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You searched for subject:(options on commodity futures). Showing records 1 – 30 of 20196 total matches.

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Brunel University

1. Islyaev, Suren. Stochastic models with random parameters for financial markets.

Degree: PhD, 2014, Brunel University

 The aim of this thesis is a development of a new class of financial models with random parameters, which are computationally efficient and have the… (more)

Subjects/Keywords: 519.2; Kalman filter; Index options; Commodity futures; Stochastic volatility; Model calibration

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APA (6th Edition):

Islyaev, S. (2014). Stochastic models with random parameters for financial markets. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/10344 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.642437

Chicago Manual of Style (16th Edition):

Islyaev, Suren. “Stochastic models with random parameters for financial markets.” 2014. Doctoral Dissertation, Brunel University. Accessed October 18, 2019. http://bura.brunel.ac.uk/handle/2438/10344 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.642437.

MLA Handbook (7th Edition):

Islyaev, Suren. “Stochastic models with random parameters for financial markets.” 2014. Web. 18 Oct 2019.

Vancouver:

Islyaev S. Stochastic models with random parameters for financial markets. [Internet] [Doctoral dissertation]. Brunel University; 2014. [cited 2019 Oct 18]. Available from: http://bura.brunel.ac.uk/handle/2438/10344 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.642437.

Council of Science Editors:

Islyaev S. Stochastic models with random parameters for financial markets. [Doctoral Dissertation]. Brunel University; 2014. Available from: http://bura.brunel.ac.uk/handle/2438/10344 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.642437


Iowa State University

2. 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


Oklahoma State University

3. Shah, Samarth P. Essays on Liquidity Costs in Futures and Options Markets.

Degree: Department of Agricultural Economics, 2011, Oklahoma State University

 The study comprises three essays about the market microstructure of futures and options markets with the main emphasis on liquidity costs. The first essay determines… (more)

Subjects/Keywords: bid ask spread; black model; commodity markets; futures and options; kcbt; nse; india

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APA (6th Edition):

Shah, S. P. (2011). Essays on Liquidity Costs in Futures and Options Markets. (Thesis). Oklahoma State University. Retrieved from http://hdl.handle.net/11244/6539

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):

Shah, Samarth P. “Essays on Liquidity Costs in Futures and Options Markets.” 2011. Thesis, Oklahoma State University. Accessed October 18, 2019. http://hdl.handle.net/11244/6539.

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

MLA Handbook (7th Edition):

Shah, Samarth P. “Essays on Liquidity Costs in Futures and Options Markets.” 2011. Web. 18 Oct 2019.

Vancouver:

Shah SP. Essays on Liquidity Costs in Futures and Options Markets. [Internet] [Thesis]. Oklahoma State University; 2011. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/11244/6539.

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

Council of Science Editors:

Shah SP. Essays on Liquidity Costs in Futures and Options Markets. [Thesis]. Oklahoma State University; 2011. Available from: http://hdl.handle.net/11244/6539

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


University of Wollongong

4. Aba Oud, Mohammed AbdulAziz. The dynamics of oil prices and valuation of oil derivatives.

Degree: PhD, 2014, University of Wollongong

  Over the last three decades financial derivatives, such as futures and options, have become increasingly important to financial institutions for the purposes of trading… (more)

Subjects/Keywords: Stochastic models; oil prices; futures on oil; options on oil

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APA (6th Edition):

Aba Oud, M. A. (2014). The dynamics of oil prices and valuation of oil derivatives. (Doctoral Dissertation). University of Wollongong. Retrieved from 010205 Financial Mathematics ; https://ro.uow.edu.au/theses/4261

Chicago Manual of Style (16th Edition):

Aba Oud, Mohammed AbdulAziz. “The dynamics of oil prices and valuation of oil derivatives.” 2014. Doctoral Dissertation, University of Wollongong. Accessed October 18, 2019. 010205 Financial Mathematics ; https://ro.uow.edu.au/theses/4261.

MLA Handbook (7th Edition):

Aba Oud, Mohammed AbdulAziz. “The dynamics of oil prices and valuation of oil derivatives.” 2014. Web. 18 Oct 2019.

Vancouver:

Aba Oud MA. The dynamics of oil prices and valuation of oil derivatives. [Internet] [Doctoral dissertation]. University of Wollongong; 2014. [cited 2019 Oct 18]. Available from: 010205 Financial Mathematics ; https://ro.uow.edu.au/theses/4261.

