Essays about: "efficiency in commodity market"

Showing result 6 - 10 of 10 essays containing the words efficiency in commodity market.

1. 6. 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 : Our study examines if the Swedish General Pension funds (AP-funds) could benefit from investing in commodity futures derivatives, which they are currently prohibited from. The effect of adding commodity futures to the holdings of the AP-funds is examined during the period 2001 to 2015, with extended analyses on accumulated bull and bear periods. READ MORE

3. 7. 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. 8. 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. 9. 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

6. 10. 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