos futuros sobre commodities em portfólios diversificados. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/11/11132/tde-13102008-155432/ ;

Chicago Manual of Style (16th Edition):

Silveira, Rodrigo Lanna Franco da. “Uma análise da alocação de contratos futuros sobre commodities em portfólios diversificados.” 2008. Doctoral Dissertation, University of São Paulo. Accessed October 26, 2020. http://www.teses.usp.br/teses/disponiveis/11/11132/tde-13102008-155432/ ;.

MLA Handbook (7th Edition):

Silveira, Rodrigo Lanna Franco da. “Uma análise da alocação de contratos futuros sobre commodities em portfólios diversificados.” 2008. Web. 26 Oct 2020.

Vancouver:

Silveira RLFd. Uma análise da alocação de contratos futuros sobre commodities em portfólios diversificados. [Internet] [Doctoral dissertation]. University of São Paulo; 2008. [cited 2020 Oct 26]. Available from: http://www.teses.usp.br/teses/disponiveis/11/11132/tde-13102008-155432/ ;.

Council of Science Editors:

Silveira RLFd. Uma análise da alocação de contratos futuros sobre commodities em portfólios diversificados. [Doctoral Dissertation]. University of São Paulo; 2008. Available from: http://www.teses.usp.br/teses/disponiveis/11/11132/tde-13102008-155432/ ;


University of Florida

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

APA (6th Edition):

Meng, F. (2010). Commodity Index Investment and Wheat Futures Market. (Masters Thesis). University of Florida. Retrieved from https://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 26, 2020. https://ufdc.ufl.edu/UFE0042262.

MLA Handbook (7th Edition):

Meng, Fang. “Commodity Index Investment and Wheat Futures Market.” 2010. Web. 26 Oct 2020.

Vancouver:

Meng F. Commodity Index Investment and Wheat Futures Market. [Internet] [Masters thesis]. University of Florida; 2010. [cited 2020 Oct 26]. Available from: https://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: https://ufdc.ufl.edu/UFE0042262


University of Florida

18. Cohen, David, 1953- ( Dissertant ). Price effects of financial futures trading.

Degree: 1982, University of Florida

There has been much concern voiced over the possible

Subjects/Keywords: Analytical forecasting; Cash; Commodities; Commodity futures; Futures contracts; Futures markets; Hedging; Market prices; Prices; Speculators; Commodity exchanges; Foreign exchange futures; Treasury bills

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APA (6th Edition):

Cohen, David, 1. (. D. ). (1982). Price effects of financial futures trading. (Thesis). University of Florida. Retrieved from https://ufdc.ufl.edu/UF00098425

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):

Cohen, David, 1953- ( Dissertant ). “Price effects of financial futures trading.” 1982. Thesis, University of Florida. Accessed October 26, 2020. https://ufdc.ufl.edu/UF00098425.

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

MLA Handbook (7th Edition):

Cohen, David, 1953- ( Dissertant ). “Price effects of financial futures trading.” 1982. Web. 26 Oct 2020.

Vancouver:

Cohen, David 1(D). Price effects of financial futures trading. [Internet] [Thesis]. University of Florida; 1982. [cited 2020 Oct 26]. Available from: https://ufdc.ufl.edu/UF00098425.

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

Council of Science Editors:

Cohen, David 1(D). Price effects of financial futures trading. [Thesis]. University of Florida; 1982. Available from: https://ufdc.ufl.edu/UF00098425

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


University of Florida

19. Yoo, Jisoo, 1955-. Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators.

Degree: 1989, University of Florida

Subjects/Keywords: Commodity futures; Futures contracts; Futures markets; Maturity tests; Prices; Risk premiums; Soybeans; Speculators; Standard error; Statistical discrepancies; Economics thesis Ph.D; Futures market

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

APA (6th Edition):

Yoo, Jisoo, 1. (1989). Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators. (Thesis). University of Florida. Retrieved from https://ufdc.ufl.edu/AA00037787

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):

Yoo, Jisoo, 1955-. “Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators.” 1989. Thesis, University of Florida. Accessed October 26, 2020. https://ufdc.ufl.edu/AA00037787.