Council of Science Editors:

Aba Oud MA. The dynamics of oil prices and valuation of oil derivatives. [Doctoral Dissertation]. University of Wollongong; 2014. Available from: 010205 Financial Mathematics ; https://ro.uow.edu.au/theses/4261


University of Pretoria

5. Brown, Robert Mark. The pricing of commodity raw materials to the South African gold mining industry.

Degree: Gordon Institute of Business Science (GIBS), 2010, University of Pretoria

 The object of government is the welfare of the people – Theodore Roosevelt Commodity prices in the South African economy has become a topic of… (more)

Subjects/Keywords: UCTD; Commodity options

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APA (6th Edition):

Brown, R. M. (2010). The pricing of commodity raw materials to the South African gold mining industry. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/23350

Chicago Manual of Style (16th Edition):

Brown, Robert Mark. “The pricing of commodity raw materials to the South African gold mining industry.” 2010. Masters Thesis, University of Pretoria. Accessed October 18, 2019. http://hdl.handle.net/2263/23350.

MLA Handbook (7th Edition):

Brown, Robert Mark. “The pricing of commodity raw materials to the South African gold mining industry.” 2010. Web. 18 Oct 2019.

Vancouver:

Brown RM. The pricing of commodity raw materials to the South African gold mining industry. [Internet] [Masters thesis]. University of Pretoria; 2010. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2263/23350.

Council of Science Editors:

Brown RM. The pricing of commodity raw materials to the South African gold mining industry. [Masters Thesis]. University of Pretoria; 2010. Available from: http://hdl.handle.net/2263/23350


University of Pretoria

6. [No author]. The pricing of commodity raw materials to the South African gold mining industry .

Degree: 2010, University of Pretoria

 The object of government is the welfare of the people – Theodore Roosevelt Commodity prices in the South African economy has become a topic of… (more)

Subjects/Keywords: UCTD; Commodity options

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APA (6th Edition):

author], [. (2010). The pricing of commodity raw materials to the South African gold mining industry . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-03202010-180320/

Chicago Manual of Style (16th Edition):

author], [No. “The pricing of commodity raw materials to the South African gold mining industry .” 2010. Masters Thesis, University of Pretoria. Accessed October 18, 2019. http://upetd.up.ac.za/thesis/available/etd-03202010-180320/.

MLA Handbook (7th Edition):

author], [No. “The pricing of commodity raw materials to the South African gold mining industry .” 2010. Web. 18 Oct 2019.

Vancouver:

author] [. The pricing of commodity raw materials to the South African gold mining industry . [Internet] [Masters thesis]. University of Pretoria; 2010. [cited 2019 Oct 18]. Available from: http://upetd.up.ac.za/thesis/available/etd-03202010-180320/.

Council of Science Editors:

author] [. The pricing of commodity raw materials to the South African gold mining industry . [Masters Thesis]. University of Pretoria; 2010. Available from: http://upetd.up.ac.za/thesis/available/etd-03202010-180320/


University of Pretoria

7. Vermeulen, Abraham. The impact of changes in corn prices on pesticides demand.

Degree: Gordon Institute of Business Science (GIBS), 2010, University of Pretoria

Commodity prices have recently seen record grain prices with most growers generally improving their profitability. In 2007 the USA crop protection value experienced its biggest… (more)

Subjects/Keywords: UCTD; Commodity futures

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APA (6th Edition):

Vermeulen, A. (2010). The impact of changes in corn prices on pesticides demand. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/23302

Chicago Manual of Style (16th Edition):

Vermeulen, Abraham. “The impact of changes in corn prices on pesticides demand.” 2010. Masters Thesis, University of Pretoria. Accessed October 18, 2019. http://hdl.handle.net/2263/23302.

MLA Handbook (7th Edition):

Vermeulen, Abraham. “The impact of changes in corn prices on pesticides demand.” 2010. Web. 18 Oct 2019.

Vancouver:

Vermeulen A. The impact of changes in corn prices on pesticides demand. [Internet] [Masters thesis]. University of Pretoria; 2010. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2263/23302.

Council of Science Editors:

Vermeulen A. The impact of changes in corn prices on pesticides demand. [Masters Thesis]. University of Pretoria; 2010. Available from: http://hdl.handle.net/2263/23302


University of Pretoria

8. [No author]. The impact of changes in corn prices on pesticides demand .

Degree: 2010, University of Pretoria

Commodity prices have recently seen record grain prices with most growers generally improving their profitability. In 2007 the USA crop protection value experienced its biggest… (more)

Subjects/Keywords: UCTD; Commodity futures

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APA (6th Edition):

author], [. (2010). The impact of changes in corn prices on pesticides demand . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-03172010-133339/

Chicago Manual of Style (16th Edition):

author], [No. “The impact of changes in corn prices on pesticides demand .” 2010. Masters Thesis, University of Pretoria. Accessed October 18, 2019. http://upetd.up.ac.za/thesis/available/etd-03172010-133339/.

MLA Handbook (7th Edition):

author], [No. “The impact of changes in corn prices on pesticides demand .” 2010. Web. 18 Oct 2019.

