Essays about: "Commodity prices"

Showing result 11 - 15 of 79 essays containing the words Commodity prices.

  1. 11. Nowcasting U.S. Inflation: The Role of Online Retail Prices

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Edvin Ahlander; Eric Axdorph; [2021]
    Keywords : Inflation; Nowcasting; Mixed-Frequency Models; Online Retail Prices;

    Abstract : We examine whether high-frequency online retail price data contributes to more accurate nowcasts of the U.S. inflation rate, as given by the monthly change in the Consumer Price Index, when other commonly considered variables for predicting inflation already have been taken into account. READ MORE

  3. 12. Commodities and stock markets in Sub-Saharan Africa

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ylva Forsberg; [2020]
    Keywords : Commodities; Forecasting; Development; Africa; Stock markets;

    Abstract : This thesis studies stock returns and commodity returns in a set of commodity-dependent Sub-Saharan African countries, differentiating between returns of main-export commodities and a general commodity index and allowing for time-variation. This is done by using forecasting regressions of stock returns over lagged commodity returns and two macroeconomic variables. READ MORE

  4. 13. Natural gas storage level forecasting using temperature data

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Daniel Sundin; [2020]
    Keywords : Natural gas storage forecasting; Natural gas storage; Natural gas; Storage forecasting; Forecasting; Futures; Futures forecasting; Natural gas futures forecasting; Least squares regression; Regression; Machine learning; Exponential Weighted Moving Average; Moving Average; EWMA; MA; Seasonality; Commodity futures; Optimisation; Inverse problems; Consumption forecasting; Production Forecasting; Residential; Commercial; Industrial; Electric power; NOAA; EIA; Pipelines; Polynomial; Weather stations;

    Abstract : Even though the theory of storage is historically a popular view to explain commodity futures prices, many authors focus on the oil price link. Past studies have shown an increased futures price volatility on Mondays and days when natural gas storage levels are released, which could both implicate that storage levels and temperature data are incorporated in the prices. READ MORE

  5. 14. Mahan in a New Millennium

    University essay from Försvarshögskolan

    Author : Peter Thomsson; [2020]
    Keywords : Seapower; naval strategy; maritime strategy; Mahan; event study;

    Abstract : In 1890, the American naval officer and scholar Alfred Thayer Mahan formulated as a theory that seapower brings prosperity. This thesis in War Science tests whether Mahan’s theory remains valid in the modern day. A multi-disciplinary approach is taken, wherein a financial event study method is employed for hypothesis testing. READ MORE

  6. 15. Forecasting the Regulating Price in the Finnish Energy Market using the Multi-Horizon Quantile Recurrent Neural Network

    University essay from Lunds universitet/Matematisk statistik

    Author : Thomas Hamfelt; [2020]
    Keywords : Energy; Finland; Regulating market; Balancing market; Deep learning; Quantile regression; Time series analysis.; Mathematics and Statistics;

    Abstract : In recent years there has been a large increase in available data from the electric grid in Finland. The availability of both operational as well as financial data enables exploration of forecasting energy prices using deep learning techniques. READ MORE