Essays about: "commodity finance"
Showing result 1 - 5 of 13 essays containing the words commodity finance.
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1. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. READ MORE
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2. Making Artisanal Gold Miners ‘Investable’ - A Novel Means of ‘Improving’ Artisanal and Small-Scale Mining? A neoliberal eco-governmentality analysis of ‘responsible’ artisanal and small-scale gold mining: the case of the Lake Victoria Gold Programme in Migori County, Kenya
University essay from Lunds universitet/Institutionen för kulturgeografi och ekonomisk geografi; Lunds universitet/LUMID International Master programme in applied International Development and ManagementAbstract : Objectives: Artisanal and Small-Scale Mining (ASM) - a labour-intensive and low-tech mode of minerals extraction and processing - has received increasing attention amidst global commodity booms and its concurrent expansion. Infamously associated with negative social and environmental impacts, responsible mining initiatives have emerged to promote, measure, and enforce sustainable mining practices for ASM. READ MORE
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3. Momentum Strategies in Commodity Futures Market: A Quantitative study
University essay from Umeå universitet/FöretagsekonomiAbstract : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. READ MORE
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4. Quantifying the Impact of Energy Prices on Financial Stability
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Financial stability has always been at the forefront of research for both academics and practitioners alike. Given the current Russian invasion of Ukraine and the importance of energy commodities to the economic and strategic integrity of countries, understanding the importance of energy commodity price fluctuations on financial stability is of crucial importance. READ MORE
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5. 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 fakultetenAbstract : 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