Littérature scientifique sur le sujet « SEASONAL COMMODITY »
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Articles de revues sur le sujet "SEASONAL COMMODITY"
Borovkova, Svetlana, et Helyette Geman. « Seasonal and stochastic effects in commodity forward curves ». Review of Derivatives Research 9, no 2 (18 août 2007) : 167–86. http://dx.doi.org/10.1007/s11147-007-9008-4.
Texte intégralGómez-Valle, L., Z. Habibilashkary et J. Martínez-Rodríguez. « A multiplicative seasonal component in commodity derivative pricing ». Journal of Computational and Applied Mathematics 330 (mars 2018) : 835–47. http://dx.doi.org/10.1016/j.cam.2017.05.014.
Texte intégralDEWI, IDA AYU PUTU CANDRA, KOMANG DHARMAWAN et NI MADE ASIH. « APLIKASI MODEL MEAN REVERSION DENGAN MUSIMAN DALAM MENENTUKAN NILAI KONTRAK OPSI TIPE EROPA PADA HARGA KOMODITAS KAKAO ». E-Jurnal Matematika 6, no 4 (28 novembre 2017) : 226. http://dx.doi.org/10.24843/mtk.2017.v06.i04.p170.
Texte intégralMirantes, Andrés García, Javier Población et Gregorio Serna. « The stochastic seasonal behavior of energy commodity convenience yields ». Energy Economics 40 (novembre 2013) : 155–66. http://dx.doi.org/10.1016/j.eneco.2013.06.011.
Texte intégralArismendi, Juan C., Janis Back, Marcel Prokopczuk, Raphael Paschke et Markus Rudolf. « Seasonal Stochastic Volatility : Implications for the pricing of commodity options ». Journal of Banking & ; Finance 66 (mai 2016) : 53–65. http://dx.doi.org/10.1016/j.jbankfin.2016.02.001.
Texte intégralDiewert, W. Erwin. « INDEX NUMBER APPROACHES TO SEASONAL ADJUSTMENT ». Macroeconomic Dynamics 3, no 1 (mars 1999) : 48–68. http://dx.doi.org/10.1017/s1365100599010020.
Texte intégralWang, Xue Wu, Jiao Meng et Ping Jiang. « The Ordering Strategy of ES Model and Option Contract ». Advanced Materials Research 1037 (octobre 2014) : 522–25. http://dx.doi.org/10.4028/www.scientific.net/amr.1037.522.
Texte intégralQadan, Mahmoud, David Y. Aharon et Ron Eichel. « Seasonal patterns and calendar anomalies in the commodity market for natural resources ». Resources Policy 63 (octobre 2019) : 101435. http://dx.doi.org/10.1016/j.resourpol.2019.101435.
Texte intégralSoni, Hari Prasad, Chitta Shyamsuder et KDV Prasad. « Risk return profile of commodity derivatives : an investors perception ». Revista de Gestão e Secretariado (Management and Administrative Professional Review) 14, no 7 (25 juillet 2023) : 12004–16. http://dx.doi.org/10.7769/gesec.v14i7.2389.
Texte intégralDiawara, Halimatou, Fadima Yaya Bocoum, Alassane Dicko, Ann Levin, Cynthia Lee, Fatoumata Koita, Jean Bosco Ouédraogo et al. « Cost of introducing and delivering malaria vaccine (RTS,S/AS01E) in areas of seasonal malaria transmission, Mali and Burkina Faso ». BMJ Global Health 8, no 4 (avril 2023) : e011316. http://dx.doi.org/10.1136/bmjgh-2022-011316.
Texte intégralThèses sur le sujet "SEASONAL COMMODITY"
Hsueh, Chiao-Ni, et 薛巧妮. « Investigating Seasonal Effects in Commodity Futures Markets ». Thesis, 2012. http://ndltd.ncl.edu.tw/handle/33806193183408837039.
Texte intégral國立中正大學
財務金融研究所
100
This study investigates seasonal effects for four commodity futures contracts, including gold, crude oil, coffee and corn. The sample period starts from 1983/03/30 to 2011/06/24. The OLS, ARCH and GARCH models are used to examine the overnight effect, the day-of-the-week effect, the turn-of-the-month effect and the January effect. The whole sample period is divided into three sub-periods in order to investigate whether seasonal effects exist in these four commodity futures and whether they are related to futures volatility which became much larger in recent years. The empirical results indicate seasonal effects exist in gold futures, crude oil futures, and corn futures but not in coffee futures. In particular, seasonal effects show up more frequently in gold futures than in others, which mean that investing in gold futures can have a better chance to make profit than investing in other futures. With regard to results of the sub-sample periods, seasonal effects have been declining over time. Based on the empirical results, large volatility would not be a factor which leads to significant seasonal effects in recent year. The study provides investors with a clear understanding of the characteristics of various commodity futures and thus can help them make good investment decisions.
