Bibliografias temáticas / Commodity

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Literatura científica selecionada sobre o tema "Commodity"

Autor: Grafiati

Publicado: 4 de junho de 2021

Última modificação: 6 de setembro de 2023

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Artigos de revistas sobre o assunto "Commodity"

Latimer, George W., Prabhakar Kasturi, Julie Henderson, John G. Phillips, P. Christopher Ellis, Quian Graves, Joseph Hillebrandt et al. "Commodity Foods and Commodity Products". Journal of AOAC INTERNATIONAL 91, n.º 1 (1 de janeiro de 2008): 44B—45B. http://dx.doi.org/10.1093/jaoac/91.1.44b.

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Verlee, Jeanann. "Commodity". WSQ: Women's Studies Quarterly 45, n.º 3-4 (2017): 332. http://dx.doi.org/10.1353/wsq.2017.0087.

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Ralph, Michael. "Commodity". Social Text 27, n.º 3 (2009): 78–84. http://dx.doi.org/10.1215/01642472-2009-013.

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Zulauf, Carl. "Whole farm safety net programs: an emerging US farm policy evolution?" Renewable Agriculture and Food Systems 35, n.º 4 (20 de agosto de 2019): 435–38. http://dx.doi.org/10.1017/s1742170519000279.

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AbstractThe 2018 farm bill is the latest in a history that dates to 1933. Commodity assistance is the only program in all farm bills, but with evolutionary changes. Current farm commodity programs largely make payments to farms, a stark contrast to the 1930s when they limited supply, put a floor under market price, and dampened price increases via public stocks. Crop insurance, which began as an experimental pilot program in 1938, now has its own farm bill title. Almost all commodity and insurance programs have provided assistance based on a calculation specific to an individual commodity's price and/or yield. However, an evolutionary change to whole farm commodity programs may be in its infant stages. They provide assistance for variation in a farm's aggregate revenue across multiple crops. Whole farm experiments currently exist in both the commodity and crop insurance titles. Analysis of a whole farm commodity program finds that its payments differ by year from actual payments made by current commodity programs and are smaller in total.

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Plantier, L. Christopher. "Commodity Markets and Commodity Mutual Funds". Business Economics 48, n.º 4 (outubro de 2013): 231–45. http://dx.doi.org/10.1057/be.2013.29.

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Cluley, Robert, e Stephen Dunne. "From commodity fetishism to commodity narcissism". Marketing Theory 12, n.º 3 (setembro de 2012): 251–65. http://dx.doi.org/10.1177/1470593112451395.

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Le Heron, Kiri, e David Hayward. "The Moral Commodity: Production, Consumption, and Governance in the Australasian Breakfast Cereal Industry". Environment and Planning A: Economy and Space 34, n.º 12 (dezembro de 2002): 2231–51. http://dx.doi.org/10.1068/a34262.

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This paper examines the Australasian breakfast cereal commodity chain and the processes of value creation in the industry. The paper has two points of entry to the commodity chain; first, a productionist perspective aimed at revealing how the material commodity is constituted, and, second, a consumptionist viewpoint, intended to show the construction of symbolic elements of the commodity. The value of the breakfast cereal commodity includes both its utility (food) value, and the semiotic and moral narratives associated with it—its symbolic value. To maintain these value dimensions the breakfast cereal companies have fashioned relationships with other organisations to legitimise prod-ucts in the eyes of the consumers. Both governmental and nongovernmental organisations are drawn into the commodity chain, and along with consumers, they actively participate in the recreation and redescription of the commodity's value. Through adhering to the analytical strategy of delineating both production and consumption dimensions the case study was able to establish the multiple layering of meanings that are associated with breakfast cereals—meanings that continue to be aligned with the industry's founding principles.

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Ellis, Chris, Joanna M. Lynch, Walter A. Hargraves, Darryl M. Sullivan, Jon E. McNeal, Min L. Li, Jon L. Schermerhorn et al. "Committee on Commodity Foods and Commodity Products". Journal of AOAC INTERNATIONAL 82, n.º 2 (1 de março de 1999): 509–11. http://dx.doi.org/10.1093/jaoac/82.2.509.