Vancouver:

author] [. The impact of changes in corn prices on pesticides demand . [Internet] [Masters thesis]. University of Pretoria; 2010. [cited 2019 Oct 18]. Available from: http://upetd.up.ac.za/thesis/available/etd-03172010-133339/.

Council of Science Editors:

author] [. The impact of changes in corn prices on pesticides demand . [Masters Thesis]. University of Pretoria; 2010. Available from: http://upetd.up.ac.za/thesis/available/etd-03172010-133339/


University of Southern California

9. Vassilev, Georgi D. Essays on commodity futures and volatility.

Degree: PhD, Economics, 2010, University of Southern California

 This dissertation and the essays herein represent an effort to extend our understanding of the time-series and distributional properties of commodity futures on one hand,… (more)

Subjects/Keywords: GARCH; commodity futures

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APA (6th Edition):

Vassilev, G. D. (2010). Essays on commodity futures and volatility. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/355086/rec/2444

Chicago Manual of Style (16th Edition):

Vassilev, Georgi D. “Essays on commodity futures and volatility.” 2010. Doctoral Dissertation, University of Southern California. Accessed October 18, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/355086/rec/2444.

MLA Handbook (7th Edition):

Vassilev, Georgi D. “Essays on commodity futures and volatility.” 2010. Web. 18 Oct 2019.

Vancouver:

Vassilev GD. Essays on commodity futures and volatility. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Oct 18]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/355086/rec/2444.

Council of Science Editors:

Vassilev GD. Essays on commodity futures and volatility. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/355086/rec/2444


Universitat Pompeu Fabra

10. Bozovic, Milos. Risks in Commodity and Currency Markets.

Degree: Departament d'Economia i Empresa, 2009, Universitat Pompeu Fabra

 El objetivo de esta tesis es analizar los factores del riesgo del mercado de las materias primas y las divisas. Está centrada en el impacto… (more)

Subjects/Keywords: pérdida esperada; Value at Risk; Análisis de Componentes Principales; Teoria de Valores Extremos multivariada; sonrisas de volatilidad; método de momentos eficiente; tipos de cambio; opciones sobre materias primas; futuros; materias primas; riesgo de saltos; backtesting; expected shortfall; Value at Risk; Principal Component Analysis; multivariate Extreme Value Theory; volatility smiles; efficient method of moments; exchange rates; options on commodity futures; futures; jump risk; commodities; backtesting; 33

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APA (6th Edition):

Bozovic, M. (2009). Risks in Commodity and Currency Markets. (Thesis). Universitat Pompeu Fabra. Retrieved from http://hdl.handle.net/10803/7388

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):

Bozovic, Milos. “Risks in Commodity and Currency Markets.” 2009. Thesis, Universitat Pompeu Fabra. Accessed October 18, 2019. http://hdl.handle.net/10803/7388.

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

MLA Handbook (7th Edition):

Bozovic, Milos. “Risks in Commodity and Currency Markets.” 2009. Web. 18 Oct 2019.

Vancouver:

Bozovic M. Risks in Commodity and Currency Markets. [Internet] [Thesis]. Universitat Pompeu Fabra; 2009. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10803/7388.

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

Council of Science Editors:

Bozovic M. Risks in Commodity and Currency Markets. [Thesis]. Universitat Pompeu Fabra; 2009. Available from: http://hdl.handle.net/10803/7388

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


University of Technology, Sydney

11. 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 Hong Kong

12. Li, Qiang. Integrating commodity futures in procurement planning and contract design with demand forecast update.

Degree: PhD, 2015, University of Hong Kong

 This study aims at investigating the benefits of integrating commodity futures contracts in devising commodity procurement policies as well as the design of supply contracts.… (more)

Subjects/Keywords: Commodity futures; Industrial procurement - Planning; Business logistics

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APA (6th Edition):

Li, Q. (2015). Integrating commodity futures in procurement planning and contract design with demand forecast update. (Doctoral Dissertation). University of Hong Kong. Retrieved from Li, Q. [李強]. (2015). Integrating commodity futures in procurement planning and contract design with demand forecast update. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5543984 ; http://dx.doi.org/10.5353/th_b5543984 ; http://hdl.handle.net/10722/225941

Chicago Manual of Style (16th Edition):

Li, Qiang. “Integrating commodity futures in procurement planning and contract design with demand forecast update.” 2015. Doctoral Dissertation, University of Hong Kong. Accessed October 18, 2019. Li, Q. [李強]. (2015). Integrating commodity futures in procurement planning and contract design with demand forecast update. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5543984 ; http://dx.doi.org/10.5353/th_b5543984 ; http://hdl.handle.net/10722/225941.

MLA Handbook (7th Edition):

Li, Qiang. “Integrating commodity futures in procurement planning and contract design with demand forecast update.” 2015. Web. 18 Oct 2019.