SINGH, NARINDER PAL. « EFFICIENCY, SEASONALITY AND MACROECONOMIC ISSUES IN INDIAN COMMODITY FUTURES MARKET ». Thesis, 2019. http://dspace.dtu.ac.in:8080/jspui/handle/repository/16880.
Texte intégralLee, Kuei-Chih, et 李桂枝. « Seasonal Regularities and Information Transmissions : Evidences from the U.S. and Chinese Commodity Futures Markets ». Thesis, 2009. http://ndltd.ncl.edu.tw/handle/72479005135685736821.
Texte intégral逢甲大學
商學研究所
98
The area of calendar anomalies has received much attention, while the use of the regression analysis by prior studies may have statistical problems. This study first adopts the stochastic dominance theory, which appears to be a preferred approach, to examine the weekly and monthly returns patterns for the U.S. (developed) and Chinese (emerging) Chinese commodity futures markets. For the day-of-the-week effect, the sample includes six most actively traded commodity contracts, aluminum, copper, corn, cotton, soybeans and wheat, in the U.S. and the Chinese commodity futures markets. The empirical results indicate that higher returns generally appear on Monday or Friday for the U.S. market but on Monday in the Chinese markets, which confirm the presence, but different patterns, of the day-of-the-week effect in two countries. The findings show the presence for the day-of-the-week pattern in the U.S. and China markets, which reveal information transmissions across the two markets, depending on the leading role of each market. For example, the Monday effect of copper and corn futures in the Chinese markets is possibly caused by Friday effect in the U.S. markets. In particular, Chinese market plays a primary role in cotton market. As a result, the Monday effect of cotton futures in the U.S. market may be the result of the spillover effect from the high Monday returns in China. For the monthly effect, the sample includes eight most actively traded commodity contracts, copper, corn, gold, light crude oil, natural gas, soybeans, soybean meal and wheat, in the U.S. commodity futures markets. The empirical results show that March returns dominate over the non-March returns for the natural gas futures. Moreover, January returns dominate over the non-January returns for the copper and light crude oil futures. For the other five futures, empirical results indicate that higher returns generally appear from August to October. These findings confirm the existence of the monthly effect in the U.S. commodity futures markets, but different patterns are present across various commodity contracts. Moreover, our SD test for the commodity futures provide practical evidence that seasonal factor is a possible explanation for monthly effect in some futures prices, a result confirming other investigations. In our analysis, allocating part of investors’ assets in risk-free assets is useful in distinguishing returns among weekdays and months for the various futures, which imply that investors can choose an optimal proportion of investment between risky assets and risk-free assets. In general, the simulation results clearly confirm that the investors, if they follow our optimal assets allocation, could make the highest trading profits with and without transaction costs for all eight futures. Thus, the detected returns patterns in the U.S. developed commodity futures markets may not be artificial but real.
Groberman, Michael Allan. « Learning when to breathe : performance as art and commodity in Opera Breve’s first season ». Thesis, 1999. http://hdl.handle.net/2429/9035.
Texte intégralLivres sur le sujet "SEASONAL COMMODITY"
Bernstein, Jacob. Jake Bernstein's seasonal futures spreads : High-probability seasonal spreads for futures traders. New York : Wiley, 1990.
Trouver le texte intégralBernstein, Jacob. Jake Bernstein's seasonal trader's bible : The best of the best in seasonal trades. 2e éd. Van Nuys, Calif : MBH Commodity Advisors, Inc., 1997.
Trouver le texte intégralSeasonal concepts in futures trading : Turning seasonality into profits. New York : Wiley, 1986.
Trouver le texte intégralSeasonal charts for futures traders : A sourcebook. New York : Wiley, 1987.
Trouver le texte intégralE, Sarhan M., et Sudan. Wizārat al-Zirāʻah wa-al-Mawārid al-Ṭabīʻīyah. Marketing Section., dir. Seasonal movements in Sudan's agricultural commodity prices and the use of seasonal price indices in forecasting and in making sell/hold decisions. Khartoum : Marketing Section, Dept. of Agricultural Economics, Planning and Agricultural Economic Administration, Ministry of Agriculture and Natural Resources, 1988.
Trouver le texte intégralTrade, Chicago Board of, dir. Weather and the wheat market. Chicago, IL : Chicago Board of Trade, 1997.
Trouver le texte intégralTrade, Chicago Board of, dir. Weather and the soybean market. [Chicago] : Chicago Board of Trade, 1987.
Trouver le texte intégralTrade, Chicago Board of, dir. Weather and the corn market. [Chicago] : Chicago Board of Trade, 1987.
Trouver le texte intégralTrade, Chicago Board of, dir. Weather and the corn market. Chicago, IL : Chicago Board of Trade, 1997.
Trouver le texte intégralTrade, Chicago Board of, dir. Weather and the wheat market. [Chicago, IL] : Chicago Board of Trade, 1987.
Trouver le texte intégralChapitres de livres sur le sujet "SEASONAL COMMODITY"
Moreda, Guillermo P. « Sensors for crop productivity, yield maps ». Dans Manuali – Scienze Tecnologiche, 13. Florence : Firenze University Press, 2020. http://dx.doi.org/10.36253/978-88-5518-044-3.13.
