Relevant bibliographies by topics / Commodity market

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Commodity market'

Author: Grafiati
Published: 4 June 2021
Last updated: 31 May 2022

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Journal articles on the topic "Commodity market"

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G, Santhoshkumar, Jayanthy S, and Velanganni R. "Analysis of Commodity Market." Journal of Advanced Research in Dynamical and Control Systems 11, no. 0009-SPECIAL ISSUE (September 25, 2019): 1417–20. http://dx.doi.org/10.5373/jardcs/v11/20192758.

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Yamori, Nobuyoshi. "Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change?" Modern Economy 02, no. 03 (2011): 335–39. http://dx.doi.org/10.4236/me.2011.23036.

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Offutt, Susan E., and David Blandford. "Commodity market instability." Resources Policy 12, no. 1 (March 1986): 62–72. http://dx.doi.org/10.1016/0301-4207(86)90049-8.

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Złoty, Marcin. "Financialization of Commodity Market." Studia Humana 10, no. 3 (June 1, 2021): 53–60. http://dx.doi.org/10.2478/sh-2021-0018.

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Abstract The aim of the article is to present possible consequences caused by the development of commodity market financialization understood by the influence of financial investor’s speculation. Also the task of elaboration is to outline the existence of financial factors in the price creation process of commodities. The existing impact of financialization on the volatility of commodity prices significantly modifies the market. The results of the research and analyzes carried out indicate a similarity in the behavior of the markets of commodities. The situation results from the redistribution of the risk of financial investors who having a few goods in the investment portfolio, next to large transaction volumes affect the unification of price trends. Price shaping factors are being transformed. The decrease importance of supply or consumption in the context of the commodities market changes its form. The growing influence of investors who create numerous speculations transforms the market. Trade in futures contracts affects the level of commodities prices.
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Dubey, Priti, and Rishika Shankar. "Determinants of the Commodity Futures Market Performance: An Indian Perspective." South Asia Economic Journal 21, no. 2 (September 2020): 239–57. http://dx.doi.org/10.1177/1391561420970837.

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This article aims to find out interlinkages between equity and commodity markets through the channel of investors’ outlook in the equity market. The proxies used for gauging perception of investors are investor sentiment index and Advance–Decline ratio. The study also incorporates the introduction of Commodity Transaction Tax (CTT) and occurrence of National Spot Exchange Limited (NSEL) scam in the year 2013. Additionally, returns in commodity market are examined to be a function of equity returns. The empirical findings suggest that the liquidity of commodity futures is inversely related to investor sentiments in equity market, and commodity returns are also negatively related to equity returns. Therefore, equity and commodity markets are inversely related, as liquidity in both the markets reacts to the investor sentiments; contrarily, commodity returns experience a significantly negative impact from equity returns. Additionally, the results also provide evidence that investor sentiment in equity possesses the ability to predict liquidity in the commodity futures market. The study also suggests that the CTT and NSEL scam have significantly and positively affected the liquidity of the Indian commodity market.
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Kunkler, Michael. "Commodity Market Heterogeneity and Cross-Market Integration." Applied Finance Letters 6, no. 01 (December 6, 2017): 16–27. http://dx.doi.org/10.24135/afl.v6i01.61.

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We evaluate the recent levels of heterogeneity and cross-market integration for fluctuations in commodity futures returns for a post-financial-crisis data sample. We find that a single commodity-market risk factor explains 30.6% of the total variation in commodity futures returns. The commodity-market risk factor is significantly correlated with the dominant market-wide risk factors from other asset classes: +66.7% with a market risk factor for the US equity market; -74.2% with a US dollar risk factor for the FX market; and -27.8% with an interest-rate level risk factor for the US interest rate market. Thus, a part of the systematic variation in the commodity market is integrated with other asset classes.
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Bhagwat, Shree, and Angad Singh Maravi. "THE ROLE OF FORWARD MARKETS COMMISSION IN INDIAN COMMODITY MARKETS." International Journal of Research -GRANTHAALAYAH 3, no. 11 (November 30, 2015): 87–105. http://dx.doi.org/10.29121/granthaalayah.v3.i11.2015.2919.

