Relevant bibliographies by topics / Cross-commodity

Contents

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

Academic literature on the topic 'Cross-commodity'

Author: Grafiati
Published: 4 June 2021
Last updated: 11 February 2022

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Journal articles on the topic "Cross-commodity"

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Ding, Shusheng, and Yongmin Zhang. "Cross market predictions for commodity prices." Economic Modelling 91 (September 2020): 455–62. http://dx.doi.org/10.1016/j.econmod.2020.06.019.

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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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Meyers, William H., S. Devadoss, and Michael D. Helmar. "Agricultural trade liberalization: Cross-commodity and cross-country impact products." Journal of Policy Modeling 9, no. 3 (September 1987): 455–82. http://dx.doi.org/10.1016/0161-8938(87)90025-1.

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Doncova, Olesya, and V. Zas'ko. "Institutional Framework for Cross-Border Commodity Trade." Scientific Research and Development. Economics of the Firm 9, no. 3 (October 7, 2020): 43–48. http://dx.doi.org/10.12737/2306-627x-2020-43-48.

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The article analyzes the basic strategies and business models of international commodity trade. The success factors of the organization of an effective system of commodity sales are highlighted: 1) a reliable network of global communication, which is provided by highly qualified personnel; 2) the ability to attract resources in international financial markets; 3) control over the objects of the basic logistics infrastructure of cross-border trade; 4) timely digital transformation of business. The article concludes that the current organizational mechanism for cross-border commodity trade is based on the following key success factors: an effective network of global business contacts, access to Bank financing and risk hedging tools, qualified personnel, and effective digitalization of business processes. The intersection of the competencies that lie in these planes allows us to obtain a stable competitive advantage in the most important commodity markets for the world economy. From a practical point of view, the greatest synergy of the key success factors of cross-border trade is achieved in the main hubs, which is important to take into account when implementing projects to build organizations that are competitive in foreign markets.
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Jaimungal, Sebastian, and Vladimir Surkov. "Lévy-Based Cross-Commodity Models and Derivative Valuation." SIAM Journal on Financial Mathematics 2, no. 1 (January 2011): 464–87. http://dx.doi.org/10.1137/100791609.

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Wang, Qing, and Yiming Hu. "Cross-correlation between interest rates and commodity prices." Physica A: Statistical Mechanics and its Applications 428 (June 2015): 80–89. http://dx.doi.org/10.1016/j.physa.2015.02.053.

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Börger, Reik, Álvaro Cartea, Rüdiger Kiesel, and Gero Schindlmayr. "Cross-commodity analysis and applications to risk management." Journal of Futures Markets 29, no. 3 (March 2009): 197–217. http://dx.doi.org/10.1002/fut.20359.

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Benet, Bruce A. "Commodity futures cross hedging of foreign exchange exposure." Journal of Futures Markets 10, no. 3 (June 1990): 287–306. http://dx.doi.org/10.1002/fut.3990100307.

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Li, Bin, Cheng Sun, and Yang Zhou. "The cross section of Chinese commodity futures return." Journal of Management Science and Engineering 6, no. 2 (June 2021): 146–64. http://dx.doi.org/10.1016/j.jmse.2021.03.001.

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Chen, Hsiu-Lang. "Cross-Market Investor Sentiment in Commodity Exchange-Traded Funds." Credit and Capital Markets – Kredit und Kapital 48, no. 2 (June 2015): 171–206. http://dx.doi.org/10.3790/ccm.48.2.171.

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Dissertations / Theses on the topic "Cross-commodity"

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Palumbo, John C., Peter C. Ellsworth, and Timothy J. Dennehy. "Cross-commodity Guidelines for Neonicotinoid Insecticides in Arizona." College of Agriculture and Life Sciences, University of Arizona (Tucson, AZ), 2003. http://hdl.handle.net/10150/146722.