Vancouver:

Li Q. Integrating commodity futures in procurement planning and contract design with demand forecast update. [Internet] [Doctoral dissertation]. University of Hong Kong; 2015. [cited 2019 Oct 18]. Available from: Li, Q. [李強]. (2015). Integrating commodity futures in procurement planning and contract design with demand forecast update. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5543984 ; http://dx.doi.org/10.5353/th_b5543984 ; http://hdl.handle.net/10722/225941.

Council of Science Editors:

Li Q. Integrating commodity futures in procurement planning and contract design with demand forecast update. [Doctoral Dissertation]. University of Hong Kong; 2015. Available from: Li, Q. [李強]. (2015). Integrating commodity futures in procurement planning and contract design with demand forecast update. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5543984 ; http://dx.doi.org/10.5353/th_b5543984 ; http://hdl.handle.net/10722/225941


University of Illinois – Urbana-Champaign

13. Tremacoldi Rossi, Pedro. The high–low spread estimator is not well–behaved in commodity markets.

Degree: MS, Agricultural & Applied Econ, 2017, University of Illinois – Urbana-Champaign

 In spite of the increasing availability of high-quality data and the possibility of obtaining direct commodity trading costs in recent periods, historical series of transaction… (more)

Subjects/Keywords: Commodity futures; Bid-ask spreads; Transaction costs

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APA (6th Edition):

Tremacoldi Rossi, P. (2017). The high–low spread estimator is not well–behaved in commodity markets. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/99420

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):

Tremacoldi Rossi, Pedro. “The high–low spread estimator is not well–behaved in commodity markets.” 2017. Thesis, University of Illinois – Urbana-Champaign. Accessed October 18, 2019. http://hdl.handle.net/2142/99420.

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

MLA Handbook (7th Edition):

Tremacoldi Rossi, Pedro. “The high–low spread estimator is not well–behaved in commodity markets.” 2017. Web. 18 Oct 2019.

Vancouver:

Tremacoldi Rossi P. The high–low spread estimator is not well–behaved in commodity markets. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2017. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2142/99420.

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

Council of Science Editors:

Tremacoldi Rossi P. The high–low spread estimator is not well–behaved in commodity markets. [Thesis]. University of Illinois – Urbana-Champaign; 2017. Available from: http://hdl.handle.net/2142/99420

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


University of British Columbia

14. Thille, Henry. Commodity futures markets with imperfectly competitive producers .

Degree: 1995, University of British Columbia

Commodity futures markets are often thought of as good examples of perfectly competitive markets. However, there are many commodities that are produced in concentrated industries… (more)

Subjects/Keywords: Commodity futures; Commodity exchanges; Competition

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APA (6th Edition):

Thille, H. (1995). Commodity futures markets with imperfectly competitive producers . (Thesis). University of British Columbia. Retrieved from http://hdl.handle.net/2429/6213

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):

Thille, Henry. “Commodity futures markets with imperfectly competitive producers .” 1995. Thesis, University of British Columbia. Accessed October 18, 2019. http://hdl.handle.net/2429/6213.

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

MLA Handbook (7th Edition):

Thille, Henry. “Commodity futures markets with imperfectly competitive producers .” 1995. Web. 18 Oct 2019.

Vancouver:

Thille H. Commodity futures markets with imperfectly competitive producers . [Internet] [Thesis]. University of British Columbia; 1995. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2429/6213.

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

Council of Science Editors:

Thille H. Commodity futures markets with imperfectly competitive producers . [Thesis]. University of British Columbia; 1995. Available from: http://hdl.handle.net/2429/6213

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


Kansas State University

15. Sousek, Nicholas D. Enhancing grain marketing decisions: farm breakeven analysis and grain sales management.

Degree: Master of Agribusiness, Department of Agricultural Economics, 2015, Kansas State University

 In recent years, the price volatility in agricultural commodity prices, as well as agricultural input costs, has drastically increased. Today’s famer is faced with difficult… (more)

Subjects/Keywords: Grain markets; Futures; Basis; Options; Corn; Soybeans

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APA (6th Edition):

Sousek, N. D. (2015). Enhancing grain marketing decisions: farm breakeven analysis and grain sales management. (Masters Thesis). Kansas State University. Retrieved from http://hdl.handle.net/2097/35770

Chicago Manual of Style (16th Edition):

Sousek, Nicholas D. “Enhancing grain marketing decisions: farm breakeven analysis and grain sales management.” 2015. Masters Thesis, Kansas State University. Accessed October 18, 2019. http://hdl.handle.net/2097/35770.

MLA Handbook (7th Edition):

Sousek, Nicholas D. “Enhancing grain marketing decisions: farm breakeven analysis and grain sales management.” 2015. Web. 18 Oct 2019.