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This paper examines the role of Forward Markets Commission (FMC) in Indian Commodity Markets. The Results show important developments of Forward Markets Commission. Commodity futures and derivatives have a crucial role to play in the price risk management process, especially in agriculture sector. The significance of commodity derivatives has increased in the current scenario. India has long history of trade in commodity derivatives. Organized commodity derivatives in India started as early as 1875, barely about a decade after they started in Chicago. Since 2003, when commodity futures’ trading was permitted, commodity futures market in India has experienced an unprecedented boom in terms of the number of modern exchanges, number of commodities allowed for derivatives trading as well as the value of futures trading in commodities. There are 6 national and 16 regional commodity exchanges recognized and regulated by the FMC. Different types of commodities such as agricultural; bullion, plantation, energy etc. is traded on commodity exchanges in the country. So considering these points an attempt has been made to know the regulatory framework of commodity futures and derivatives market in India and various developments in Indian commodity market and commodity exchanges. This study is an attempt to investigate the performance of Forward Markets Commission in India and its role in Indian commodity market.
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Liu, Qingfu, Qian Luo, Yiuman Tse, and Yuchi Xie. "The market quality of commodity futures markets." Journal of Futures Markets 40, no. 11 (April 8, 2020): 1751–66. http://dx.doi.org/10.1002/fut.22115.

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Kumar, Brajesh, and Ajay Pandey. "Market efficiency in Indian commodity futures markets." Journal of Indian Business Research 5, no. 2 (May 31, 2013): 101–21. http://dx.doi.org/10.1108/17554191311320773.

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Tomaszewski, Jacek. "Financialization of Commodity Markets and Regulation of European Union Commodity Derivatives Market." Zeszyty Naukowe Uniwersytetu Szczecińskiego Finanse Rynki Finansowe Ubezpieczenia 79 (2016): 137–47. http://dx.doi.org/10.18276/frfu.2016.79-10.

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Dissertations / Theses on the topic "Commodity market"

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Rogstadius, Jakob. "Visualizing the Ethiopian Commodity Market." Thesis, Linköping University, Department of Science and Technology, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-19564.

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The Ethiopia Commodity Exchange (ECX), like many other data intensive organizations, is having difficulties making full use of the vast amounts of data that it collects. This MSc thesis identifies areas within the organization where concepts from the academic fields of information visualization and visual analytics can be applied to address this issue.Software solutions are designed and implemented in two areas with the purpose of evaluating the approach and to demonstrate to potential users, developers and managers what can be achieved using this method. A number of presentation methods are proposed for the ECX website, which previously contained no graphing functionality for market data, to make it easier for users to find trends, patterns and outliers in prices and trade volumes of commodieties traded at the exchange. A software application is also developed to support the ECX market surveillance team by drastically improving its capabilities of investigating complex trader relationships.Finally, as ECX lacked previous experiences with visualization, one software developer was trained in computer graphics and involved in the work, to enable continued maintenance and future development of new visualization solutions within the organization.

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Kaas, Susanna. "Validation of market commodity forward curves." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-172427.