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4 pp.
Arizona enjoys a sustained recovery from the devastating whitefly outbreaks of the early 1990's. This success is built on an IPM strategy that includes the use of selective and effective chemistry. Admire has been a key soil insecticide protecting vegetables and produce throughout Arizona and is the first member of a burgeoning class of chemistry known as the neonicotinoids. New members of this valuable, reduced-risk, class of chemistry are now available to agricultural producers, placing a burden on users of these compounds to adopt rational plans for sustaining their efficacy. This consensus document represents our best guess efforts to limit and share this chemistry among different agricultural interests. Our goal is to preserve the long-term efficacy of the neonicotinoids and protect growers' interests in sustainable and economical whitefly management. Through identification of crop communities (i.e., "multi-crop", "cotton-intensive", and "cotton/melon") common to Arizona agriculture, we have sculpted sensible plans of use that should allow access to this valuable chemistry for everyone, while protecting it from resistance.
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Palumbo, John, Peter Ellsworth, Kai Umeda, Tim Dennehy, Mike Arbogast, Lin Evans, Todd Hannan, Ed Minch, and Bob Nichols. "Cross Commodity Management of Whiteflies and Chemical Efficacy in Arizona." College of Agriculture, University of Arizona (Tucson, AZ), 1999. http://hdl.handle.net/10150/219980.

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The Western Growers Association and Arizona Cotton Growers Association worked cooperatively with a group of University of Arizona scientists, Arizona Department of Agriculture officials and regional pest control advisors to develop general guidelines for managing whiteflies and specific recommendations for Applaud and Admire use. This was achieved by identifying differences in crop production, insecticide use, and whitefly population dynamics on key host crops within three distinct growing regions in Arizona. Data was compiled that when graphically illustrated identified important, multidimensional interactions within cropping systems. Based on the patterns resulting from our analysis, initial recommendations have been formulated to harmonize chemical use across commodities by restricting Applaud use to only once per crop season in use windows, with additional guidelines for reducing the possibility of exposing successive whitefly generations to the same mode of action. The diversification and limitation of Admire and other active ingredients, and the employment of cultural practices are also be considered. Should this model of cooperation be successful, valuable and scarce modes of action may also be shared in the future within diverse, integrated use systems.
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Turner, Peter Alistair. "Determining the Optimal Commodity and Hedge Ratio for Cross-Hedging Jet Fuel." Thesis, North Dakota State University, 2014. https://hdl.handle.net/10365/27250.

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Airlines are exposed to risks in swings in the price of jet fuel. While there are many different options that they can use to hedge this risk, airlines often underutilize them. This study establishes the minimum variance hedge ratio for an airline wishing to hedge with futures, while also establishing the best cross-hedging asset. Airlines hedging with futures would create the most effective hedge by using 3-month maturity contracts of heating oil. 3- Month maturity contracts are slightly more effective as hedging tools than the next month, but beyond the 3-Month veil, increased maturity makes heating oil less effective as a cross hedging tool.
Upper Great Plains Transportation Institute (UGPTI)
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Nolte, Kurt, Mike Ottman, Trent Teegerstrom, and Guangyao (Sam) Wang. "Minimum tillage for wheat following winter vegetables." College of Agriculture and Life Sciences, University of Arizona (Tucson, AZ), 2010. http://hdl.handle.net/10150/146999.

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4 pp.
Wheat Production on Lettuce Beds
In 2009, over 56,000 acres were planted to wheat in Arizona, all of which following either a lettuce or cotton crop. For wheat grown in the region, the conventional tillage sequence prior to planting can be tied to as many as seven field operations that consume valuable time, labor, and resources. In this study, our aim was to determine the effectiveness of reducing the number tillage (minimum till) operations in fields immediately following lettuce harvest. And demonstrate to Southwest wheat producers a means for conserving time, fuel, and resources. Growing wheat on lettuce beds immediately following lettuce harvest did not significantly reduce grain yield or quality. Although the regrowth of the previous crop can have significant implications for Durum grown with minimum tillage if not managed effectively, lodging was not a significant factor in this study as the degree of lodging was similar in both growing systems. The significant savings in fuel, labor and time, with no apparent reduction in Durum yield or quality, may be a significant benefit to wheat producers who incorporate minimum tillage practices following a lettuce crop.
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Borg, Elin, and Ilya Kits. "Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach." Thesis, Linköpings universitet, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-166940.