Vancouver:

Sousek ND. Enhancing grain marketing decisions: farm breakeven analysis and grain sales management. [Internet] [Masters thesis]. Kansas State University; 2015. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2097/35770.

Council of Science Editors:

Sousek ND. Enhancing grain marketing decisions: farm breakeven analysis and grain sales management. [Masters Thesis]. Kansas State University; 2015. Available from: http://hdl.handle.net/2097/35770


Iowa State University

16. Dumortier, Jerome Robert Florian. The impact of forest offset credits under a stochastic carbon price on agriculture using a rational expectations and real options framework.

Degree: 2011, Iowa State University

 With climate change becoming an increasingly pressing issue and a world population expecting to reach seven billion people in 2011, policies to mitigate greenhouse gas… (more)

Subjects/Keywords: Commodity Prices; Forestry; Land-Use; Rational Expectations; Real Options; Economics

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

APA (6th Edition):

Dumortier, J. R. F. (2011). The impact of forest offset credits under a stochastic carbon price on agriculture using a rational expectations and real options framework. (Thesis). Iowa State University. Retrieved from https://lib.dr.iastate.edu/etd/10270

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):

Dumortier, Jerome Robert Florian. “The impact of forest offset credits under a stochastic carbon price on agriculture using a rational expectations and real options framework.” 2011. Thesis, Iowa State University. Accessed October 18, 2019. https://lib.dr.iastate.edu/etd/10270.

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

MLA Handbook (7th Edition):

Dumortier, Jerome Robert Florian. “The impact of forest offset credits under a stochastic carbon price on agriculture using a rational expectations and real options framework.” 2011. Web. 18 Oct 2019.

Vancouver:

Dumortier JRF. The impact of forest offset credits under a stochastic carbon price on agriculture using a rational expectations and real options framework. [Internet] [Thesis]. Iowa State University; 2011. [cited 2019 Oct 18]. Available from: https://lib.dr.iastate.edu/etd/10270.

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

Council of Science Editors:

Dumortier JRF. The impact of forest offset credits under a stochastic carbon price on agriculture using a rational expectations and real options framework. [Thesis]. Iowa State University; 2011. Available from: https://lib.dr.iastate.edu/etd/10270

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


NSYSU

17. Chiu, Heng. Mean-reversion and Trading Strategies in Agricultural Products Markets.

Degree: Master, Finance, 2017, NSYSU

 This study focuses on two issues: The mean-reversion in agricultural products markets, and the profitable trading strategies. This study uses cobweb theory to explain the… (more)

Subjects/Keywords: Basis; Agricultural futures; Commodity markets; Trading strategies; Mean-reversion

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

APA (6th Edition):

Chiu, H. (2017). Mean-reversion and Trading Strategies in Agricultural Products Markets. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619117-232816

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):

Chiu, Heng. “Mean-reversion and Trading Strategies in Agricultural Products Markets.” 2017. Thesis, NSYSU. Accessed October 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619117-232816.

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

MLA Handbook (7th Edition):

Chiu, Heng. “Mean-reversion and Trading Strategies in Agricultural Products Markets.” 2017. Web. 18 Oct 2019.

Vancouver:

Chiu H. Mean-reversion and Trading Strategies in Agricultural Products Markets. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Oct 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619117-232816.

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

Council of Science Editors:

Chiu H. Mean-reversion and Trading Strategies in Agricultural Products Markets. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619117-232816

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


NSYSU

18. Chung, Yueh-Chun. Empirical Research of Mean-reversion Trading Strategies in Agricultural Products Markets.

Degree: Master, Continuing Education Program Of The Institute Of Financial Management, 2018, NSYSU

 This study focuses on the mean-reversion among agriculture futures, research object includes three major grain futures (soybean, wheat, corn, respectively) and four soft commodities with… (more)

Subjects/Keywords: Mean-reversion; Trading strategies; Soft commodity; Agricultural futures

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APA (6th Edition):

Chung, Y. (2018). Empirical Research of Mean-reversion Trading Strategies in Agricultural Products Markets. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0609118-100904

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):

Chung, Yueh-Chun. “Empirical Research of Mean-reversion Trading Strategies in Agricultural Products Markets.” 2018. Thesis, NSYSU. Accessed October 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0609118-100904.

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

MLA Handbook (7th Edition):

Chung, Yueh-Chun. “Empirical Research of Mean-reversion Trading Strategies in Agricultural Products Markets.” 2018. Web. 18 Oct 2019.

Vancouver:

Chung Y. Empirical Research of Mean-reversion Trading Strategies in Agricultural Products Markets. [Internet] [Thesis]. NSYSU; 2018. [cited 2019 Oct 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0609118-100904.