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Sullivan, Darryl M., Joanna M. Lynch, Julie Henderson, Jung K. Lee, Walter A. Hargraves, Dana A. Krueger, Gilles Martin et al. "Committee on Commodity Foods and Commodity Products". Journal of AOAC INTERNATIONAL 84, n.º 1 (1 de janeiro de 2001): 278–83. http://dx.doi.org/10.1093/jaoac/84.1.278.

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Sullivan, Darryl M., Joanna M. Lynch, Julie Henderson, Margaret E. Cole, P. Christopher Ellis, Dana A. Krueger, Helen McCarthy, Jerry Ngeh-Ngwainbi, Prabhakar Kasturi e Dianne A. Bennett. "Committee on Commodity Foods and Commodity Products". Journal of AOAC INTERNATIONAL 85, n.º 1 (1 de janeiro de 2002): 288–91. http://dx.doi.org/10.1093/jaoac/85.1.288.

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Teses / dissertações sobre o assunto "Commodity"

Chari, Sarangan L. "Commodity swaps". Thesis, Massachusetts Institute of Technology, 1990. https://hdl.handle.net/1721.1/128794.

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Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1990.
Includes bibliographical references (leaves 59-60).
by Sarangan L. Chari.
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1990.

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Maiden, Shelby. "The Commodity Club: Commodity Fetishism in Modern Art and Tattoos". Digital Commons @ East Tennessee State University, 2018. https://dc.etsu.edu/honors/467.

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The current culture of commodity fetishism that surrounds both modern art and tattoos are disproportionately a part of the perpetuation of an artificial sense of society and community. It promotes the notion that by simply by inking the deeper layers of their skin or by spending millions on a painting that somehow one becomes elevated and enters an elite space, or club, of people like them.

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Kozlova. "INTERNATIONAL COMMODITY AUCTIONS". Thesis, Київ 2018, 2018. http://er.nau.edu.ua/handle/NAU/33770.

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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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Mealiff, Michael A., e Neal D. Wall. "Analyzing commodity council development and implementation: the Air Force Furnishings Commodity Council". Monterey, California. Naval Postgraduate School, 2011. http://hdl.handle.net/10945/10649.

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MBA Professional Report
This study seeks to understand the factors that contributed to the successful development and implementation of the Air Force Furnishings Commodity Council (AFFCC). Specifically, we explore the challenges associated with supporting small business goals without sacrificing strategic outcomes, the difficulties of standing up a commodity council whose spend has no functional ownership or centralized funding, and the complexities of establishing accurate cost savings performance and validation metrics. We also explore the concept of maximizing the utilization of the AFFCC by Air Force organizations.

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Shu, Haicheng. "Essays on commodity futures". Thesis, University of York, 2017. http://etheses.whiterose.ac.uk/18802/.

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This thesis intends to study the mechanism behind the commodity futures term structure, and the interaction between commodity markets, particularly the crude oil market, and the macroeconomic indicators in the real economy. The first part of thesis comprises a comprehensive review of the relevant literature, revealing that, although there has been extensive investigation into commodity prices and their term structure modelling, based on either ``pure macro'' or ``pure finance'' perspectives, the discussion of their joint application, remains very limited. The subsequent preliminary data analysis highlights some other concerns in respect to this subject area, such as the effect of the unit root, commonly observed in the commodity price related models, and its possible solution. On the basis of these observations, I propose two models to add to the existing literature. The second part of this thesis proposes a joint affine term structure model for multiple commodity futures contracts. In this model, the instantaneous short rate factor is a pure latent variable, and is jointly determined by several commodity markets. The empirical evidence, presented in this part, suggests that the path of this ``commodity market implied short rate factor'' is consistent with the policy rate. It reveals that the expectation in respect to the interest rate in the commodity market reflects and anticipates developments in monetary policy. The third part of this thesis presents a macro-finance model for the economy and the oil market, allowing us to study interactions between the convenience yield, the spot and futures markets, monetary policy and macroeconomic variables. I use the Kalman filter to represent latent variables that handle the effects of exogenous shocks to inflation and the oil price, and to deal with missing observations. Traditional models use latent variables, with little economic meaning, to explain commodity futures, while this model makes the effect of macroeconomic variables explicit. I find a significant interaction between the economy and the oil markets, including an important link in the monetary transmission mechanism, running from the policy interest rate to the convenience yield, oil price and hence inflation and policy transmission.