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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. We employ the cross-quantilogram approach developed by Han et al. (2016) to examine dependence structures in the full quantile range, which represents different market states. Furthermore, we control for different lag structures, uncertainties and time-varying dependence structures. From our results we conclude the following: 1) There are time-varying asymmetric and symmetric dependencies in different commodity markets. There is asymmetric dependence between commodity futures and producer indices in the precious metals, gold and agricultural markets. In the oil market, the relationship is symmetrical. No relationship is found in the natural gas market. 2) Heterogenous dependence structures are identified in the gold, precious metals and agricultural commodity markets. The oil market uncovers homogenous dependence structures. 3) The observed spillover in all markets occur in the very short run, at one day, and dissipates after a week and additionally after a month. Our results provide new information regarding commodity diversification attributes which can be useful to investors. Our results also provide important policy implications: Since volatility spillovers between commodity futures and producer indices may deter investors from including commodities in their portfolios, as they might lose their diversifier qualities, it is important to enforce policies that will prevent the spillovers between the assets. Further, regulations of the commodity futures markets could be an alternative to reduce the spillovers.
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Andreasson, Pierre, and Jonathan Siverskog. "Cross-market linkages and the role of speculation in agricultural futures markets." Thesis, Linköpings universitet, Nationalekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-120605.

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In this study we analyse the role of speculation in forging cross-market linkages between agriculture, equity and crude oil over the period 1992-2014. The market interdependence of ten U.S. traded agricultural commodities futures is measured through the spillover index of Diebold and Yilmaz (2009, 2012) and the dynamic conditional correlation framework of Engle (2002). Utilising data from the U.S. Commodity Futures Trading Commission, ve dierent measures of speculation are constructed, which are used to examine the long-run and short-run dynamics between market integration and speculation. To explore time-varying characteristics in this relationship, and as a test for robustness, we perform a sub-sampling analysis for the periods 1992-2006 and 2006-2014. We show that cross-market linkages grew stronger post-2005, particularly in the aftermath of the 2008 global financial crisis. The results of our econometric analysis indicate that any conclusions regarding the role of speculation in this process are highly sensitive both to the choice of market integration measure, as well as to how the extent of speculation is captured. Overall, though, there is little to indicate that speculation has played an important role in creating cross-market linkages. We do provide some evidence of market integration increasing with market size, but other factors, such as inflation and exchange rates, seem to provide better explanations of agriculture-equity-energy price dynamics. In line with previous research, we also find market interdependence to increase with stock market uncertainty, which suggests that the diversification benefits of commodity futures investments are actually reduced when needed the most. Considered together with our findings on the sizes of markets, which are increasingly made up of speculators, it appears at least possible that financialisation has made food markets more vulnerable to disturbances in financial markets.
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Isleimeyyeh, Mohammad. "Financialization of Commodity : the Role of Financial Investors in Commodity Markets." Thesis, Paris Sciences et Lettres (ComUE), 2017. http://www.theses.fr/2017PSLED068/document.