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

MLA Handbook (7th Edition):

Yoo, Jisoo, 1955-. “Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators.” 1989. Web. 26 Oct 2020.

Vancouver:

Yoo, Jisoo 1. Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators. [Internet] [Thesis]. University of Florida; 1989. [cited 2020 Oct 26]. Available from: https://ufdc.ufl.edu/AA00037787.

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

Council of Science Editors:

Yoo, Jisoo 1. Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators. [Thesis]. University of Florida; 1989. Available from: https://ufdc.ufl.edu/AA00037787

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


Technical University of Lisbon

20. Miranda, Helder Luís Semedo Craveiro. A eficiência de mercado dos contratos de futuro sobre o índice PSI20.

Degree: 2012, Technical University of Lisbon

Mestrado em Finanças

De acordo com a Hipótese de Eficiência de Mercado (HEM), na sua forma fraca, recorrendo a previsões com base em padrões dos… (more)

Subjects/Keywords: Hipótese de eficiência de mercado; contratos de futuro; correlação; raiz unitária; sequências; rácio de variâncias; cointegração; Efficient Market Hypothesis; Futures Contracts; Correlation; Unit Root; Runs; Variance Ratios; Cointegration

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APA (6th Edition):

Miranda, H. L. S. C. (2012). A eficiência de mercado dos contratos de futuro sobre o índice PSI20. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4341

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):

Miranda, Helder Luís Semedo Craveiro. “A eficiência de mercado dos contratos de futuro sobre o índice PSI20.” 2012. Thesis, Technical University of Lisbon. Accessed October 26, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4341.

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

MLA Handbook (7th Edition):

Miranda, Helder Luís Semedo Craveiro. “A eficiência de mercado dos contratos de futuro sobre o índice PSI20.” 2012. Web. 26 Oct 2020.

Vancouver:

Miranda HLSC. A eficiência de mercado dos contratos de futuro sobre o índice PSI20. [Internet] [Thesis]. Technical University of Lisbon; 2012. [cited 2020 Oct 26]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4341.

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

Council of Science Editors:

Miranda HLSC. A eficiência de mercado dos contratos de futuro sobre o índice PSI20. [Thesis]. Technical University of Lisbon; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4341

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

21. Θεοδωρόπουλος, Κωνσταντίνος. Διερεύνηση αντισταθμιστικής αποτελεσματικότητας συμβολαίων μελλοντικής εκπλήρωσης ναύλων σε μεμονωμένα δρομολόγια στην αγορά δεξαμενόπλοιων.

Degree: 2011, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς

 Το πεδίο έρευνας της παρούσας διατριβής, αφορά την αγορά παραγώγων χρηματοοικονομικών προϊόντων στον τομέα της ναυτιλίας. Ειδικότερα, ασχολείται με την αντισταθμιστική αποδοτικότητα των Συμβολαίων Μελλοντικής… (more)

Subjects/Keywords: Αντιστάθμιση; Αντισταθμιστική αποτελεσματικότητα; Συμβόλαια μελλοντικής εκπλήρωσης ναύλων; Μεμονωμένα δρομολόγια δεξαμενόπλοιων; Παράγωγα χρηματοοικονομικά προϊόντα; Μεταβλητότητα αποδόσεων ναύλων; Hedging efficiency; Single route freight futures contracts; Hedge ratios; Shipping derivatives

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

APA (6th Edition):

Θεοδωρόπουλος, . . (2011). Διερεύνηση αντισταθμιστικής αποτελεσματικότητας συμβολαίων μελλοντικής εκπλήρωσης ναύλων σε μεμονωμένα δρομολόγια στην αγορά δεξαμενόπλοιων. (Thesis). University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Retrieved from http://hdl.handle.net/10442/hedi/24992

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):

Θεοδωρόπουλος, Κωνσταντίνος. “Διερεύνηση αντισταθμιστικής αποτελεσματικότητας συμβολαίων μελλοντικής εκπλήρωσης ναύλων σε μεμονωμένα δρομολόγια στην αγορά δεξαμενόπλοιων.” 2011. Thesis, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Accessed October 26, 2020. http://hdl.handle.net/10442/hedi/24992.

