Essays about: "efficiency in commodity market"

Showing result 1 - 5 of 6 essays containing the words efficiency in commodity market.

  1. 1. The impact of Sovereign Wealth Funds on stock performance. : A study of the materialization of abnormal returns.

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Anette Berg; Robin Sjögren; [2017]
    Keywords : Sovereign Wealth Funds; abnormal return; semi-strong market efficiency; herd instinct; equities; retail investors; investment strategy.;

    Abstract : Since 2006, the number of Sovereign Wealth Funds (SWF) have accelerated alongside their total value which increased by about 250 % and they have attained a position as influential market players. SWF are a classification of investment funds which are state owned entities who mainly attain their surplus from the petroleum industry and non- commodity sources and primarily place their investments abroad. READ MORE

  2. 2. Commodity Futures Investing from a Swedish Pension Fund Perspective

    University essay from Göteborgs universitet/Graduate School

    Author : Linn Nilsson; Tilda Wikström; [2016-10-07]
    Keywords : commodity futures; pension funds; AP-funds; portfolio efficiency; intersection-test; mean-variance spanning test; DCC GARCH;

    Abstract : MSc in Finance.... READ MORE

  3. 3. Water trading in Melbourne : A risk review

    University essay from KTH/Industriell ekologi

    Author : Hanna Eggestrand; [2015]
    Keywords : Melbourne; water trading market; risk; opportunity; threat; Melbourne; vattenhandel -marknad; risk; möjlighet; hot;

    Abstract : The water industry in Melbourne is facing a range of challenges associated with a notoriously varying climate and population growth. As a response to this, new water entitlement arrangements were introduced in 2014, seeking to promote a more integrated water cycle management. READ MORE

  4. 4. A cross-county comparison of stock reactions to price changes in commodities

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Paul Regnell; Niklas Aarnio; [2014]
    Keywords : commodities; market comparison; market efficiency;

    Abstract : We examine whether there is a difference between equity markets' in the speed at which stock prices reflect new commodity prices. Our study is based on daily commodity price data, and stock data from the Scandinavian main exchanges and the London Stock Exchange. READ MORE

  5. 5. Hedging with Gold Futures: Evidence from China and India

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jing Yang; Oleksandr Pavlov; [2011]
    Keywords : Gold; Futures; Hedge ratio; Hedging effectiveness; China; India; Business and Economics;

    Abstract : Recently the National Commodity & Derivatives Exchange (NCDEX) and the Shanghai Futures Exchange (SHFE) introduced gold futures trading in India and China respectively. In developing markets like China and India it is important to manage risk. READ MORE