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Cette thèse étudie le rôle joué par les investisseurs financiers sur les marchés des matières premières, connu sous le nom de financiarisation des matières premières. Elle est constituée d’une partie théorique et d’une autre empirique. Les recherches menées visent à étudier la participation des investisseurs, détenant des portefeuilles d’actions, aux marchés à terme de matières premières, pour des raisons de diversification. De plus, cette diversification peut être obtenue en investissant dans un panier de produits de base. Le premier chapitre analyse théoriquement l’interaction entre le marché des matières premières et celui des actions. Le deuxième chapitre étudie empiriquement l’impact du choix des investisseurs financiers sur la prime de risque des contrats à terme sur les matières premières. Il s’intéresse principalement à trois produits de base : pétrole brut (WTI), fioul pour chauffage et gaz naturel. Le troisième chapitre étudie théoriquement l’intégration de deux marchés de matières premières. Nous clarifions certaines considérations concernant l’effet de la financiarisation sur lesquelles la littérature existante reste hésitante. Nous démontrons le pouvoir d’influence qu’exercent les investisseurs sur le marché des matières premières. Toutefois, ceci dépend de la nature de la position de l’investisseur sur le marché à terme. De manière générale, la financiarisation entraîne la hausse des prix spot, des prix des contrats à terme et des niveaux des stocks. Nous montrons aussi que les investisseurs représentent un canal de transmission entre les marchés de matières premières. Leurs effets étendus se limitent à la corrélation croisée des marchés de matières premières. Enfin, nous montrons que les rendements des marchés d’actions sont devenus un déterminant de la prime de risque des contrats à terme après la crise financière de 2008. Cet effet des rendements des actions est indifférent entre les maturités courtes et longues
This dissertation studies the role of financial investors on commodity markets, which is referred as financialization of commodity. The content of the dissertation splits to theoretical and empirical work. The implemented researches are motivated by the participation of investors, who own stock portfolios, in commodity futures markets for diversification reasons. Furthermore, that diversification is likely achieved by investing in a basket of commodities. The first chapter investigates, theoretically, the interaction between commodity and stock markets. The second chapter studies, empirically, the impact of financial investors on the commodities futures risk premium. It focuses on studying three commodities: crude oil (WTI), heating oil and natural gas. The third chapter examines, theoretically, the integration between two commodity markets. We clarify the hesitating of the previous literature in finding evidences of the impact of financialization. We confirm the influential power of investment in commodity market. However, that depends on the financial investors positions taken in the futures market. Generally, financialization increases the spot prices, the futures prices and inventory levels. We find, also, that investors are a transmission channel between commodity markets. Their effects spread out restricted to the cross commodity markets correlation. Finally, stock market returns became effective determinant of the futures risk premium after 2008 financial crisis. Also, the effect of the stock returns indifferent between short and long maturities
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Isiugo, Uche C. "Feats and Failures of Corporate Credit Risk, Stock Returns, and the Interdependencies of Sovereign Credit Risk." ScholarWorks@UNO, 2016. http://scholarworks.uno.edu/td/2221.

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This dissertation comprises two essays; the first of which investigates sovereign credit risk interdependencies, while the second examines the reaction of corporate credit risk to sovereign credit risk events. The first essay titled, Characterizing Sovereign Credit Risk Interdependencies: Evidence from the Credit Default Swap Market, investigates the relationships that exist among disparate sovereign credit default swaps (CDS) and the implications on sovereign creditworthiness. We exploit emerging market sovereign CDS spreads to examine the reaction of sovereign credit risk to changes in country-specific and global financial factors. Utilizing aVAR model fitted with DCC GARCH, we find that comovements of spreads generally exhibit significant time-varying correlations, suggesting that spreads are commonly affected by global financial factors. We construct 19 country-specific commodity price indexes to instrument for country terms of trade, obtaining significant results. Our commodity price indexes account for significant variation in CDS spreads, controlling for global financial factors. In addition, sovereign spreads are found to be related to U.S. stock market returns and the VIX volatility risk premium global factors. Notwithstanding, our results suggest that terms of trade and commodity prices have a statistically and economically significant effect on the sovereign credit risk of emerging economies. Our results apply broadly to investors, financial institutions and policy makers motivated to utilize profitable factors in global portfolios. The second essay is titled, Differential Stock Market Returns and Corporate Credit Risk of Listed Firms. This essay explores the information transfer effect of shocks to sovereign credit risk as captured in the CDS and stock market returns of cross-listed and local stock exchange listed firms. Based on changes in sovereign credit ratings and outlooks, we find that widening CDS spreads of firms imply that negative credit events dominate, whereas tightening spreads indicate positive events. Grouping firms into companies with cross-listings and those without, we compare the spillover effects and find strong evidence of contagion across equity and CDS markets in both company groupings. Our findings suggest that the sensitivity of corporate CDS prices to sovereign credit events is significantly larger for non-cross-listed firms. Possible reasons for this finding could in fact be due to cross-listed firms’ better access to external capital and less degree of asymmetric information, relative to non-cross-listed peers with lower level of investor recognition. Our results provide new evidence relevant to investors and financial institutions in determining sovereign credit risk germane to corporate financial risk, for the construction of debt and equity portfolios, and hedging considerations in today’s dynamic environment.
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Cheng, Yu-Ju, and 鄭郁儒. "Cross Hedging with Commodity Futures in China." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/42576684723308609356.