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In this thesis the aim was to propose a method that could be used to validate the market commodity forward curve and analyse if the method is possible to apply. The thesis is limited to forward curves with equally spaced maturities up to one year and seasonal price patterns. The method suggested is to construct a reference curve by simulating futures prices with the seasonal cost-of-carry model and perform linear interpolation between these simulated values.   The validation method was applied to UK natural gas futures traded on the Intercontinental Exchange for every trading day in December 2013. Estimates were based on settlement prices for the period 2011- 01-01 to 2013-11-30. Resulting reference curves appeared to capture the seasonal behaviour of UK natural gas in a correct way and the shape of the curve seemed to follow the market curve. However the majority of observed time series representing the state variables did not fulfil model assumptions. Therefore the observation period was shortened to 2012-07-01-2013-11-30 but the result was only slightly improved. It was still the case that some of the state variable processes did not follow model assumptions. By performing likelihood ratio test it was found that for some state variables the speed of mean reversion could be set to zero.  The conclusion was that the proposed method is not appropriate to use for validating the market curve for the considered contracts. This is because model assumptions for state variables were not always fulfilled and some of the state variable process could be reduced to random walks. Perhaps model assumptions are fulfilled if the method is applied to another time period. However it is difficult to use a method for validation if historical data sometimes suggests that times series are not stationary and do not fulfil model assumptions. Finally the conclusion was drawn that for the chosen commodity the validation method is not applicable.
I detta examensarbete var målet att föreslå en metod för att validera marknadskurvan för råvaruterminer och utvärdera den föreslagna metoden. Examensarbetet är begränsat till marknadskurvor för råvaruterminer med säsongsberoende och likafördelade förfallodagar upp till ett år. Valideringsmetoden som föreslås är att med en teoretisk modell skapa en referenskurva som kan jämföras med marknadskurvan. Metoden för att skapa referenskurvan är att simulera terminspriser med seasonal cost-of-carry model och sedan interpolera linjärt mellan de simulerade punkterna.  Valideringsmetoden appliceras på råvaruterminer med UK naturgas som underliggande tillgång och handlas på Intercontinental Exchange. Det historiska dataset som användes utgörs av observationsperioden 2011-01-01 till 2013-11-30. Referenskurvor skapades för varje handelsdag i december 2013 och verkade uppfylla det förväntade säsongsberoendet hos naturgas. Analyser visade dock att modellantagandena inte alltid var uppfyllda av de genererade processerna från historiskt data. Observationsperioden kortades ned men resultatet blev endast något bättre, dock uppfyllde fortfarande inte några av processerna de uppställda antagandena. Resultat visade också att vissa av processerna för båda observationsperioderna kunde reduceras till slumpvandringar.  Slutsatsen av arbetet är att den föreslagna metoden inte är lämplig för validering av marknadskurvan för den analyserade tidsperioden. Orsaken till detta var att modellantaganden inte var uppfyllda för alla tillståndsvariabler samt att några av processerna kunde reduceras till slumpvandringar. Dock är det möjligt att modellantaganden skulle kunna uppfyllas för en annan tidsperiod. Eftersom det är svårt att använda en metod för validering om historisk data inte alltid uppfyller modellantaganden och om processerna inte är stationära drogs slutsatsen att den föreslagna metoden inte är lämplig för den analyserade råvaran.
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Ellefsen, Per Einar. "Commodity market modeling and physical trading strategies." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/61602.

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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2010.
Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references (p. 114-116).
Investment and operational decisions involving commodities are taken based on the forward prices of these commodities. These prices are volatile, and a model of their evolution must correctly account for their volatility and correlation term structure. A two-factor model of the forward curve is proposed and calibrated to the crude oil, shipping, natural gas, and heating oil markets. The theoretical properties of this model are explored, with focus on its decomposition into independent factors affecting the level and slope of the forward curve. The two-factor model is then applied to two problems involving commodity prices. An approximate analytical expression for the prices of Asian options is derived and shown to explain the market prices of shipping options. The floating storage trade, which appeared in the oil market in late 2008, is presented as an optimal stopping problem. Using the two-factor model of the forward curve, the value of storing crude oil is derived and analyzed historically. The analytical framework for physical commodity trading that is developed allows for the calculation of expected profits, risks involved, and exposure to the major risk factors. This makes it possible for market participants to analyze such physical trades in advance, creates a decision rule for when to sell the cargo, and allows them to hedge their exposure to the forward curve correctly.
by Per Einar S. Ellefsen.
S.M.
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Домашенко, Марина Дмитрівна, Марина Дмитриевна Домашенко, Maryna Dmytrivna Domashenko, and D. Hlushchenko. "Ukraine’s participation in the international commodity market." Thesis, Сумський державний університет, 2021. https://essuir.sumdu.edu.ua/handle/123456789/86648.

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Tkachev, Ilya. "Hedging strategy for an option on commodity market." Thesis, Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-5393.

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In this work we consider the methods of pricing and hedging an option on the forward commodity market described by the multi-factor diffusion model. In the previous research there were presented explicit valuation formulas for standard European type options and simulation schemes for other types of options. However, hedging strategies were not developed in the available literature. Extending known results this work gives analytical formulas for the price of American, Asian and general European options. Moreover, for all these options hedging strategies are presented. Using these results the dynamics of the portfolio composed of options on futures with different maturities is studied on a commodity market.

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Tang, Weiqing. "Global commodity futures market modelling and statistical inference." Thesis, University of Birmingham, 2018. http://etheses.bham.ac.uk//id/eprint/8661/.