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

Council of Science Editors:

Chung Y. Empirical Research of Mean-reversion Trading Strategies in Agricultural Products Markets. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0609118-100904

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


Oklahoma State University

19. Aravindhakshan, Sijesh C. Essays: Biofuel Feedstock Production Economics and Identifying Jumps and Systematic Risk in Futures.

Degree: Department of Agricultural Economics, 2010, Oklahoma State University

 Three research studies were completed. The first study was conducted to determine biomass yield response to nitrogen (N) for four perennial grass species and to… (more)

Subjects/Keywords: cellulosic biomass; cofiring; commodity futures; jump-diffusion process; production economics; switchgrass

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APA (6th Edition):

Aravindhakshan, S. C. (2010). Essays: Biofuel Feedstock Production Economics and Identifying Jumps and Systematic Risk in Futures. (Thesis). Oklahoma State University. Retrieved from http://hdl.handle.net/11244/6502

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):

Aravindhakshan, Sijesh C. “Essays: Biofuel Feedstock Production Economics and Identifying Jumps and Systematic Risk in Futures.” 2010. Thesis, Oklahoma State University. Accessed October 18, 2019. http://hdl.handle.net/11244/6502.

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

MLA Handbook (7th Edition):

Aravindhakshan, Sijesh C. “Essays: Biofuel Feedstock Production Economics and Identifying Jumps and Systematic Risk in Futures.” 2010. Web. 18 Oct 2019.

Vancouver:

Aravindhakshan SC. Essays: Biofuel Feedstock Production Economics and Identifying Jumps and Systematic Risk in Futures. [Internet] [Thesis]. Oklahoma State University; 2010. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/11244/6502.

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

Council of Science Editors:

Aravindhakshan SC. Essays: Biofuel Feedstock Production Economics and Identifying Jumps and Systematic Risk in Futures. [Thesis]. Oklahoma State University; 2010. Available from: http://hdl.handle.net/11244/6502

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


University of Adelaide

20. 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


Queen Mary, University of London

21. Wang, Chang Yun. Commodity futures manipulation : theory, evidence, and regulatory implications.

Degree: PhD, 1998, Queen Mary, University of London

 This thesis is a collection of four separate papers with a core theme: commodity futures manipulation. It aims to answer three important questions. How vulnerable… (more)

Subjects/Keywords: 332; Commodity Futures Manipulation; Manipulation

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APA (6th Edition):

Wang, C. Y. (1998). Commodity futures manipulation : theory, evidence, and regulatory implications. (Doctoral Dissertation). Queen Mary, University of London. Retrieved from http://qmro.qmul.ac.uk/xmlui/handle/123456789/25537 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.285042

Chicago Manual of Style (16th Edition):

Wang, Chang Yun. “Commodity futures manipulation : theory, evidence, and regulatory implications.” 1998. Doctoral Dissertation, Queen Mary, University of London. Accessed October 18, 2019. http://qmro.qmul.ac.uk/xmlui/handle/123456789/25537 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.285042.

MLA Handbook (7th Edition):

Wang, Chang Yun. “Commodity futures manipulation : theory, evidence, and regulatory implications.” 1998. Web. 18 Oct 2019.

Vancouver:

Wang CY. Commodity futures manipulation : theory, evidence, and regulatory implications. [Internet] [Doctoral dissertation]. Queen Mary, University of London; 1998. [cited 2019 Oct 18]. Available from: http://qmro.qmul.ac.uk/xmlui/handle/123456789/25537 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.285042.

Council of Science Editors:

Wang CY. Commodity futures manipulation : theory, evidence, and regulatory implications. [Doctoral Dissertation]. Queen Mary, University of London; 1998. Available from: http://qmro.qmul.ac.uk/xmlui/handle/123456789/25537 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.285042

22. 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


University of Minnesota

23. Yang, Fan. Essays on asset pricing.

Degree: PhD, Business Administration, 2011, University of Minnesota

 My dissertation investigates two important puzzles in derivatives markets. In Chapter one, I identify a “slope” factor in the cross section of commodity futures returns.… (more)

Subjects/Keywords: CDO; Commodity futures; Credit risk; Investment shock; Business Administration

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APA (6th Edition):

Yang, F. (2011). Essays on asset pricing. (Doctoral Dissertation). University of Minnesota. Retrieved from http://purl.umn.edu/109868

Chicago Manual of Style (16th Edition):

Yang, Fan. “Essays on asset pricing.” 2011. Doctoral Dissertation, University of Minnesota. Accessed October 18, 2019. http://purl.umn.edu/109868.

MLA Handbook (7th Edition):

Yang, Fan. “Essays on asset pricing.” 2011. Web. 18 Oct 2019.

Vancouver:

Yang F. Essays on asset pricing. [Internet] [Doctoral dissertation]. University of Minnesota; 2011. [cited 2019 Oct 18]. Available from: http://purl.umn.edu/109868.

