Essays about: "Commodity futures contracts"

Showing result 16 - 18 of 18 essays containing the words Commodity futures contracts.

  1. 16. An Empirical Examination of the EUA Emission Rights Market: Investigation of the price dynamics of EUA future contracts

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Johan Aggeryd; Fredrik Strömqvist; [2008]
    Keywords : EUA; emission rights; future contract; Kyoto protocol; ARIMA; covenience yield;

    Abstract : Since the introduction of an international market for emission rights researchers are still trying to determine the price dynamics of these instruments, which are traded in a market that bears no resemblance to any other equity or commodity market to date. In our thesis we apply econometric analysis and derivative theory to find factors that affect the prices of EUA futures. READ MORE

  2. 17. Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices

    University essay from Institutionen för samhällsvetenskap

    Author : Mattias Nilsson; [2008]
    Keywords : Cointegration Oil Futures Market;

    Abstract : The oil market is arguably the most influential commodity market in the world, in that it has an effect on all economic variables in one way or another. Due to oil’s central role in the world economy, it is of the utmost importance that all parts of society strive to increase the understanding of how the market works. READ MORE

  3. 18. How Skanska can handle risks due to price fluctuations in commodity markets : Is it Economic Effective to Use a Commodity Hedge?

    University essay from Företagsekonomiska institutionen

    Author : Andrea Arppe; Fredrik Elfstadius; [2006]
    Keywords : ;

    Abstract : This thesis is written in commission for Skanska Financial Services (SFS), which is a support unit that services the multinational construction company Skanska AB and Skanska’s Business Units, and coordinates the Group’s relations with financial markets and institutions. Construction companies that undertake construction projects face a number of unique problems. READ MORE