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This thesis first investigates the asset pricing ability of a new risk factor, namely Risk-Neutral Skewness (estimated based on option data) in the global commodity futures market. Skewness trading behaviour in the option market is attributed to heterogeneous belief and selective hedging concern. The negative (positive) the Risk-Neutral Skewness is accompanied with excess trading on put (call) option contracts, which leads to underlings' over-pricing (under-pricing). Above results are robust to time-series and cross-sectional test and other alternatives. Secondly, a new functional mean change detection procedure is proposed via the Kolmogorov-Smirnov functional form. Simulations indicate decent testing power under the alternative. An empirical test procedure is deployed for crude oil and gold futures price term structure, showing real market data change. The multivariate forecasting regression analysis uncovers trading behaviours behind the real-world change occurrence. Lastly, the futures basis term structure is forecasted under the framework of the functional autoregressive predictive factor model with lag 1. By comparison, the new method outperforms other functional and non-functional methods, with maturities less than 10 months. The Model Confidence Set method statistically validate this result. A new variance minimization trading strategy is proposed and tested when the future futures basis is forecast and known.
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Ronchi, Loraine. "Fairtrade and market failures in international commodity trade." Thesis, University of Sussex, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.514184.

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This thesis concerns an intervention in commodity markets known as 'Fairtrade', which pays producers a minimum 'fair' price and provides support to their cooperative organisations. Fairtrade justifies its intervention in commodity markets like coffee by claiming that factors like market power and producer organisation inefficiency marks down the prices producers receive ("producer price mark-downs"). As the market share of Fairtrade coffee grows. its intervention in commodity markets is of increasing interest. This is particularly true as international commodity policy also increasingly focuses less on the support and stabilisation of low prices. and more on enabling producers to increase their share of existing returns through gains in efficiency and profitability. Using an original data set collected from fieldwork in the coffee market for Costa Rica, the thesis assesses the role of Fairtrade in overcoming the market factors it claims limits producer returns. Careful research into farm-gate prices paid by milling firms and the detailed construction of an international benchmark price for Costa Rican coffee permit the construction of a producer price mark-down measure that informs on efficiency and market power. In addition to the role of Fairtrade, the measure permits the testing of hypotheses about what explains producer price mark-downs over mills and over time. Features of the Costa Rican input market for coffee permit a generalisation of the results. The empirical results find that market power is a limiting factor in the Costa Rican market and that Fairtrade does improve the efficiency of cooperatives, thereby increasing the returns to producers. The results also suggest that producers selling to vertically integrated multinational coffee mills face lower producer price mark-downs as compared to domestically owned non-cooperative mills. This result contradicts the popular view that increasing concentration of vertically-Integrated multinational firms account for a decline in coffee producer returns over time.
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Nurmos, Ville, and Mattias Andersson. "Nordic electricity hedging : A comparison with other commodity market structures." Thesis, KTH, Tillämpad termodynamik och kylteknik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-129188.

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This master thesis investigates and answers three fundamental questions regarding structural changes of a future market. This has been done by analysing and comparing three commodity markets with the Nordic electricity market. Examined commodity markets are LME steel billet, CME lean hogs and WTI & Brent crude oil. The report consists of a literature review with a theoretical background, CATWOE and a case analysis of each commodity market. The markets are thereafter analysed, compared and discussed regarding the research questions. It is concluded that the Nordic electricity market is in many ways comparable to other commodities, although it has some special characteristics. Key factors determining market success have been identified as (1) correlation between perceived risk and derivative risk, (2) trust for and experience of trading institutions and trading environment and (3) expectations. Based on the findings a new conceptual measure for market liquidity, Relative Market Liquidity, is introduced and discussed. The comparison in this thesis is based on the Nordic electricity market, but much of the results are applicable to other commodity markets. The thesis has been written during spring 2013 at the Royal Institute of Technology Department of Energy Technology in co-operation with Vattenfall AB.
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Thomas, Stuart John, and stuart thomas@rmit edu au. "Modelling Commodity Prices in The Australian National Electricity Market." RMIT University. Economics, Finance and Marketing, 2007. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20080528.160806.