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

MLA Handbook (7th Edition):

Θεοδωρόπουλος, Κωνσταντίνος. “Διερεύνηση αντισταθμιστικής αποτελεσματικότητας συμβολαίων μελλοντικής εκπλήρωσης ναύλων σε μεμονωμένα δρομολόγια στην αγορά δεξαμενόπλοιων.” 2011. Web. 26 Oct 2020.

Vancouver:

Θεοδωρόπουλος . Διερεύνηση αντισταθμιστικής αποτελεσματικότητας συμβολαίων μελλοντικής εκπλήρωσης ναύλων σε μεμονωμένα δρομολόγια στην αγορά δεξαμενόπλοιων. [Internet] [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2011. [cited 2020 Oct 26]. Available from: http://hdl.handle.net/10442/hedi/24992.

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

Council of Science Editors:

Θεοδωρόπουλος . Διερεύνηση αντισταθμιστικής αποτελεσματικότητας συμβολαίων μελλοντικής εκπλήρωσης ναύλων σε μεμονωμένα δρομολόγια στην αγορά δεξαμενόπλοιων. [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2011. Available from: http://hdl.handle.net/10442/hedi/24992

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

22. Aghakazemjourabbaf, Sara. The Economics of Waste Clean-Up from Resource Extraction Projects: Environmental Bonds versus Strict Liability.

Degree: 2019, University of Waterloo

 This thesis contains three essays spanning the fields of environmental economics and investment in a non-renewable resource under uncertainty. All essays relate to the analysis… (more)

Subjects/Keywords: Environmental bond and the strict liability rule; Bankruptcy; Mining waste abatement and restoration; LME copper futures contracts; Stochastic optimal control; Kalman Filter and Maximum Likelihood Function

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APA (6th Edition):

Aghakazemjourabbaf, S. (2019). The Economics of Waste Clean-Up from Resource Extraction Projects: Environmental Bonds versus Strict Liability. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/14330

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):

Aghakazemjourabbaf, Sara. “The Economics of Waste Clean-Up from Resource Extraction Projects: Environmental Bonds versus Strict Liability.” 2019. Thesis, University of Waterloo. Accessed October 26, 2020. http://hdl.handle.net/10012/14330.

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

MLA Handbook (7th Edition):

Aghakazemjourabbaf, Sara. “The Economics of Waste Clean-Up from Resource Extraction Projects: Environmental Bonds versus Strict Liability.” 2019. Web. 26 Oct 2020.

Vancouver:

Aghakazemjourabbaf S. The Economics of Waste Clean-Up from Resource Extraction Projects: Environmental Bonds versus Strict Liability. [Internet] [Thesis]. University of Waterloo; 2019. [cited 2020 Oct 26]. Available from: http://hdl.handle.net/10012/14330.

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

Council of Science Editors:

Aghakazemjourabbaf S. The Economics of Waste Clean-Up from Resource Extraction Projects: Environmental Bonds versus Strict Liability. [Thesis]. University of Waterloo; 2019. Available from: http://hdl.handle.net/10012/14330

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

23. Lemos, Filipe Miguel Ganchinho. Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade.

Degree: 2015, Repositório Científico do Instituto Politécnico de Lisboa

Mestrado em Contabilidade e Análise Financeira

Nos últimos tempos tem-se observado oscilações na organização dos mercados financeiros, com mais enfâse nos mercados de derivados muito… (more)

Subjects/Keywords: Petróleo; Contratos futuros; Mercadorias; Derivados; Instrumentos financeiros; Volatilidade; Assimetria; Efeito alavanca; Modelos ARCH e GARCH; Oil; Futures contracts; Commodities; Derivatives; Financial instruments; Volatility; Asymmetry; Leverage effect; ARCH and GARCH models

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

APA (6th Edition):

Lemos, F. M. G. (2015). Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade. (Thesis). Repositório Científico do Instituto Politécnico de Lisboa. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6563

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):

Lemos, Filipe Miguel Ganchinho. “Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade.” 2015. Thesis, Repositório Científico do Instituto Politécnico de Lisboa. Accessed October 26, 2020. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6563.