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Tombari, Martina. "Arbitraggio statistico su commodity". Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2013. http://amslaurea.unibo.it/5927/.

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Erbil, Bahire. "Essays on commodity prices". Thesis, University of York, 2013. http://etheses.whiterose.ac.uk/4895/.

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This thesis is a collection of five empirical essays which examine microeconomic and macroeconomic aspects of high and volatile commodity prices. The first three chapters focus more on microeconomic issues of commodity prices. The second chapter examines the dynamic relationship between the commodity futures curve and inventory levels and finds a long-run cointegrating relationship between base metal spot prices, futures prices, inventories, and interest rates. This study presents some evidence that a temporary scarcity shock, modeled as a spot price shock which changes the slope of the futures curve, does cause a reaction in commodity markets. The third chapter investigates the gasoline price and income elasticities in the U.S. which confirms the structural change in the U.S. gasoline market where demand elasticity of gasoline price and income became more inelastic over the last decade. The fourth chapter examines the dynamic impact of demand and supply shocks in the U.S. and U.K. gasoline market where results show that the U.S. gasoline prices are impacted by the global demand shock. The last two chapters concentrate more on macroeconomic impacts of commodity prices on commodity exporting countries. The fifth chapter studies the fiscal behavior in developing oil-producing countries and examines whether it is procyclical. The results reveal that total expenditure is highly procyclical in the low and middle-income groups but countercyclical in high-income countries in the sample. The results confirm that political and institutional factors, as well as financing constraints, play a role in the cyclicality of fiscal policies in the oil producing developing countries. Finally, the sixth chapter examines the dynamic relationship between exchange rates and commodity prices to determine whether commodity prices Granger cause exchange rate or exchange rates Granger cause commodity prices for a group of advanced and developing commodity-exporting economies. The study finds stronger evidence of in-sample causality from exchange rates to commodity prices for most of the countries in the sample. One of the key findings is the consistent significant causality from exchange rates to commodities for Korea.

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Bierbrauer, Michael. "Essays on commodity price risk /". Frankfurt a.M, 2008. http://opac.nebis.ch/cgi-bin/showAbstract.pl?sys=000253654.

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Fabini, Claudia. "Statistical Analysis of Commodity Prices". St. Gallen, 2009. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/04602710001/$FILE/04602710001.pdf.

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Livros sobre o assunto "Commodity"

Gilbert, Christopher L. Commodity markets, commodity futures and international commodity policy. London: University of London, Queen Mary and Westfield College, Department of Economics, 1992.

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Wallis, W. Allen. Commodity markets and commodity agreements. Washington, D.C: U.S. Dept. of State, Bureau of Public Affairs, 1986.

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Bruhm, Steven. Queer commodity. Halifax, N.S: Mount Saint Vincent University Art Gallery, 2002.

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Enke, Margit, Anja Geigenmüller e Alexander Leischnig, eds. Commodity Marketing. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-90657-3.

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Enke, Margit, Anja Geigenmüller e Alexander Leischnig, eds. Commodity Marketing. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-02925-8.

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Schofield, Neil C. Commodity Derivatives. Chichester, West Sussex, UK: John Wiley & Sons, Ltd., 2007. http://dx.doi.org/10.1002/9781118467237.

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Enke, Margit, e Martin Reimann, eds. Commodity Marketing. Wiesbaden: Gabler Verlag, 2005. http://dx.doi.org/10.1007/978-3-322-93029-3.