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碩士
淡江大學
財務金融學系碩士班
99
This study primarily examines the cross-hedging performance with the most actively traded contract, soybean oil futures on Dalian Commodity Exchange. Unlike previous studies, we constructed two market indices for agribusiness companies listed on the Shanghai Stock Exchange and the Shenzhen Stock Exchange as proxy for stock market performance. Based on the bivariate GARCH-type framework, important evidences are illustrated in our empirical results and it provides global traders with worthwhile implications for optimal utilization of futures contracts. To improve the weakness of symmetric GARGH model, we employ the GJR-GARCH model to capture the asymmetric effect in volatility of financial variables. Owing to the implementation of the split share structure reform in 2005, more tradable shares on stock market might lead to a substantial increase in liquidity. Further, since the existence of the cycle in agricultural crop production, the hedge period length and hedging frequency serve a vital role in agricultural futures hedging. Our finding offers insightful suggestion for domestic individuals and institutional shareholders who suffer from the price fluctuation in agricultural market.
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Hsu, Yu-Chen, and 徐語辰. "Application of Cross-Commodity Statistical Arbitrage Base on Dynamic Cointegration." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/p9cq6w.

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碩士
國立政治大學
金融學系
107
This paper used the statistic arbitrage method according to Vidyamurthy (2004) and other papers based on this book. This paper followed papers to conduct empirical research on Chicago Mercantile Exchange market. The models used in this paper is two-steps cointegration test that proposed by Engle and Granger (1987). We tested CME futures through the above models to test cointegration, and find the investable pairs. After finding out investable pairs, we used Bollinger Band and OU process to find out abnormal stock price to trade. Then we constructed the portfolio to study its performance. This study further adds the median reversal law by Andrew(2009) to predict cointegral residual and constructs a strategy with Bollinger Band and OU process model. The result shows that the strategy helping us find market neutral return, which is the same as the result of Avellaneda and Lee (2010). Furthermore, our portfolio is also better than investing in benchmark. Median reversal law truly helps us reduce trading frequency and decrease drawdown. Keywords：Cointegration、Statistic Arbitrage、Bollinger Band、OU Process、Median Reversal Law
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Books on the topic "Cross-commodity"

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Davis, H. Craig. Some considerations & empirical evidence of regional commodity cross-hauling. Vancouver: University of British Columbia, School of Community & Regional Planning, 1985.

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Muhammad, Farid. Cross-border trade and commodity prices of principal food items. [Dhaka]: International Food Policy Research Institute, Bangladesh Food Policy Project, 1994.

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Davis, H. C. Some considerations and empirical evidence of regional commodity cross-hauling. Vancouver, B.C: University of British Columbia - School of Community and Regional Planning, 1985.

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Buchinsky, Moshe. Leads and lags in commodity prices: An application of cross-spectral analysis. [s.l.]: World Bank, 1987.

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Colby, Hunter. Cross-commodity analysis of China's grain sector: Sources of growth and supply response. Washington, D.C: U.S. Dept. of Agriculture, Economic Research Service, 2000.

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Colby, Hunter. Cross-commodity analysis of China's grain sector: Sources of growth and supply response. Washington, D.C: U.S. Dept. of Agriculture, Economic Research Service, 2000.