Texte intégralMorgan, Kevin, Terry Marsden et Jonathan Murdoch. « The Commodity World in Wales ». Dans Worlds of Food. Oxford University Press, 2006. http://dx.doi.org/10.1093/oso/9780199271580.003.0014.
Texte intégralScholl, Lars U., Lars U. Scholl et Lars U. Scholl. « The Shipping of the North Atlantic Cotton Trade in the Mid-Nineteenth Century ». Dans Merchants and Mariners. Liverpool University Press, 2000. http://dx.doi.org/10.5949/liverpool/9780968128886.003.0003.
Texte intégralUra, Karma. « Back-Pack Traders and Caravans ». Dans Bhutan : The Unremembered Nation, 213—C6.F22. Oxford University PressOxford, 2023. http://dx.doi.org/10.1093/oso/9780192865403.003.0006.
Texte intégralWillmer, Pat. « Rewards 2 : The Biology of Nectar ». Dans Pollination and Floral Ecology. Princeton University Press, 2011. http://dx.doi.org/10.23943/princeton/9780691128610.003.0008.
Texte intégralClark, Sam. « Global outlook ». Dans Inside Retirement Housing, 254–62. Policy Press, 2022. http://dx.doi.org/10.1332/policypress/9781447357629.003.0016.
Texte intégralBosede Adeoye, Iyabo. « Market Performance and Structure of Cucumber in Ibadan, Oyo State ». Dans Studies on Cucumber (Cucumis sativus L.) [Working Title]. IntechOpen, 2021. http://dx.doi.org/10.5772/intechopen.96187.
Texte intégralÖhrström, Lars. « When State Security was a Stinking Business ». Dans The Last Alchemist in Paris. Oxford University Press, 2013. http://dx.doi.org/10.1093/oso/9780199661091.003.0019.
Texte intégralDewani, Deepti, Shreyansh Jain et Sumeet Gupta. « Supply Chains of Commodity Products in India ». Dans Cases on Supply Chain and Distribution Management, 97–115. IGI Global, 2012. http://dx.doi.org/10.4018/978-1-4666-0065-2.ch005.
Texte intégralRosenzweig, Cynthia, et Daniel Hillel. « Links to Agroecosystems : Processes and Productivity ». Dans Climate Variability and the Global Harvest. Oxford University Press, 2008. http://dx.doi.org/10.1093/oso/9780195137637.003.0008.
Texte intégralActes de conférences sur le sujet "SEASONAL COMMODITY"
Staugaitis, Algirdas Justinas. « Financial speculation impact on agricultural commodity price volatility : TGARCH approach ». Dans 21st International Scientific Conference "Economic Science for Rural Development 2020". Latvia University of Life Sciences and Technologies. Faculty of Economics and Social Development, 2020. http://dx.doi.org/10.22616/esrd.2020.53.014.
Texte intégralBai, Bing, Mandar Jawale et Bernd Noche. « Evaluative Comparison of Inland Shipping with Multimodal Transports for Seasonal Commodity Supplies through Simulation ». Dans 16th COTA International Conference of Transportation Professionals. Reston, VA : American Society of Civil Engineers, 2016. http://dx.doi.org/10.1061/9780784479896.048.
Texte intégralMao, Yujie, Sherief Elsibaie, Bilal M. Ayyub, Magdy Elsibaie, Tarek Omar et Karen McClure. « Weighted Rail Network Topological Analysis by Waybill Commodity Volumes ». Dans ASME 2022 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2022. http://dx.doi.org/10.1115/imece2022-95460.
Texte intégralZiankova, Larysa, Sergey Yashin, Vladislav Frolov, Yuliya Popova et Yuliya Chemodanova. « Unemployment and employment management in the context of digitalization of anti-crisis regulation ». Dans Human resource management within the framework of realisation of national development goals and strategic objectives. Dela Press Publishing House, 2022. http://dx.doi.org/10.56199/dpcsebm.fonc8076.
Texte intégralChadha, Shyam, Daniel Hung et Samir Rashid. « A Novel Approach to Evaluating Leak Detection CPM System Sensitivity/Reliability Performance Trade-Offs ». Dans 2014 10th International Pipeline Conference. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/ipc2014-33650.
Texte intégralNguyen, C. N., et B. P. Huynh. « Water Loss by Evaporation From Partially Covered Water Bodies ». Dans ASME 2011 International Mechanical Engineering Congress and Exposition. ASMEDC, 2011. http://dx.doi.org/10.1115/imece2011-65082.
Texte intégralRapports d'organisations sur le sujet "SEASONAL COMMODITY"
Los, Josyp. Панорама сенсів : аргументи авторитетів світоглядної публіцистики. Ivan Franko National University of Lviv, mars 2023. http://dx.doi.org/10.30970/vjo.2023.52-53.11731.
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