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Beginning in the early 1990s several countries, including Australia, have pursued programs of deregulation and restructuring of their electricity supply industries. Dissatisfaction with state-run monopoly suppliers and a desire for increased competition and choice for consumers have been the major motivations for reform. In Australia, the historical, vertically-integrated, government-owned electricity authorities were separated into separate generation, transmission, distribution and retail sectors in each State and a competitive, wholesale market for electricity, the National Electricity Market (NEM) began operation in December 1998. The goal of deregulation was (and remains) increased competition in electricity supply, so that consumers may enjoy wider choice and lower prices. The first benefit has largely been delivered but it is arguable whether the second benefit of lower prices has been realised. Increased competition has come at the price of increased wholesale price volatility, which brings with it increased cost as market participants seek to trade profitably and manage the increase in price risk. In the NEM, generators compete to sell into a pool market and distributors purchase electricity from the pool at prices determined by demand and supply, on a half-hourly basis. These market-clearing prices can be extremely volatile. Electricity prices are generally characterised by significant seasonal patterns, on an intra-day, weekly and monthly basis, as demand and supply conditions vary. Prices are also characterised by strong mean-reversion and extremely high spikes in price. While long-run mean prices typically range between $30 and $45 per megawatt hour, prices can spike to levels above $9,000 or $10,000 per megawatt hour from time to time. These spikes tend to be sporadic and very short-lived, rarely lasting for more than an hour or two. Although infrequent, spikes are the major contributor to price volatility and their evolution and causes need to be investigated and understood. The purpose of this thesis is to investigate and model Australian electricity prices. The research work presented is mostly empirical, with the early analytical chapters focusing on investigating the presence and significance of seasonal factors and spikes in electricity price and demand. In subsequent chapters this work is extended into analysis of the underlying volatility processes and the interaction between extreme values in demand and price is specifically investigated. The findings of the thesis are that while the characteristics of strong seasonal patterns and spikes that are generally observed in similar electricity markets are present in the NEM in both price and demand, there is significant variation in their presence and effect between the regional pools. The study also finds that while time-varying volatility is evident in the price series there is again some variation in the way this is characterised between states. A further finding challenges the accepted wisdom that demand peaks drive price spikes at the extremes and shows empirically that price spikes are more likely to be caused by supply disruptions than extremes of demand. The findings provide useful insight into this highly idiosyncratic but economically important national market.
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Mazibuko, Palasta. "Economic growth and commodity-market volatility in South Africa." Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/6170.

