Essays about: "Commodity Exchange"

Showing result 1 - 5 of 48 essays containing the words Commodity Exchange.

  1. 1. Does hedging with derivatives create firm value?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Albin Nilsson; August Beckman; [2023]
    Keywords : Corporate Risk Management; Hedging; Cash Holdings; Derivatives; Firm Value; Business and Economics;

    Abstract : This paper studies the impact derivative hedging has on firm value and whether the relationship is affected by differences in cash holdings. We use hand-collected data for 171 Swedish firms from various industries during the period 2016-2021 to examine the relationship. READ MORE

  3. 2. Forecasting gold returns using principal component analysis from a large number of predictors

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Fredrik Allgén; [2023]
    Keywords : Forecasting; PCA; Gold; ARMA; Business and Economics;

    Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

  4. 3. Forecasting gold returns using principal component analysis from a large number of predictors

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fredrik Allgén; [2022]
    Keywords : Forecasting; Gold; Principal Component Analysis; ARMA; Business and Economics;

    Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

  5. 4. Forecasting Electricity Prices for Intraday Markets with Machine Learning : An exploratory comparison of the state of the art

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Panagiotis-Christos Kotsias; [2022]
    Keywords : Electricity Trading; Intraday Market; Price Forecasting; Machine Learning; Elhandel; Intradagsmarknad; Prisprognoser; Maskininlärning;

    Abstract : Electricity needs to be consumed when it is produced, making sure that supply closely meets demand at all times. To account for the rapidly changing operational status and the need for increasing the flexibility of power systems, financial instruments have been put in place creating markets where electricity is traded as a commodity across different time frames; from months or days to minutes before, or even after, planned delivery. READ MORE

  6. 5. Hot Commodity? The Commodity Currency Hypothesis and the Financialisation of Commodity Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Hannes Ludvigsson; Erik Ekelund; [2021]
    Keywords : Commodity Currency Hypothesis; Exchange Rates; Time Series Analysis; Granger-causality;

    Abstract : Movements in the commodity markets can have profound effects on the global economy by affecting the cost of food, metal, and energy goods. As such, the prospect of predicting commodity price fluctuations, thereby allowing for better inflation control, production planning and even humanitarian aid, has long generated great interest. READ MORE