Sökning: "Commodity price volatility"

Visar resultat 1 - 5 av 18 uppsatser innehållade orden Commodity price volatility.

  1. 1. Managing Commodity Price Volatility : A Multi-Case Study

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Erik Hällgren; Viktor Ljungdahl; [2022]
    Nyckelord :Commodity price volatility; raw material; strategic sourcing; Covid-19; supplier relationship management; product segmentation; escalator clause.; prisvolatilitet; råmaterial; strategiskt inköp; Covid-19; leverantörsrelationer; produktportfölj; råmaterialklausul.;

    Sammanfattning : This study investigates possible ways of managing commodity price volatility from a purchasing perspective and how the applicability of tools depends on company specific circumstances. Covid-19 has created large disruptions in global supply chains and led to increased price volatility for virtually all commodities. LÄS MER

  3. 2. An analysis of how price fluctuations for commodities impact performance of Swedish industrial companies

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Albin Rippe; Henrik Oksanen; [2022]
    Nyckelord :Commodities; Applied mathematics; regression analysis; Platinum; Brent oil; Statistics; Swedish industry; gross profits; price changes; volatility; Råvaror; TIllämpad matematik; regressionsanalys; platinum; brent oil; statistik; Svensk industri; Bruttovinster; Prisförändringar; Volatilitet;

    Sammanfattning : The relationship between performance for the Swedish industry and changesin prices and volatility of commodities has been examined using multiple linearregression. The study focuses on how commodity price fluctuations correlate withgross profit growth, measuring company performance. LÄS MER

  4. 3. Natural gas storage level forecasting using temperature data

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Daniel Sundin; [2020]
    Nyckelord :Natural gas storage forecasting; Natural gas storage; Natural gas; Storage forecasting; Forecasting; Futures; Futures forecasting; Natural gas futures forecasting; Least squares regression; Regression; Machine learning; Exponential Weighted Moving Average; Moving Average; EWMA; MA; Seasonality; Commodity futures; Optimisation; Inverse problems; Consumption forecasting; Production Forecasting; Residential; Commercial; Industrial; Electric power; NOAA; EIA; Pipelines; Polynomial; Weather stations;

    Sammanfattning : Even though the theory of storage is historically a popular view to explain commodity futures prices, many authors focus on the oil price link. Past studies have shown an increased futures price volatility on Mondays and days when natural gas storage levels are released, which could both implicate that storage levels and temperature data are incorporated in the prices. LÄS MER

  5. 4. Volatility of copper prices and the effect of real interest rate changes : does the theory of storage explain the volatility of copper spot and futures prices?

    Master-uppsats, SLU/Dept. of Economics

    Författare :Moa Duvhammar; [2018]
    Nyckelord :theory of storage; copper price volatility; futures curve; conditional variance; GARCH;

    Sammanfattning : The purpose of this thesis is to determine if the predictions of the theory of storage can explain the volatility of copper prices during the past two decades. The theory predicts that decreasing interest rates should reduce the volatility of commodity prices by encouraging the smoothing of short-run price swings caused by temporary shocks to supply and demand. LÄS MER

  7. 5. From Colonialism to Fairtrade : Power Struggles Between Indonesia and the Netherlands Through the Perspective of Coffee

    Master-uppsats, Uppsala universitet/Arkeologi

    Författare :Daniël ten Brink; [2017]
    Nyckelord :Coffee; Indonesia; Netherlands; Colonialism; Power; Fairtrade; Alternative Trade;

    Sammanfattning : Since coffee was first introduced to Indonesia by Dutch merchants in the late seventeenth century, power relationships have shifted as a result of coffee trade between Indonesia and the Netherlands. In this thesis I analyse changes and recurrent themes in the struggles around coffee, structured around three main narratives spanning over 300 years: colonialism, Indonesian independence, and Fairtrade. LÄS MER