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Dunsby, Adam, John Eckstein, Jess Gaspar e Sarah Mulholland, eds. Commodity Investing. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119201397.

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Ronald, C. Spurga, ed. Commodity Fundamentals. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119202004.

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Enke, Margit, e Anja Geigenmüller, eds. Commodity Marketing. Wiesbaden: Gabler, 2011. http://dx.doi.org/10.1007/978-3-8349-6388-8.

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Capítulos de livros sobre o assunto "Commodity"

Punter, David. "Commodity". In Modernity, 129–31. London: Macmillan Education UK, 2007. http://dx.doi.org/10.1007/978-1-137-05030-4_21.

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Winn, Joss. "Commodity". In Critical Reflections on the Language of Neoliberalism in Education, 54–60. New York, NY : Routledge, 2021. | Series: Routledge studies in education, neoliberalism, and Marxism: Routledge, 2020. http://dx.doi.org/10.4324/9781003111580-9.

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Martin, Stewart. "Commodity". In Keywords for Marxist Art History Today, 39–46. Göttingen: V&R unipress, 2020. http://dx.doi.org/10.14220/9783737011143.39.

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Richards, Paul. "Rice as Commodity and Anti-Commodity". In Local Subversions of Colonial Cultures, 10–28. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137381101_2.

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Wiedmann, Klaus-Peter, e Dirk Ludewig. "Commodity Branding". In Commodity Marketing, 73–102. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-02925-8_4.

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Wiedmann, Klaus-Peter, e Dirk Ludewig. "Commodity Branding". In Commodity Marketing, 81–114. Wiesbaden: Gabler, 2011. http://dx.doi.org/10.1007/978-3-8349-6388-8_4.

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Enke, Margit, Martin Reimann e Anja Geigenmüller. "Commodity Marketing". In Commodity Marketing, 13–33. Wiesbaden: Gabler Verlag, 2005. http://dx.doi.org/10.1007/978-3-322-93029-3_1.

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Bender, Thomas. "Commodity Pricing". In Commodity Marketing, 241–56. Wiesbaden: Gabler Verlag, 2005. http://dx.doi.org/10.1007/978-3-322-93029-3_10.

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Wiedmann, Klaus-Peter, e Dirk Ludewig. "Commodity Branding". In Commodity Marketing, 85–120. Wiesbaden: Gabler Verlag, 2005. http://dx.doi.org/10.1007/978-3-322-93029-3_4.

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Rahman, Mahfuzur. "Commodity Problems". In World Economic Issues at the United Nations, 211–19. Boston, MA: Springer US, 2002. http://dx.doi.org/10.1007/978-1-4615-1547-0_11.

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Trabalhos de conferências sobre o assunto "Commodity"

Li, Xianyi, Shiwei Zhu, Junfeng Yu, Aiqin Yang e Mingjun Zhang. "A commodity evaluation algorithm based on commodity review abstracts". In 2018 International Conference on Artificial Intelligence and Big Data (ICAIBD). IEEE, 2018. http://dx.doi.org/10.1109/icaibd.2018.8396156.

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Zhang, Qingyu, e Mei Cao. "Commodity Supply Chain". In the 7th International Conference. New York, New York, USA: ACM Press, 2017. http://dx.doi.org/10.1145/3134383.3134397.

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Kerbyson, Darren J., Mike Lang, Gene Patino e Hossein Amidi. "An empirical performance analysis of commodity memories in commodity servers". In the 2004 workshop. New York, New York, USA: ACM Press, 2004. http://dx.doi.org/10.1145/1065895.1065903.

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Pape, Dave, Josephine Anstey e Bill Sherman. "Commodity-based projection VR". In the conference. New York, New York, USA: ACM Press, 2004. http://dx.doi.org/10.1145/1103900.1103919.

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Rieck-Hinz, Angela, e Kelvin Leibold. "Manure: The New Commodity". In Proceedings of the 19th Annual Integrated Crop Management Conference. Iowa State University, Digital Press, 2008. http://dx.doi.org/10.31274/icm-180809-945.

