Essays about: "Commodity producer index"
Found 2 essays containing the words Commodity producer index.
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1. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach
University essay from Linköpings universitet/NationalekonomiAbstract : 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
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2. Hedging Instruments & Strategies For A Volatilie Asset In An Inefficient Market
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This Bachelors thesis involves the creation of a market place for animal compound feed risk management, potential hedging instruments and applicable risk management strategies. The market place is a cross hedged portfolio of futures contracts that correlate with the price of animal compound feed in Sweden, defined as an index and referred to as Compound Feed Index. READ MORE