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Thesis (MBA (Business Management))--Stellenbosch University, 2008.
ENGLISH ABSTRACT: This research studies the relationship between economic growth and commodity-market volatility in South Africa. The mining industry, largely supported by gold, diamonds, coal, iron ore and platinum-group metals, has played a central role in South Africa's economic development. The commodities that were selected for the study are the five major minerals, namely gold, coal, iron are, platinum-group metals and diamonds. It investigates two central questions, the first of which is whether the mining of the above commodities still makes a significant contribution to the South African economy in terms of employment, revenue and foreign-currency earning. The second is whether there is a link that reflects a statistically and economically significant association between commodity-price volatility and economic growth in South Africa. The economic environment in South Africa has been extremely positive, with a growth averaging around 5% for the period 2004-2006. An important contributing factor to this favourable environment has been the behaviour of mineral commodity prices. Mining makes a direct and indirect contribution of approximately 15% to GOP, accounts for around 50% of merchandise exports (including primary and beneficiated mineral exports), 12% of fixed investment, 30% of the market value of the JSE limited and 20% of formal-sector employment. Therefore, mining remains a key foundation of the South African economy. Time series data analysis confirms that the volatility of the major foreign currency-earning commodities - gold, platinum, coal, diamonds and iron ore - are negatively or weakly related. This relationship actually reflects the harmful effect of the volatility of these commodities on economic growth. Until recently, South Africa was heavily dependent on exports of primary commodities. Since the commodity prices are highly volatile, South Africa has to cope with large shocks, both positive and negative. Commodity cycles used to be determined by the growth cycle in the United States, but more recently, with the emergence of the Asian economies and China, in particular, the dominant influence of the United States economy on the commodity cycle has waned. The continuing instability in commodity prices and export earnings of South Africa has to be addressed by diversifying the exports towards more dynamic products; particularly manufactured goods and services.
AFRIKAANSE OPSOMMING: Die verwantskap tussen ekonomiese groei in Suid-Afrika en die mynbedryf, wat hoofsaaklik ondersteun word deur goud, diamante, steenkool, ystererts en die platinumgroepmetale, het 'n sentrale rol in Suid-Afrika se ekonomiese ontwikkeling gespeel. Die kommoditeite wat vir hierdie navorsing gebruik word, is die vyf belangrikste minerale, naamlik goud, steenkool, ystererts, die platinumgroepmetale en diamante. Twee sleutelvraagstukke word hier ondersoek, waarvan die eerste dit bevraagteken of die ontginning van bogenoemde kommoditeite nog steeds 'n belangrike bydrae tot die Suid-Afrikaanse ekonomie lewer wat indiensneming, inkomste en buitelandse valuta betref. Tweedens word daar ondersoek of daar enige skakel is wat 'n statistiese en ekonomies betekenisvolle verwantskap tussen kommoditeitsprysonbestendigheid en die ekonomiese groei van Suid-Afrika weerspieel. Die ekonomiese omgewing in Suid-Afrika was besonder positief, met 'n groeikoers van ongeveer 5% gedurende die 2004-2006-tydperk. Die gedrag van mineraalkommoditeitspryse het 'n belangrike bydrae tot die gunstige ekonomiese omgewing gelewer. Mynwese lewer 'n direkte en indirekte bydrae van ongeveer 15% tot die algemene binnelandse produk, is verantwoordelik vir ongeveer 50% van die uitvoer van handelsware (insluitend primere en veredelde mineraaluitvoere), 12% van vaste beleggings, 30% van die markwaarde van die Johannesburgse Aandelebeurs en 20% van die werksgeleenthede in die formele sektor. Daarom is mynwese 'n sentrale deel van die Suid-Afrikaanse ekonomie. Die ontleding van tydreeksdata bevestig dat die onbestendigheid van die belangrikste kommoditeite wat buitelandse valuta verdien, naamlik goud, platinum, steenkool, diamante en ystererts, negatief of swak verwant is. Hierdie verwantskap weerspieel eerder die skadelike uitwerking van hierdie kommoditeite se onbestendigheid op ekonomiese groei. Tot onlangs was Suid-Afrika grootliks afhanklik van die uitvoer van primere kommoditeite en die pryse van hierdie kommoditeite is baie onbestendig. Suid-Afrika moes dus groot skokke, positief sowel as negatief, die hoof bied. Die groeisiklus in Amerika het in die verlede die kommoditeitsiklusse bepaal, maar meer onlangs het die Asiatiese ekonomiee en veral China die dominante invloed van ekonomiese Amerika laat afneem. Die voortdurende onstabiliteit in kommoditeitspryse en buitelandse inkomste vir Suid-Afrika moet meer aandag geniet deur uitvoere te diversifiseer na meer dinamiese produkte, veral vervaardigde produkte en dienslewering.
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Books on the topic "Commodity market"

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Kevin, Koy, ed. Markets and market logic. Chicago: Porcupine Press, 1986.

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Güvenen, Orhan, Walter Labys, and Jean-Baptiste Lesourd, eds. International Commodity Market Models. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4.

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Ita, Paul A. World commodity elastomers. Cleveland, Ohio: Freedonia Group, 1996.

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Findlay, Ronald. Commodity market integration, 1500-2000. Cambridge, MA: National Bureau of Economic Research, 2001.

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Charting commodity market price behavior. 2nd ed. Homewood, Ill: Dow Jones-Irwin, 1985.

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James, Tom. Commodity Market Trading and Investment. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-137-43281-0.

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Steidlmayer on markets: Trading with market profile. 2nd ed. Hoboken, N.J: John Wiley & Sons, Inc., 2003.

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Agricultural prices and commodity market analysis. Boston, Mass: WCB/McGraw Hill, 1998.

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Osammor, Vincent Osoloka. Introducing commodities (market) exchange in Nigeria. Surulere, Lagos, Nigeria: Voo Industrial and Management Consultants, 1986.

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Dalton, James F. Mind over markets: Power trading with market generated information. London: McGraw-Hill Book Co., 1990.

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Book chapters on the topic "Commodity market"

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Lu, Helen, and Cara M. Marshall. "The Commodity Market." In Financial Engineering, 191–214. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118266854.ch8.

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Markham, Jerry W. "Commodity Market Reforms." In From J.P. Morgan to the Institutional Investor, 214–25. New York: Routledge, 2022. http://dx.doi.org/10.4324/9781003247104-17.

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Crittenden, Victoria L., and William F. Crittenden. "On Becoming Market Oriented in a Commodity Market: Aligning Internal Operational Capabilities with Customer Needs." In Commodity Marketing, 255–64. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-90657-3_14.