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Kaviani, Nima, Dmitriy Kalinin e Michael Maximilien. "Towards Serverless as Commodity". In the 5th International Workshop. New York, New York, USA: ACM Press, 2019. http://dx.doi.org/10.1145/3366623.3368135.

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Zhang, Maolin, Si Chen, Jia Zhao e Wei Gong. "Commodity-level BLE backscatter". In MobiSys '21: The 19th Annual International Conference on Mobile Systems, Applications, and Services. New York, NY, USA: ACM, 2021. http://dx.doi.org/10.1145/3458864.3466865.

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Shen, Jie, Cang Chen e Ying Gao. "Commodity Classification in Hierarchies". In 2009 International Conference on Wireless Networks and Information Systems (WNIS). IEEE, 2009. http://dx.doi.org/10.1109/wnis.2009.49.

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Rajovic, Nikola, Paul M. Carpenter, Isaac Gelado, Nikola Puzovic, Alex Ramirez e Mateo Valero. "Supercomputing with commodity CPUs". In SC13: International Conference for High Performance Computing, Networking, Storage and Analysis. New York, NY, USA: ACM, 2013. http://dx.doi.org/10.1145/2503210.2503281.

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Huang, Hao, Yunjun Gao, Kevin Chiew, Qinming He e Lu Chen. "Commodity query by snapping". In SIGIR '13: The 36th International ACM SIGIR conference on research and development in Information Retrieval. New York, NY, USA: ACM, 2013. http://dx.doi.org/10.1145/2484028.2484120.

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Relatórios de organizações sobre o assunto "Commodity"

Diebold, Francis, Laura Liu e Kamil Yilmaz. Commodity Connectedness. Cambridge, MA: National Bureau of Economic Research, agosto de 2017. http://dx.doi.org/10.3386/w23685.

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Groen, Jan J., e Paolo Pesenti. Commodity prices, commodity currencies, and global economic developments. Cambridge, MA: National Bureau of Economic Research, fevereiro de 2010. http://dx.doi.org/10.3386/w15743.

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Fally, Thibault, e James Sayre. Commodity Trade Matters. Cambridge, MA: National Bureau of Economic Research, agosto de 2018. http://dx.doi.org/10.3386/w24965.

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Chari, V. V., e Lawrence Christiano. Financialization in Commodity Markets. Cambridge, MA: National Bureau of Economic Research, setembro de 2017. http://dx.doi.org/10.3386/w23766.

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León, John Jairo, Leandro Gaston Andrian e Jorge Mondragón. Optimal Commodity Price Hedging. Banco Interamericano de Desarrollo, dezembro de 2022. http://dx.doi.org/10.18235/0004649.

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The dependence of many countries in the region on oil exports makes them vulnerable to oil price volatility. In particular, the sharp declines observed between 2014 and 2016 show how public finances weakened with significant debt increases in these countries. A strategy to mitigate the effect of sharp falls in oil prices would allow oil exporting countries to suffer a smaller impact on their public finances. This paper shows that using put options to insure against oil price hikes lowers public debt and fiscal deficits.

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Catão, Luis, e Roberto Chang. Monetary Rules for Commodity Traders. Cambridge, MA: National Bureau of Economic Research, novembro de 2012. http://dx.doi.org/10.3386/w18536.

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Sockin, Michael, e Wei Xiong. Informational Frictions and Commodity Markets. Cambridge, MA: National Bureau of Economic Research, março de 2013. http://dx.doi.org/10.3386/w18906.

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

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Devereux, Michael, e Gregor Smith. Commodity Currencies and Monetary Policy. Cambridge, MA: National Bureau of Economic Research, setembro de 2018. http://dx.doi.org/10.3386/w25076.

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Borensztein, Eduardo, Olivier Jeanne e Damiano Sandri. Macro-Hedging for Commodity Exporters. Cambridge, MA: National Bureau of Economic Research, outubro de 2009. http://dx.doi.org/10.3386/w15452.

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