Sökning: "Commodity producer index"

Hittade 2 uppsatser innehållade orden Commodity producer index.

1. 1. 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

3. 2. Hedging Instruments & Strategies For A Volatilie Asset In An Inefficient Market

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jens Edholm; Victor Björk Lindström; [2016]
   Nyckelord :Hedging; Compound Feed Index; Animal Compound Feed; Risk Management; Cross Hedging; Business and Economics;

   Sammanfattning : This Bachelors thesis involves the creation of a market place for animal compound feed risk management, potential hedging instruments and applicable risk management strategies. The market place is a cross hedged portfolio of futures contracts that correlate with the price of animal compound feed in Sweden, defined as an index and referred to as Compound Feed Index. LÄS MER