Council of Science Editors:

Yang F. Essays on asset pricing. [Doctoral Dissertation]. University of Minnesota; 2011. Available from: http://purl.umn.edu/109868


North Carolina State University

24. Ji, Wen. Essays on Econometric Evaluation of Models of Commodity Futures Prices.

Degree: PhD, Economics, 2003, North Carolina State University

 This dissertaion is comprised of two essays on econometric evaluation of models of commodity futures prices. The first essay develops a frequency- domain volatility bound… (more)

Subjects/Keywords: commodity futures; econometric evaluation

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

APA (6th Edition):

Ji, W. (2003). Essays on Econometric Evaluation of Models of Commodity Futures Prices. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/5622

Chicago Manual of Style (16th Edition):

Ji, Wen. “Essays on Econometric Evaluation of Models of Commodity Futures Prices.” 2003. Doctoral Dissertation, North Carolina State University. Accessed October 18, 2019. http://www.lib.ncsu.edu/resolver/1840.16/5622.

MLA Handbook (7th Edition):

Ji, Wen. “Essays on Econometric Evaluation of Models of Commodity Futures Prices.” 2003. Web. 18 Oct 2019.

Vancouver:

Ji W. Essays on Econometric Evaluation of Models of Commodity Futures Prices. [Internet] [Doctoral dissertation]. North Carolina State University; 2003. [cited 2019 Oct 18]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/5622.

Council of Science Editors:

Ji W. Essays on Econometric Evaluation of Models of Commodity Futures Prices. [Doctoral Dissertation]. North Carolina State University; 2003. Available from: http://www.lib.ncsu.edu/resolver/1840.16/5622


Michigan State University

25. Alderfer, Richard Dwayne. Decision support system components for firm level risk management through commodity marketing.

Degree: PhD, Department of Agricultural Economics, 1990, Michigan State University

Subjects/Keywords: Commodity futures; Risk management

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

APA (6th Edition):

Alderfer, R. D. (1990). Decision support system components for firm level risk management through commodity marketing. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:29327

Chicago Manual of Style (16th Edition):

Alderfer, Richard Dwayne. “Decision support system components for firm level risk management through commodity marketing.” 1990. Doctoral Dissertation, Michigan State University. Accessed October 18, 2019. http://etd.lib.msu.edu/islandora/object/etd:29327.

MLA Handbook (7th Edition):

Alderfer, Richard Dwayne. “Decision support system components for firm level risk management through commodity marketing.” 1990. Web. 18 Oct 2019.

Vancouver:

Alderfer RD. Decision support system components for firm level risk management through commodity marketing. [Internet] [Doctoral dissertation]. Michigan State University; 1990. [cited 2019 Oct 18]. Available from: http://etd.lib.msu.edu/islandora/object/etd:29327.

Council of Science Editors:

Alderfer RD. Decision support system components for firm level risk management through commodity marketing. [Doctoral Dissertation]. Michigan State University; 1990. Available from: http://etd.lib.msu.edu/islandora/object/etd:29327


University of Florida

26. 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 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 Gothenburg / Göteborgs Universitet

27. Kjaer, Mats. Pricing of Some Path-Dependent Options on Equities and Commodities.

Degree: 2006, University of Gothenburg / Göteborgs Universitet

 This thesis brings together three papers about the pricing of European and Bermudan path-dependent options, and one paper about the stochastic modelling of a futures(more)

Subjects/Keywords: Cliquet options with global floor; Commodity swing options; Storage valuation; Correlation matrix modelling; Bachelier-Samuelson model; Jump-diffusion models; Futures curve models; Parabolic PDE/PIDEs; Numerical integration; Finite difference methods.; Economics

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APA (6th Edition):

Kjaer, M. (2006). Pricing of Some Path-Dependent Options on Equities and Commodities. (Thesis). University of Gothenburg / Göteborgs Universitet. Retrieved from http://hdl.handle.net/2077/2911

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):

Kjaer, Mats. “Pricing of Some Path-Dependent Options on Equities and Commodities.” 2006. Thesis, University of Gothenburg / Göteborgs Universitet. Accessed October 18, 2019. http://hdl.handle.net/2077/2911.

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

MLA Handbook (7th Edition):

Kjaer, Mats. “Pricing of Some Path-Dependent Options on Equities and Commodities.” 2006. Web. 18 Oct 2019.

Vancouver:

Kjaer M. Pricing of Some Path-Dependent Options on Equities and Commodities. [Internet] [Thesis]. University of Gothenburg / Göteborgs Universitet; 2006. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2077/2911.

