Essays about: "Commodities Futures"

Showing result 1 - 5 of 20 essays containing the words Commodities Futures.

  1. 1. Life in the Chthulucene

    University essay from KTH/Arkitektur

    Author : Cristoph Leithner; [2022]
    Keywords : futures beyond GDP growth; collaborative economy;

    Abstract : Cutting down carbon dioxide emissions produced by our current way of life will not be enough to stop climate change. By aligning myself with the Collaborative economy scenario of a Sweden in 2050 produced by The Beyond GDP-growth program i have tried to understand how we could live in another (economical) paradigm. READ MORE

  3. 2. Gambling with grains? A critical case study of the U.S. Commodity Futures Modernization Act and its implications for global food insecurity

    University essay from Lunds universitet/Statsvetenskapliga institutionen

    Author : Gabriel Snygg Kvernes; Albin Lagerlöf; [2022]
    Keywords : Commodity Futures Modernization Act; Food Insecurity; Agricultural Commodities; International Political Economy; Historical Materialism; Law and Political Science;

    Abstract : In 2000, the Clinton Administration in the U.S. adopted the Commodity Futures Modernization Act, which deregulated the U.S. READ MORE

  4. 3. Factor Models for Futures Contracts to Improve Estimation of the Correlation Matrix

    University essay from Lunds universitet/Matematisk statistik

    Author : Ellen Ek; [2022]
    Keywords : Correlation matrix; Hierarchical Principal Component Analysis; Factor Model; Clusters; Portfolio Optimization; Futures Contracts; Mathematics and Statistics;

    Abstract : In this paper regularization of the correlation matrix between futures contracts is examined. With starting point in the recently established HPCA framework (Avellaneda, 2019), a couple of different extensions to the one-factor model is suggested. Extensions are made in terms of adjusting the model according to different cluster structures. READ MORE

  5. 4. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Nikolas Tsigkas; [2022]
    Keywords : Commodity Derivatives; Emissions Trading; Term Structure; Nonparametric Curve Estimation; Hedging; Stochastic Optimisation; Monte Carlosimulation; Market Microstructre; Systematic Risk Factors;

    Abstract : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. READ MORE

  6. 5. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach

    University essay from Linköpings universitet/Nationalekonomi

    Author : Elin Borg; Ilya Kits; [2020]
    Keywords : Commodity futures contracts; Commodity producer index; Cross-quantilogram; Dependence structures; Spillovers; Tail dependence;

    Abstract : This thesis examines the dependence structures between commodity futures and corresponding commodity producer equity indices in bearish, bullish and normal market conditions. We study commodity futures and producer indices in the energy, precious metals, gold and agriculture commodity markets using daily return data that ranges from 16 December 2005 to 28 June 2019. READ MORE