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

MLA Handbook (7th Edition):

Lemos, Filipe Miguel Ganchinho. “Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade.” 2015. Web. 26 Oct 2020.

Vancouver:

Lemos FMG. Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade. [Internet] [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2015. [cited 2020 Oct 26]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6563.

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

Council of Science Editors:

Lemos FMG. Contratos futuros sobre o petróleo: um estudo sobre a assimetria na volatilidade. [Thesis]. Repositório Científico do Instituto Politécnico de Lisboa; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ipl.pt:10400.21/6563

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


Brno University of Technology

24. Burša, Petr. Termínové obchodování komodit z pozice retailového tradera: Futures Trading of Commodities as a Retail Trader.

Degree: 2019, Brno University of Technology

 The goal of this thesis “Futures trading of commodities as a retail trader” is creation of investment suggestion, based on analysis of possibilities, markets and… (more)

Subjects/Keywords: Komodity; investice; futures kontrakty; komoditní burza; technická analýza; fundamentální analýza; burzovní obchodování; spekulace; COT report; obchodní strategie; Commodities; investment; futures contracts; commodity exchange; technical analysis; fundamental analysis; Exchange trading; speculation; COT report; business strategy

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APA (6th Edition):

Burša, P. (2019). Termínové obchodování komodit z pozice retailového tradera: Futures Trading of Commodities as a Retail Trader. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/81892

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):

Burša, Petr. “Termínové obchodování komodit z pozice retailového tradera: Futures Trading of Commodities as a Retail Trader.” 2019. Thesis, Brno University of Technology. Accessed October 26, 2020. http://hdl.handle.net/11012/81892.

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

MLA Handbook (7th Edition):

Burša, Petr. “Termínové obchodování komodit z pozice retailového tradera: Futures Trading of Commodities as a Retail Trader.” 2019. Web. 26 Oct 2020.

Vancouver:

Burša P. Termínové obchodování komodit z pozice retailového tradera: Futures Trading of Commodities as a Retail Trader. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2020 Oct 26]. Available from: http://hdl.handle.net/11012/81892.

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

Council of Science Editors:

Burša P. Termínové obchodování komodit z pozice retailového tradera: Futures Trading of Commodities as a Retail Trader. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/81892

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


University of Florida

25. Earle, James Wayne. On the performance of the GNMA hedge in volatile money markets.

Degree: University of Florida

Subjects/Keywords: Cash; Futures contracts; Futures markets; Hedging; Interest rates; Market prices; Mortgage loans; Observational research; Prices; Statistics

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

APA (6th Edition):

Earle, J. W. (n.d.). On the performance of the GNMA hedge in volatile money markets. (Thesis). University of Florida. Retrieved from https://ufdc.ufl.edu/UF00102807

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Earle, James Wayne. “On the performance of the GNMA hedge in volatile money markets.” Thesis, University of Florida. Accessed October 26, 2020. https://ufdc.ufl.edu/UF00102807.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Earle, James Wayne. “On the performance of the GNMA hedge in volatile money markets.” Web. 26 Oct 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Earle JW. On the performance of the GNMA hedge in volatile money markets. [Internet] [Thesis]. University of Florida; [cited 2020 Oct 26]. Available from: https://ufdc.ufl.edu/UF00102807.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Earle JW. On the performance of the GNMA hedge in volatile money markets. [Thesis]. University of Florida; Available from: https://ufdc.ufl.edu/UF00102807

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


Macquarie University

26. Aoude, Sami G. Risk management in electricity markets: premium dynamics, premium forecasting and industry structure.

Degree: 2019, Macquarie University

Thesis by publication.

