Sökning: "commodity price risk"
Visar resultat 1 - 5 av 26 uppsatser innehållade orden commodity price risk.
1. Quantifying the Impact of Energy Prices on Financial Stability
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Financial stability has always been at the forefront of research for both academics and practitioners alike. Given the current Russian invasion of Ukraine and the importance of energy commodities to the economic and strategic integrity of countries, understanding the importance of energy commodity price fluctuations on financial stability is of crucial importance. LÄS MER
2. Managing Commodity Price Volatility : A Multi-Case Study
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)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. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : 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
4. Energioptimering av destillationsprocess med ejektorteknik
M1-uppsats, KTH/Hållbar produktionsutveckling (ML)Sammanfattning : Detta är en rapport som syftar till att kartlägga kvalificerade leverantörer till Aqua‐Nova AB. Företagets organisation är liten och består av fem anställda. Det är därför en utmaning att sälja nya projekt, övervaka tillverkning och vårda kundrelationer och samtidigt bedriva utvecklingsprojekt. LÄS MER
5. Evaluating the Risk Premium in the Cross-Section of Commodity Futures
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Departing from the increased interest in and beneficial characteristics of investments in commodity futures evident in the literature. This paper evaluates the existence of factors that may explain the cross-section of commodity futures through macro, equity and commodity specific factors. LÄS MER