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Colby, Hunter. Cross-commodity analysis of China's grain sector: Sources of growth and supply response. Washington, D.C: U.S. Dept. of Agriculture, Economic Research Service, 2000.

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Szlendak, Tomasz. Supermarketyzacja: Religia i obyczaje seksualne młodzieży w kulturze konsumpcyjnej. Wrocław: Wydawn. Uniwersytetu Wrocławskiego, 2004.

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Cross-commodity analysis of China's grain sector: Sources of growth and supply response. Washington, D.C: U.S. Dept. of Agriculture, Economic Research Service, 2000.

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Xinshen, Diao, Somwaru Agapi, and United States. Dept. of Agriculture. Economic Research Service, eds. Cross-commodity analysis of China's grain sector: Sources of growth and supply response. Washington, D.C: U.S. Dept. of Agriculture, Economic Research Service, 2000.

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Book chapters on the topic "Cross-commodity"

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Barndorff-Nielsen, Ole E., Fred Espen Benth, and Almut E. D. Veraart. "Cross-Commodity Modelling by Multivariate Ambit Fields." In Commodities, Energy and Environmental Finance, 109–48. New York, NY: Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2733-3_5.

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Kury, Ted. "Quantifying Cross-Commodity Risk in Portfolios of Futures Contracts." In The Handbook of Commodity Investing, 335–57. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267004.ch14.

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Thömmes, Myriam, and Peter Winker. "Multivariate Modelling of Cross-Commodity Price Relations Along the Petrochemical Value Chain." In Algorithms from and for Nature and Life, 427–35. Cham: Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-319-00035-0_43.

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Ma, Jing, Xiaofeng Li, Chi Li, Bo He, and Xiaoyu Guo. "Machine Learning Based Cross-border E-Commerce Commodity Customs Product Name Recognition Algorithm." In PRICAI 2019: Trends in Artificial Intelligence, 247–56. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-29894-4_19.

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Sriboonchitta, Songsak, Jianxu Liu, and Aree Wiboonpongse. "Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns." In Modeling Dependence in Econometrics, 275–87. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-03395-2_18.

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Kumar, Arya. "Strategic Decision in Long and Short Run for Cross-Country Commodity Market in the Post-COVID 19 Era." In Algorithms for Intelligent Systems, 167–88. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-33-4236-1_10.

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Torab, Azam. "Conditional Gifts for the Saints: “Gift” and “Commodity” as Gender Metaphors in Shi’a Ritual Practices in Iran." In Sophia Studies in Cross-cultural Philosophy of Traditions and Cultures, 139–57. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-43189-5_10.

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Lawrence, Kira, Alisa Maas, Neera Pradhan, Treschiel Ford, Jacqueline Shinker, and Amy Ulinski Banic. "Investigation of Interaction Modalities Designed for Immersive Visualizations Using Commodity Devices in the Classroom." In Design, User Experience, and Usability. Health, Learning, Playing, Cultural, and Cross-Cultural User Experience, 209–18. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-39241-2_24.

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"Cross-Commodity Linkages." In The Economics of Commodity Markets, 177–239. Chichester, UK: John Wiley & Sons Ltd, 2013. http://dx.doi.org/10.1002/9781118710098.ch5.

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Merleaux, April. "Commodity Cultures and Cross-Border Desires." In Sugar and Civilization, 107–24. University of North Carolina Press, 2015. http://dx.doi.org/10.5149/northcarolina/9781469622514.003.0005.

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Conference papers on the topic "Cross-commodity"

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Liu, Ruofeng, Zhimeng Yin, Wenchao Jiang, and Tian He. "XFi: Cross-technology IoT Data Collection via Commodity WiFi." In 2020 IEEE 28th International Conference on Network Protocols (ICNP). IEEE, 2020. http://dx.doi.org/10.1109/icnp49622.2020.9259363.

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Zhang, Liyi, Zhenyun Zhang, and Yi Zhang. "A New Cross-Language Commodity Information Retrieval Approach in Book Searching." In 2010 International Conference of Information Science and Management Engineering. IEEE, 2010. http://dx.doi.org/10.1109/isme.2010.245.

