Sökning: "Commodity prices"

Visar resultat 11 - 15 av 92 uppsatser innehållade orden Commodity prices.

1. 11. Hot Commodity? The Commodity Currency Hypothesis and the Financialisation of Commodity Markets

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Hannes Ludvigsson; Erik Ekelund; [2021]
   Nyckelord :Commodity Currency Hypothesis; Exchange Rates; Time Series Analysis; Granger-causality;

   Sammanfattning : Movements in the commodity markets can have profound effects on the global economy by affecting the cost of food, metal, and energy goods. As such, the prospect of predicting commodity price fluctuations, thereby allowing for better inflation control, production planning and even humanitarian aid, has long generated great interest. LÄS MER

3. 12. Nowcasting U.S. Inflation: The Role of Online Retail Prices

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Edvin Ahlander; Eric Axdorph; [2021]
   Nyckelord :Inflation; Nowcasting; Mixed-Frequency Models; Online Retail Prices;

   Sammanfattning : We examine whether high-frequency online retail price data contributes to more accurate nowcasts of the U.S. inflation rate, as given by the monthly change in the Consumer Price Index, when other commonly considered variables for predicting inflation already have been taken into account. LÄS MER

4. 13. Commodities and stock markets in Sub-Saharan Africa

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Ylva Forsberg; [2020]
   Nyckelord :Commodities; Forecasting; Development; Africa; Stock markets;

   Sammanfattning : This thesis studies stock returns and commodity returns in a set of commodity-dependent Sub-Saharan African countries, differentiating between returns of main-export commodities and a general commodity index and allowing for time-variation. This is done by using forecasting regressions of stock returns over lagged commodity returns and two macroeconomic variables. LÄS MER

5. 14. Säkringsredovisning : En komparativ studie av IFRS 9 & K3

   Magister-uppsats, Högskolan i Borås/Akademin för textil, teknik och ekonomi

   Författare :Michelle Edgren; Amanda Elofsson; [2020]
   Nyckelord :Hedge accounting; IFRS 9; K3; IAS 39; IFRS for SME; stakeholder model; Säkringsredovisning; IFRS 9; K3; IAS 39; IFRS for SME; intressentmodellen;

   Sammanfattning : Dagens företag är exponerade för många olika typer av risker, några av dessa är valuta, ränta och råvarupriser. För att skydda sig mot sådana risker kan företag som tillämpar regelverken IFRS alternativt K3 välja att använda sig av säkringsinstrument vilket exempelvis kan vara en valutatermin. LÄS MER

7. 15. 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