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

Council of Science Editors:

Kjaer M. Pricing of Some Path-Dependent Options on Equities and Commodities. [Thesis]. University of Gothenburg / Göteborgs Universitet; 2006. Available from: http://hdl.handle.net/2077/2911

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


Michigan State University

28. Song, Jeongseok. Financial econometric modeling of risk in commodity markets.

Degree: PhD, Department of Economics, 2004, Michigan State University

Subjects/Keywords: Risk – Econometric models; Commodity exchanges; Commodity futures

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APA (6th Edition):

Song, J. (2004). Financial econometric modeling of risk in commodity markets. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:32682

Chicago Manual of Style (16th Edition):

Song, Jeongseok. “Financial econometric modeling of risk in commodity markets.” 2004. Doctoral Dissertation, Michigan State University. Accessed October 18, 2019. http://etd.lib.msu.edu/islandora/object/etd:32682.

MLA Handbook (7th Edition):

Song, Jeongseok. “Financial econometric modeling of risk in commodity markets.” 2004. Web. 18 Oct 2019.

Vancouver:

Song J. Financial econometric modeling of risk in commodity markets. [Internet] [Doctoral dissertation]. Michigan State University; 2004. [cited 2019 Oct 18]. Available from: http://etd.lib.msu.edu/islandora/object/etd:32682.

Council of Science Editors:

Song J. Financial econometric modeling of risk in commodity markets. [Doctoral Dissertation]. Michigan State University; 2004. Available from: http://etd.lib.msu.edu/islandora/object/etd:32682


University of Hong Kong

29. 蔡家輝.; Choi, Ka-fai. Specifications of delivery options in interest rate futures.

Degree: Master of Economics, 2001, University of Hong Kong

published_or_final_version

Economics and Finance

Master

Master of Economics

Subjects/Keywords: Stock options.; Interest rate futures.

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APA (6th Edition):

蔡家輝.; Choi, K. (2001). Specifications of delivery options in interest rate futures. (Masters Thesis). University of Hong Kong. Retrieved from Choi, K. [蔡家輝]. (2001). Specifications of delivery options in interest rate futures. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3195470 ; http://dx.doi.org/10.5353/th_b3195470 ; http://hdl.handle.net/10722/40736

Chicago Manual of Style (16th Edition):

蔡家輝.; Choi, Ka-fai. “Specifications of delivery options in interest rate futures.” 2001. Masters Thesis, University of Hong Kong. Accessed October 18, 2019. Choi, K. [蔡家輝]. (2001). Specifications of delivery options in interest rate futures. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3195470 ; http://dx.doi.org/10.5353/th_b3195470 ; http://hdl.handle.net/10722/40736.

MLA Handbook (7th Edition):

蔡家輝.; Choi, Ka-fai. “Specifications of delivery options in interest rate futures.” 2001. Web. 18 Oct 2019.

Vancouver:

蔡家輝.; Choi K. Specifications of delivery options in interest rate futures. [Internet] [Masters thesis]. University of Hong Kong; 2001. [cited 2019 Oct 18]. Available from: Choi, K. [蔡家輝]. (2001). Specifications of delivery options in interest rate futures. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3195470 ; http://dx.doi.org/10.5353/th_b3195470 ; http://hdl.handle.net/10722/40736.

Council of Science Editors:

蔡家輝.; Choi K. Specifications of delivery options in interest rate futures. [Masters Thesis]. University of Hong Kong; 2001. Available from: Choi, K. [蔡家輝]. (2001). Specifications of delivery options in interest rate futures. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3195470 ; http://dx.doi.org/10.5353/th_b3195470 ; http://hdl.handle.net/10722/40736


Virginia Tech

30. Cahill, Steven. Efficient Market Forecasts Utilizing NYMEX Futures and Options.

Degree: MA, Economics, 1998, Virginia Tech

 This study develops a method for estimating confidence intervals surrounding futures based forecasts of natural gas prices. The method utilizes the Barone-Adesi and Whaley model… (more)

Subjects/Keywords: Futures; Options; Forecast; Natural Gas

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APA (6th Edition):

Cahill, S. (1998). Efficient Market Forecasts Utilizing NYMEX Futures and Options. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/36816

Chicago Manual of Style (16th Edition):

Cahill, Steven. “Efficient Market Forecasts Utilizing NYMEX Futures and Options.” 1998. Masters Thesis, Virginia Tech. Accessed October 18, 2019. http://hdl.handle.net/10919/36816.

MLA Handbook (7th Edition):

Cahill, Steven. “Efficient Market Forecasts Utilizing NYMEX Futures and Options.” 1998. Web. 18 Oct 2019.

Vancouver:

Cahill S. Efficient Market Forecasts Utilizing NYMEX Futures and Options. [Internet] [Masters thesis]. Virginia Tech; 1998. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10919/36816.

Council of Science Editors:

Cahill S. Efficient Market Forecasts Utilizing NYMEX Futures and Options. [Masters Thesis]. Virginia Tech; 1998. Available from: http://hdl.handle.net/10919/36816

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