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Pier, Naomi M. "Proactive resistance management ofBemisia tabaciin the cross-commodity systems of Arizona and California." In 2016 International Congress of Entomology. Entomological Society of America, 2016. http://dx.doi.org/10.1603/ice.2016.113658.

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Qiao, Baoxing, Zhipeng Fan, Ran Wang, Zhijie Zhao, and Hongjie Zhang. "A Comparative Study of Image Features and Similarity Measurement Methods in Cross-modal Retrieval of Commodity Images." In 2020 IEEE International Conference on Advances in Electrical Engineering and Computer Applications (AEECA). IEEE, 2020. http://dx.doi.org/10.1109/aeeca49918.2020.9213585.

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CHEN, Ying, and Hui-lin YAO. "Countermeasures for the Development of Yiwu’s Small Commodity Export Under the Background of Cross-Border E-commerce." In 2021 6th International Conference on Social Sciences and Economic Development (ICSSED 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.210407.188.

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Zhao, Hongrui, Jin Yu, Yanan Li, Donghui Wang, Jie Liu, Hongxia Yang, and Fei Wu. "Dress like an Internet Celebrity: Fashion Retrieval in Videos." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/147.

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Nowadays, both online shopping and video sharing have grown exponentially. Although internet celebrities in videos are ideal exhibition for fashion corporations to sell their products, audiences do not always know where to buy fashion products in videos, which is a cross-domain problem called video-to-shop. In this paper, we propose a novel deep neural network, called Detect, Pick, and Retrieval Network (DPRNet), to break the gap between fashion products from videos and audiences. For the video side, we have modified the traditional object detector, which automatically picks out the best object proposals for every commodity in videos without duplication, to promote the performance of the video-to-shop task. For the fashion retrieval side, a simple but effective multi-task loss network obtains new state-of-the-art results on DeepFashion. Extensive experiments conducted on a new large-scale cross-domain video-to-shop dataset shows that DPRNet is efficient and outperforms the state-of-the-art methods on video-to-shop task.
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Gent, Stephen P., Michael P. Twedt, and Chad R. Abrahamson. "Experimentally Investigating the Thermal Effects of Cross Flow Corn Drying." In ASME 2012 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/imece2012-86970.

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This study measured the thermal effects of corn drying within a continuous cross-flow grain dryer based on a variety of operating conditions. The dryer contains a column of grain that acts as a packed bed in which the air flows through the voids between the kernels. The study analyzed the following parameters and their effects on corn drying: dryer column thickness, air flow rate per volume of corn, air drying temperature, and incoming and outgoing corn moisture. A pilot-scale cross flow corn dryer with variable column thickness, variable drying air temperature, and variable fan speed was used to experimentally dry corn. The pilot scale dryer has a drying column height of 3.35 m (132 in.), column width of 0.61 m (24 in.) and a variable thickness of 0.203 m to 0.305 m (8 to 12 in.). An array of thermocouples was arranged through the packed bed of corn to measure the thermal profile as the air propagated through the corn. The thermal profiles from the experiments were compared and evaluated among the experiments. In the United States, corn is a primary grain commodity. Improved farming practices, in conjunction with improved grain genetics, have resulted in increased grain yields and the ability to grow crops in locations not possible two decades prior. After harvesting, most grains require supplemental drying to prevent spoilage. Continuous flow grain dryers have become a common method of drying and conditioning large amounts of grain. Grain dryers are required to dry grain faster and more efficiently without sacrificing grain quality. However, higher energy costs and increased crop yields have made grain drying the second largest expense for grain producers due to their high energy consumption of propane or natural gas. The overarching goal of this study is to determine the primary factors that influence heat propagation within the packed bed of grain with the intention of incorporating these effects into numerical grain drying models.
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Medeiros, Albertina Pereira, Silene Seibel, Renato Natal Jorge, and Anto´nio Augusto Fernandes. "Lean Thinking and Product Innovation in the Furniture Industry." In ASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2009. http://dx.doi.org/10.1115/detc2009-86630.