1. Abstract  – 2. Introduction  – 3. Electricity futures markets in Australia – an analysis of risk premiums during the delivery period… (more)

Subjects/Keywords: Electric utilities  – Economic aspects  – Australia; Electric utilities  – Australia  – Risk management; electricity market; spot and futures price; risk premium; hedging; futures contracts; value at risk; density forecast; risk management; foreclosure; vertical integration

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APA (6th Edition):

Aoude, S. G. (2019). Risk management in electricity markets: premium dynamics, premium forecasting and industry structure. (Doctoral Dissertation). Macquarie University. Retrieved from http://hdl.handle.net/1959.14/1271257

Chicago Manual of Style (16th Edition):

Aoude, Sami G. “Risk management in electricity markets: premium dynamics, premium forecasting and industry structure.” 2019. Doctoral Dissertation, Macquarie University. Accessed October 26, 2020. http://hdl.handle.net/1959.14/1271257.

MLA Handbook (7th Edition):

Aoude, Sami G. “Risk management in electricity markets: premium dynamics, premium forecasting and industry structure.” 2019. Web. 26 Oct 2020.

Vancouver:

Aoude SG. Risk management in electricity markets: premium dynamics, premium forecasting and industry structure. [Internet] [Doctoral dissertation]. Macquarie University; 2019. [cited 2020 Oct 26]. Available from: http://hdl.handle.net/1959.14/1271257.

Council of Science Editors:

Aoude SG. Risk management in electricity markets: premium dynamics, premium forecasting and industry structure. [Doctoral Dissertation]. Macquarie University; 2019. Available from: http://hdl.handle.net/1959.14/1271257


University of Florida

27. Dhingra, Gautam, 1961- ( Dissertant ). Relative prices of options, forward contracts, and futures contracts theory and evidence.

Degree: 1986, University of Florida

Options, forward contracts and futures contracts are

Subjects/Keywords: Arbitrage; Assets; Call options; Dividends; Forward contracts; Futures contracts; Market prices; Options contracts; Prices; Transaction costs; Finance, Insurance, and Real Estate thesis Ph. D; Financial futures; Foward exchange; Options (Finance)

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APA (6th Edition):

Dhingra, Gautam, 1. (. D. ). (1986). Relative prices of options, forward contracts, and futures contracts theory and evidence. (Thesis). University of Florida. Retrieved from https://ufdc.ufl.edu/UF00099329

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):

Dhingra, Gautam, 1961- ( Dissertant ). “Relative prices of options, forward contracts, and futures contracts theory and evidence.” 1986. Thesis, University of Florida. Accessed October 26, 2020. https://ufdc.ufl.edu/UF00099329.

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

MLA Handbook (7th Edition):

Dhingra, Gautam, 1961- ( Dissertant ). “Relative prices of options, forward contracts, and futures contracts theory and evidence.” 1986. Web. 26 Oct 2020.

Vancouver:

Dhingra, Gautam 1(D). Relative prices of options, forward contracts, and futures contracts theory and evidence. [Internet] [Thesis]. University of Florida; 1986. [cited 2020 Oct 26]. Available from: https://ufdc.ufl.edu/UF00099329.

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

Council of Science Editors:

Dhingra, Gautam 1(D). Relative prices of options, forward contracts, and futures contracts theory and evidence. [Thesis]. University of Florida; 1986. Available from: https://ufdc.ufl.edu/UF00099329

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

28. Isberg, Ofelia. Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market.

Degree: Real Estate and Construction Management, 2017, KTH

In the past decades, real estate has turned into something more than just a home, it has become an investment. The interest to invest… (more)

Subjects/Keywords: Derivatives; Exchange; Futures Contracts; Hedging; Speculating; Real Estate; Derivat; Exchange; Futures Contracts; Hedging; Spekulation; Fastigheter; Engineering and Technology; Teknik och teknologier

…within futures contracts. Futures contracts are a contract between two parts that agrees to… …questions • How could real estate be incorporated within futures contracts? o Is it possible to… …market, more specific within futures contracts. The overall objective is to analyze the demand… …futures contracts. The third section presents the methodology employed for the execution of this… …futures contracts. 2.2.1.1 Structured Products Structured products are flexible instruments that… 

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APA (6th Edition):

Isberg, O. (2017). Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-211130

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):

Isberg, Ofelia. “Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market.” 2017. Thesis, KTH. Accessed October 26, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-211130.

