Essays about: "commodity currency"

Showing result 1 - 5 of 13 essays containing the words commodity currency.

  1. 1. 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

  3. 2. Advanced methods for pricing financial derivatives in a market modelwith two stochastic volatilities

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Victor Folajin; [2021]
    Keywords : Financial derivative; market model; cubature method; stochastic Taylor expansion; Stratonovich integral;

    Abstract : This thesis is on an advanced method for pricing financial derivatives in a market model,which comprises two stochastic volatilities. Financial derivatives are instruments whosethat is related to any financial asset. Underlying assets in derivatives are mostly financialinstruments; such as security, currency or a commodity. READ MORE

  4. 3. 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

  5. 4. Understanding and Exploiting commodity currencies : A Study using time series Regression

    University essay from KTH/Matematisk statistik

    Author : Dylan Dehoky; Edward Sikorski; [2017]
    Keywords : Commodity currencies; regression analysis; time series regression; Dutch disease and trading strategy;

    Abstract : This thesis within Industrial Economics and Applied Mathematics examines the term commodity currency. The thesis delves into analysing the characteristics and consequences of such a currency through a macroeconomic perspective while discussing previous studies within the matter. READ MORE

  6. 5. An Empirical Analysis of the Profitability of Technical Analysis Across Global Markets - The Case of Equities, Commodities and Foreign Exchange Rates

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nils Ekman; [2017]
    Keywords : Technical Analysis; Efficient Market Hypothesis; Equity Market; Commodity Market; Foreign Exchange Market; Business and Economics;

    Abstract : Four technical indicators are tested on 14 return-series, covering the years 2000 – 2016 and representing 3 different asset types: equity, commodity and currency, with a further division of equity into developed and developing markets. The indicators assessed are Moving Averages with fixed and variable holding periods, MACD, and RSI. READ MORE