Sökning: "Futures Contracts"

Visar resultat 6 - 10 av 60 uppsatser innehållade orden Futures Contracts.

  1. 6. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Nikolas Tsigkas; [2022]
    Nyckelord :Commodity Derivatives; Emissions Trading; Term Structure; Nonparametric Curve Estimation; Hedging; Stochastic Optimisation; Monte Carlosimulation; Market Microstructre; Systematic Risk Factors;

    Sammanfattning : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. LÄS MER

  3. 7. Prediction of Currency Pairs : Statistical relations between futures and forward contracts

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Anna Aronsson; Elsa Kjellén; [2021]
    Nyckelord :;

    Sammanfattning : Forecasting prices is a widely extended topic on the financial markets and is used by traders all over the world to make profitable trades. However, there exists a limited amount of research regarding the relation between the price movements of futures and forward contracts. LÄS MER

  4. 8. Farmers management of fluctuating market prices for wheat and oilseeds : a case study of Swedish grain farmers

    Master-uppsats, SLU/Dept. of Economics

    Författare :Caroline Beck-Friis; Vilhelm Linde; [2021]
    Nyckelord :agriculture; business administration; forward contract; futures contract; grain farmers; grain marketing; grain marketing strategy; handelsbanken; hedging;

    Sammanfattning : Since joining the European Union in 1995, food policy in Sweden has gradually undergone significant changes. Before that, the policy was thoroughly guided by ensuring and prioritizing domestic production, which was done through a system of price controls. LÄS MER

  5. 9. Energiportföljoptimering : Portföljförvaltning åt företagskunder på den svenska elmarknaden

    Master-uppsats, Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

    Författare :Shahrzad Garoosi; Jessica Redgert; [2021]
    Nyckelord :Portfolio management; portfolio optimization; energy portfolio; derivatives; risk; risk management; business to business customers.;

    Sammanfattning : The competitive electricity market faces low margins while the energy transition entails volatile electricity prices and major risks in the market. Along with these problems, there are challenges in optimizing energy portfolios, as they are based on maximized return and minimized risks. LÄS MER

  7. 10. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach

    Master-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Elin Borg; Ilya Kits; [2020]
    Nyckelord :Commodity futures contracts; Commodity producer index; Cross-quantilogram; Dependence structures; Spillovers; Tail dependence;

    Sammanfattning : 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. LÄS MER