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The pressure to innovate has been particularly strong in industry traditional sectors if they are to survive to competitors with lower labour costs. Furniture has become a commodity product in some international markets. In most countries the furniture industry is highly fragmented and family owned. In this context the decision to introduce and launch new products rests solely on the owner, without considering the costumer needs. At the same time, the companies do not have an organizational structure and a formal process for managing new product development (NPD). In recent years “lean thinking” has gained increased popularity as a new paradigm of product design and manufacturing. This is due to the success which Toyota attained worldwide. The present research, still in progress, aims to answer the following research question: “Can lean thinking principles, methods and tools be applied in product development in a traditional sector such as the furniture industry?” To answer this question a research programme has been designed based on a cross-case analysis in two distinct cultural settings: the Portuguese and Brazilian furniture industries. Two in-depth case studies are in progress in two firms (one in Portugal and another in Brazil). The research programme is focused on the following principles: organize to balance functional expertise, to establish customer defined value, front load the product development process and to use tools for standardisation. The application of these principles has as its main goal to eliminate waste during the process chain and attain excellence. The first phase of the work looked into the subsystem People, with particular emphasis on the organizational structure. The preliminary results, obtained up to now, show that there is no formal product development system currently in place in the studied companies. This results in an inefficient flow of information in all phases of the product development, leading to numerous sources of waste.
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Kumstát, Michal, Martin Sebera, and Michal Vičar. "The Effects Of Commercially Available Energy Drink On Cognitive Performance." In 12th International Conference on Kinanthropology. Brno: Masaryk University Press, 2020. http://dx.doi.org/10.5817/cz.muni.p210-9631-2020-7.

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Energy drinks are frequently purported as a non-alcoholic beverage food commodity to im-prove cognitive function and concentration and as such is marketed especially on vulnerable populations such as professional drivers, students, managers. We aimed to explore the acute dose-effect of commercially available multi-ingredient beverage on cognitive performance. Twenty adult university students, caffeine-deprived received two 500 ml non-alcoholic, glucose-free, multi-herbal extract drinks differing in ingredients dose: DRINK100, threefold higher concentration dosage (DRINK300) and ingredients-free, flavored-matched placebo (PLA) in a double-blind, three-way cross over, randomized order, separated by a 7-day wash-out period. Cognitive functions, autonomous nervous system activity, and specific mental performance were assessed. Drinks were consumed in the late evening (20 p.m.). Standardized psychomotor vigilance task (PVT) to detect reaction time, lapses and the total score and spectral analysis of heart rate variability (software-driven, standing/lying down with ~300 beats recorded in each position, relative change in total power score be-tween consecutive measurements was used) took place immediately prior and 60, 120 and 180 min post-drink consumption (post-drink). Thirty minutes of the cognitively demanding task (continuous manual text transcription) was commenced immediately and in 90, and 150 min post-drink. Total word counts were used in assessing mental performance chang-es. The ecologically valid methodology was used to mimic typical students time of drink consumption. During the 60min post-drink, the level of alertness decreased independently of the drink category, however, DRINK300 increased correct: lapsus ratio in 120 min and this remained elevated until the end of testing. No significant effect of DRINK100 over PLA on vigilance was present. DRINK300 led to an increase in autonomic nervous system activity after drink admin-istration in 60–90 minutes post-drink with a clear decline observed in PLA. This corresponds with a significant increase in the number of words transcripted in the corresponding time in DRINK300, however, not sustained in 180 min post-drink. We demonstrate an acute and transitional dose-effect of multi-herbal caffeine-containing non-energetic beverage on cognitive and autonomous nervous system performance. The effect appears to be evident immediately ( < 30 min) post-drink. A beverage containing guar-ana equivalent to 120 mg of caffeine reduce cognitive performance impairment and this is sustained over ~180 min.
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