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James, Tom. "Commodity Market Risk Management." In Commodity Market Trading and Investment, 207–31. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-137-43281-0_11.

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Labys, Walter C., Jean-Baptiste Lesourd, Noel D. Uri, and Orhan Güvenen. "New horizons in international commodity market modelling." In International Commodity Market Models, 3–50. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_1.

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Lesourd, Jean-Baptiste, Jacques Percebois, and Jean-Michel Ruiz. "Modelling the international natural gas market: the case of the Western European natural gas market." In International Commodity Market Models, 197–207. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_10.

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Rausser, Gordon C., and Nicholas Walraven. "Dynamic welfare analysis and commodity futures markets overshooting." In International Commodity Market Models, 211–32. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_11.

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Artus, Patrick. "When does the creation of a futures market destabilize spot prices?" In International Commodity Market Models, 233–52. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_12.

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Daloz, Jean Pierre. "The producer and futures markets." In International Commodity Market Models, 253–62. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_13.

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Lowry, Mark Newton. "Futures prices and hidden stocks of refined oil products." In International Commodity Market Models, 263–73. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_14.

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Conference papers on the topic "Commodity market"

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Gianfreda, Angelica, and Giacomo Scandolo. "Fukushima effect on commodity prices." In 2013 10th International Conference on the European Energy Market (EEM 2013). IEEE, 2013. http://dx.doi.org/10.1109/eem.2013.6607317.

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Arfa, R., and K. Abdelkader. "Modeling intelligent agents in computational grid commodity market." In 2016 International Symposium on Networks, Computers and Communications (ISNCC). IEEE, 2016. http://dx.doi.org/10.1109/isncc.2016.7746059.

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VANMECHELEN, K., G. STUER, and J. BROECKHOVE. "PRICING SUBSTITUTABLE GRID RESOURCES USING COMMODITY MARKET MODELS." In Proceedings of the 3rd International Workshop on Grid Economics and Business Models. WORLD SCIENTIFIC, 2006. http://dx.doi.org/10.1142/9789812773470_0010.

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Cheng, Shih-Fen. "Designing the Market Game for a Commodity Trading Simulation." In 2007 IEEE/WIC/ACM International Conference on Intelligent Agent Technology (IAT'07). IEEE, 2007. http://dx.doi.org/10.1109/iat.2007.42.

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Ji, Meihua. "Innovative Modes of E-commerce in the Tangible Commodity Market." In 2010 International Conference on E-Business and E-Government (ICEE). IEEE, 2010. http://dx.doi.org/10.1109/icee.2010.80.

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Wancheng, Ni, He Lingjuan, Liu Lianchen, and Wu Cheng. "Commodity-Market Based Services Selection in Dynamic Web Service Composition." In The 2nd IEEE Asia-Pacific Service Computing Conference (APSCC 2007). IEEE, 2007. http://dx.doi.org/10.1109/apscc.2007.14.

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Wancheng, Ni, He Lingjuan, Liu Lianchen, and Wu Cheng. "Commodity-Market Based Services Selection in Dynamic Web Service Composition." In The 2nd IEEE Asia-Pacific Service Computing Conference (APSCC 2007). IEEE, 2007. http://dx.doi.org/10.1109/apscc.2007.4414463.

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Tan, Li, Qi Zhong-ying, Sui Xue-shen, and Lei Ying. "Heterogeneous Agent Beliefs and Clustered Volatility in Commodity Futures Market." In The 2007 International Conference on Intelligent Pervasive Computing (IPC 2007). IEEE, 2007. http://dx.doi.org/10.1109/ipc.2007.18.

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Kuksova, Irina, and Fayong Hu. "FEATURES OF THE COMPANY’S FUNCTIONING IN THE INTERNATIONAL MARKET OF TOURIST SERVICES IN CHINA." In Manager of the Year. FSBE Institution of Higher Education Voronezh State University of Forestry and Technologies named after G.F. Morozov, 2022. http://dx.doi.org/10.34220/my2021_110-114.

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This article examines the company’s performance in the global tourism market in China. At present, tourism is one of the most important parts of the global economy and globalization and meets the needs of the people, helping to improve people’s lives. Unlike other regions, tourism is known for its stability despite temporary differences in market and commodity markets. Tourism activities do not lead to the deterioration of any natural resources (if there are appropriate environmental factors), which differentiate them from many economic sectors.
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Koch, Nicolas T. "Tail events: A new approach to understanding extreme energy commodity prices." In 2013 10th International Conference on the European Energy Market (EEM 2013). IEEE, 2013. http://dx.doi.org/10.1109/eem.2013.6607357.