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

MLA Handbook (7th Edition):

Isberg, Ofelia. “Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market.” 2017. Web. 26 Oct 2020.

Vancouver:

Isberg O. Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market. [Internet] [Thesis]. KTH; 2017. [cited 2020 Oct 26]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-211130.

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

Council of Science Editors:

Isberg O. Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market. [Thesis]. KTH; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-211130

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


University of Florida

29. Shinbaum, Evan Marc. Evaluating Risks and Returns Associated with Altnernative Marketing Strategies for Processed Citrus.

Degree: MS, Food and Resource Economics, 2008, University of Florida

 The citrus industry is the largest agricultural sub-sector in Florida with 719,000 acres in use. Over 90 percent of the oranges produced in Florida are… (more)

Subjects/Keywords: Agricultural seasons; Cash; Crops; Futures contracts; Futures markets; Hedging; Market prices; Orange fruits; Prices; Standard deviation; citrus, fcoj, hedging, marketing, risk; City of Gainesville ( local )

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

APA (6th Edition):

Shinbaum, E. M. (2008). Evaluating Risks and Returns Associated with Altnernative Marketing Strategies for Processed Citrus. (Masters Thesis). University of Florida. Retrieved from https://ufdc.ufl.edu/UFE0021913

Chicago Manual of Style (16th Edition):

Shinbaum, Evan Marc. “Evaluating Risks and Returns Associated with Altnernative Marketing Strategies for Processed Citrus.” 2008. Masters Thesis, University of Florida. Accessed October 26, 2020. https://ufdc.ufl.edu/UFE0021913.

MLA Handbook (7th Edition):

Shinbaum, Evan Marc. “Evaluating Risks and Returns Associated with Altnernative Marketing Strategies for Processed Citrus.” 2008. Web. 26 Oct 2020.

Vancouver:

Shinbaum EM. Evaluating Risks and Returns Associated with Altnernative Marketing Strategies for Processed Citrus. [Internet] [Masters thesis]. University of Florida; 2008. [cited 2020 Oct 26]. Available from: https://ufdc.ufl.edu/UFE0021913.

Council of Science Editors:

Shinbaum EM. Evaluating Risks and Returns Associated with Altnernative Marketing Strategies for Processed Citrus. [Masters Thesis]. University of Florida; 2008. Available from: https://ufdc.ufl.edu/UFE0021913


University of Florida

30. Monroe, Margaret Anne. A disequilibrium econometric analysis of interest rate futures markets.

Degree: 1981, University of Florida

Subjects/Keywords: Assets; Futures contracts; Futures markets; Market prices; Mathematical variables; Mortgage loans; Prices; Speculators; Supply; Supply and demand; Finance, Insurance, and Real Estate thesis Ph. D; Interest rate futures  – Mathematical models

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APA (6th Edition):

Monroe, M. A. (1981). A disequilibrium econometric analysis of interest rate futures markets. (Thesis). University of Florida. Retrieved from https://ufdc.ufl.edu/AA00052399

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):

Monroe, Margaret Anne. “A disequilibrium econometric analysis of interest rate futures markets.” 1981. Thesis, University of Florida. Accessed October 26, 2020. https://ufdc.ufl.edu/AA00052399.

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

MLA Handbook (7th Edition):

Monroe, Margaret Anne. “A disequilibrium econometric analysis of interest rate futures markets.” 1981. Web. 26 Oct 2020.

Vancouver:

Monroe MA. A disequilibrium econometric analysis of interest rate futures markets. [Internet] [Thesis]. University of Florida; 1981. [cited 2020 Oct 26]. Available from: https://ufdc.ufl.edu/AA00052399.

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

Council of Science Editors:

Monroe MA. A disequilibrium econometric analysis of interest rate futures markets. [Thesis]. University of Florida; 1981. Available from: https://ufdc.ufl.edu/AA00052399

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

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