Essays about: "Commodity Investing"

Showing result 1 - 5 of 12 essays containing the words Commodity Investing.

1. 1. Optimal Portfolio Allocation of Commodities for the Swedish Investor

   University essay from

   Author : Sebastian Henfalk; Alexandra Wesley; [2021-08-17]
   Keywords : Optimal Portfolio Allocation into Commodities; OMXS30GI; Bloomberg Commodity Index BCOM ; Sub-Sectors; Sharpe Ratio; Swedish Investor; Financialization; Diversification; Hedge; Precious Metals; Inflation; Råvaror; Optimal Allokering; Ädelmetaller;

   Abstract : Commodities have historically been seen as great diversifiers to stocks and bonds. Following the financialization in late 1990s and early 2000s this began to be questioned by previous research due to increasing correlations with the stock market, which has created a need for further research with in the field. READ MORE

3. 2. Investing in Future Generations: Global Cocoa Price shocks and their impact upon School Attendance and Child Employment Rates in Ghana, 1987-1991

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Raoul Herbert; [2019]
   Keywords : Ghana; Cocoa; Economic History; Commodity Shocks; Child Outcomes; Child Labour; Schooling; Business and Economics;

   Abstract : This paper looks into the responses of cocoa farming households to a negative shock in the global cocoa price with regards to how they invest into the future of their children. The specific child outcomes of focus are child employment rates, school attendance, and household expenditure on schooling and related activities. READ MORE

4. 3. TWO BIRDS WITH ONE STONE : Solving the British and Swedish housing shortages with the same solutions

   University essay from KTH/Samhällsplanering och miljö

   Author : William Ulrici; [2018]
   Keywords : Housing shortage; Sweden; United Kingdom; UK; affordability; housing history; housing production; sustainability; wellfare state; local authority; Bostadssbrist; Sverige; Storbritannien; hållbarhet; bostadsproduktion; kommuner; välfärdsstaten;

   Abstract : When too many afford too little, one could claim that a housing market is malfunctioning. The United Kingdom and Sweden suffer from housing shortages in the major cities, creating low affordability, great strain on lower income groups and worse foundation for social sustainability. READ MORE

5. 4. Commodity Futures Investing from a Swedish Pension Fund Perspective

   University essay from Göteborgs universitet/Graduate School

   Author : Linn Nilsson; Tilda Wikström; [2016-10-07]
   Keywords : commodity futures; pension funds; AP-funds; portfolio efficiency; intersection-test; mean-variance spanning test; DCC GARCH;

   Abstract : Our study examines if the Swedish General Pension funds (AP-funds) could benefit from investing in commodity futures derivatives, which they are currently prohibited from. The effect of adding commodity futures to the holdings of the AP-funds is examined during the period 2001 to 2015, with extended analyses on accumulated bull and bear periods. READ MORE

6. 5. Stochastic Modeling of Electricity Prices and the Impact on Balancing Power Investments

   University essay from KTH/Industriell ekonomi och organisation (Inst.)

   Author : Richard Ruthberg; Sebastian Wogenius; [2016]
   Keywords : Energy investment; investment valuation; renewable energy production; electricity price modeling; long-term; combined heat and power; CHP; balancing power; intermittent renewable energy modeling; Pilipovic model; multi-factor model; sinusoidal regression; Ornstein-Uhlenbeck estimation; electricity price duration prediction; Nord Pool; Sweden electricity market; future energy systems; phasing out nuclear power; energy policy.;

   Abstract : Introducing more intermittent renewable energy sources in the energy system makes the role of balancing power more important. Furthermore, an increased infeed from intermittent renewable energy sources also has the effect of creating lower and more volatile electricity prices. READ MORE