Essays about: "Commodity Indices"

Showing result 1 - 5 of 23 essays containing the words Commodity Indices.

  1. 1. Colonial Pennsylvania Commodity Prices and the Quantity Theory of Money

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Wolfe Padawer; [2022]
    Keywords : quantity theory of money; economic history; colonial America; money supply; price level;

    Abstract : The Quantity Theory of Money (QTM) has been one of the most long-standing and controversial ideas in economics. Economic historians have analyzed many different times and eras to see if it holds, with varying conclusions. One particular era has remained particularly contentious: colonial America. READ MORE

  3. 2. Establishing the nature of Bitcoin : A DCC-GARCH analysis

    University essay from Umeå universitet/Företagsekonomi

    Author : Amanda Ekstrand; Mateusz Musial; [2022]
    Keywords : ;

    Abstract : Since its start in 2008 up until the date of this study, Bitcoin has steadily gained considerablyin popularity. However, the digital cryptocurrency still seems to be surrounded by asubstantial amount of mystery as to whether it deserves a spot in anyone's portfolio. READ MORE

  4. 3. How do ESG assets relate to the financial market? : A Diebold-Yilmaz spillover approach to sustainable finance

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Shobair Moosawi; Ludvig Segerhammar; [2022]
    Keywords : AR 1 -GARCH p; q ; Commodity; ESG; Equity; Return; Spillover; Sustainability; Sustainable finance; Volatility;

    Abstract : The purpose of this master’s thesis is to investigate to what extent ESG assets and traditional benchmarks affect one another. Since sustainable investment is a growing segment of the financial market, investors need to be informed about how it may affect their portfolios, and by extension if it can be used for portfolio diversification. READ MORE

  5. 4. 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

  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