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Reports on the topic "Commodity market"

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Findlay, Ronald, and Kevin O'Rourke. Commodity Market Integration, 1500-2000. Cambridge, MA: National Bureau of Economic Research, November 2001. http://dx.doi.org/10.3386/w8579.

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Hynes, William, David Jacks, and Kevin O'Rourke. Commodity Market Disintegration in the Interwar Period. Cambridge, MA: National Bureau of Economic Research, March 2009. http://dx.doi.org/10.3386/w14767.

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Jacks, David, Kevin O'Rourke, and Jeffrey Williamson. Commodity Price Volatility and World Market Integration since 1700. Cambridge, MA: National Bureau of Economic Research, February 2009. http://dx.doi.org/10.3386/w14748.

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Amewu, Sena, Eunice Arhin, and Karl Pauw. Farm input subsidies and commodity market trends in Ghana: An analysis of market prices during 2012–2020. Washington, DC: International Food Policy Research Institute, 2021. http://dx.doi.org/10.2499/p15738coll2.134875.

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Obstfeld, Maurice, and Alan Taylor. Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited. Cambridge, MA: National Bureau of Economic Research, June 1997. http://dx.doi.org/10.3386/w6053.

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Hasanov, Fakhri. Oil Market Shocks and Financial Instability in Asian Countries. King Abdullah Petroleum Studies and Research Center, November 2021. http://dx.doi.org/10.30573/ks--2021-dp18.

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There is no commodity whose interlinkages with the macroeconomy have been studied as extensively as oil, starting with Hamilton’s (1983) seminal study. Thousands of subsequent studies have examined the relationship between oil prices and various economic variables, including the stock market. This strand of the literature began with the pioneering work of Kling (1985). Since then, other financial markets, such as banking, have also received a fair share of analysis.
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Heresi, Rodrigo. Reallocation and Productivity during Commodity Cycles. Inter-American Development Bank, April 2021. http://dx.doi.org/10.18235/0003203.

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I study the firm-level dynamic response of a commodity-exporting economy to global cycles in commodity prices. To do so, I develop a heterogeneous-firms model that endogenizes declines in aggregate productivity through reallocation towards less productive firms. Within a given sector, commodity booms reallocate market share away from exporters because of currency appreciation and away from capital-intensive firms because of the increase in capital cost. I provide empirical evidence for these channels using microdata for Chile, the worlds largest copper producer. When fed with the commodity super-cycle of 2003-2012, the calibrated model generates about 50% of the observed productivity decline.
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G, Jeffrey, Kevin O'Rourke, and Timothy Hatton. Mass Migration, Commodity Market Integration and Real Wage Convergence: The Late Nineteenth Century Atlantic Economy. Cambridge, MA: National Bureau of Economic Research, June 1993. http://dx.doi.org/10.3386/h0048.

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Hall, George, and John Rust. Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market. Cambridge, MA: National Bureau of Economic Research, August 2002. http://dx.doi.org/10.3386/t0278.

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Cavallo, Eduardo A., Arturo Galindo, Victoria Nuguer, and Andrew Powell. Open configuration options 2022 Latin American and Caribbean Macroeconomic Report: From Recovery to Renaissance: Turning Crisis into Opportunity. Inter-American Development Bank, March 2022. http://dx.doi.org/10.18235/0004180.

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Economic growth in Latin America and the Caribbean was stronger than expected in 2021 but waned at the start of 2022. High commodity prices due to the war between Russia and Ukraine will provide a boost to exporters, while imposing significant costs on commodity importers and pushing up inflation across countries. The ongoing conflict, together with policy normalization in advanced economies, carries significant risks for the region. Volatility in financial markets could depress investment and bring down growth further. Policymakers need to take urgent measures to boost inclusive growth. As minor fixes are unlikely to result in notable benefits, governments should consider more fundamental resets of policy frameworks. This report analyzes growth prospects, monetary policy, and external and financial sectors. The recommendations stress the need for a new architecture for both fiscal and labor market policies. Policymakers should seize the window of opportunity provided by the COVID-19 crisis and global security concerns to improve the outlook for the region.
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