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Статті в журналах з теми "Commodity movements"
Eberhardt, Markus, and Andrea Presbitero. "Commodity Price Movements and Banking Crises." IMF Working Papers 18, no. 153 (2018): 1. http://dx.doi.org/10.5089/9781484366776.001.
Повний текст джерелаYin, Libo, and Liyan Han. "Co-movements in commodity prices: Global, sectoral and commodity-specific factors." Economics Letters 126 (January 2015): 96–100. http://dx.doi.org/10.1016/j.econlet.2014.11.027.
Повний текст джерелаSumner, Daniel A. "Recent Commodity Price Movements in Historical Perspective." American Journal of Agricultural Economics 91, no. 5 (December 2009): 1250–56. http://dx.doi.org/10.1111/j.1467-8276.2009.01292.x.
Повний текст джерелаMa, Yan-Ran, Qiang Ji, Fei Wu, and Jiaofeng Pan. "Financialization, idiosyncratic information and commodity co-movements." Energy Economics 94 (February 2021): 105083. http://dx.doi.org/10.1016/j.eneco.2020.105083.
Повний текст джерелаGourinchas, Pierre-Olivier, M. Ayhan Kose, and Thomas Helbling. "Policy Responses to Commodity Price Movements—1." IMF Economic Review 60, no. 4 (December 2012): 465–69. http://dx.doi.org/10.1057/imfer.2012.23.
Повний текст джерелаGourinchas, Pierre-Olivier, M. Ayhan Kose, and Thomas Helbling. "Policy Responses to Commodity Price Movements—2." IMF Economic Review 61, no. 1 (April 2013): 1–5. http://dx.doi.org/10.1057/imfer.2013.8.
Повний текст джерелаCharlot, Philippe, Olivier Darné, and Zakaria Moussa. "Commodity returns co-movements: Fundamentals or “style” effect?" Journal of International Money and Finance 68 (November 2016): 130–60. http://dx.doi.org/10.1016/j.jimonfin.2016.07.001.
Повний текст джерелаAzhar, Rialdi, Febryan Kusuma Wisnu, Fajrin Satria Dwi Kesuma, Widya Rizki Eka Putri, and Rian Andri Prasetya. "State-space Implementation in Forecasting Carbon and Gas Prices in Commodity Markets." International Journal of Energy Economics and Policy 12, no. 3 (May 18, 2022): 280–86. http://dx.doi.org/10.32479/ijeep.12894.
Повний текст джерелаHerlina, Deswita, and Amalia Romadhona. "Price analysis between commodity groups of inflation in Banten province from 2008 to 2018." International Journal of Financial, Accounting, and Management 2, no. 4 (March 1, 2021): 235–71. http://dx.doi.org/10.35912/ijfam.v2i4.447.
Повний текст джерелаCahyaningrum, Anisha Wirasti. "FORMATION OF COMPOSITE GLOBAL COMMODITY PRICES AS AN INFLATION INDICATOR FOR EAST JAVA." East Java Economic Journal 2, no. 2 (August 5, 2021): 210–17. http://dx.doi.org/10.53572/ejavec.v2i2.20.
Повний текст джерелаДисертації з теми "Commodity movements"
Perry, Debra Lynn. "Commodity prices and real exchange rate movements." Thesis, London Business School (University of London), 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.336607.
Повний текст джерелаSamayoa, Hector Augusto Valle. "Essays on the macroeconomics of commodity price movements and balance sheet effects." Thesis, University of Bristol, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.547835.
Повний текст джерелаPindyck, Robert S., and Julio Rotemberg. "The excess co-movement of commodity prices." MIT Energy Lab, 1987. http://hdl.handle.net/1721.1/27201.
Повний текст джерелаOberlander, Kristin M. "CULTURES IN OPPOSITION: THE BATTLE BETWEEN CORPORATE ORGANICS AND THE ORGANIC MOVEMENT." Oxford, Ohio : Miami University, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=miami1155088707.
Повний текст джерелаTay, Yi Lin Adeline. "The Slow Food Movement : an étude on commodity, time, ethics and aesthetics in contemporary life." Thesis, University of Bristol, 2009. http://hdl.handle.net/1983/f7f2bd57-4cea-418f-b3d0-f5d632cfc896.
Повний текст джерелаReick, Philipp [Verfasser]. ""Labor is not a Commodity!" : The Movement to Shorten the Workday in Late Nineteenth-Century Berlin and New York / Philipp Reick." Frankfurt am Main : Campus Verlag, 2016. http://www.campus.de/home/.
Повний текст джерелаWolfe, Jillian Marie. "Finding common ground: the fair trade and local food movements in Canada." 2012. http://hdl.handle.net/1993/5261.
Повний текст джерела"The excess co-movement of commodity prices." Sloan School of Management, Massachusetts Institute of Technology, 1987. http://hdl.handle.net/1721.1/2193.
Повний текст джерелаBoako, Gideon. "Studies on African equity markets and global shocks : co-movement, contagion, and diversification." Thesis, 2016. https://hdl.handle.net/10539/23818.
Повний текст джерелаThe global financial system has experienced turmoil in the past three decades, at the least. Although the shocks originate abroad, they possess some rippling effects on African economies. The essence of market integration and cross-border listings of stocks has fueled the need for African markets to be well integrated with the global economy. Despite this need, available empirical literature exploring the integration of African markets regionally, and with the rest of the world appear unclear. Moreover, the possibility of global shocks transmitting to Africa via its emerging equity markets remains underexplored. At the same time, such knowledge is critical for not only understanding the functioning of equity markets in particular, but also important for regulating the financial system in general. This thesis addresses these gaps inherent in extant literature and proffer empirical and theoretical solutions by exploring the nexus between African stock markets and global shocks. The emphasis is on contagion, co-movement, and diversification. The thesis is organized into four empirical essays, each deeply touching on specific theme (s) that form the core of the problems or research questions under investigation while employing advanced econometric techniques that underpin the modeling of asset returns. The first essay examines the capacity of African equity markets to act as ‗hubs‘ for portfolio investors during tranquil and turbulent conditions of global equity and commodity markets. The findings posit that African stock markets provide decorrelation from commodity and global equity markets during extreme market conditions. To the extent that the results reveal the strength of African stocks in cushioning international portfolio investors in a mean-variance stand-point during market crashes, the essay helps to decay doubts in the minds of investors on the perceived lack of capacity of the continent‘s stocks to yield higher expected risk-return trade-offs during global market sell-offs. The implication of the study is that given the recent history of commodities and global stocks, fund managers around the world seeking viable alternatives to compensate for losses from commodity shocks through uncorrelated markets may consider the equity markets in Africa, albeit on account of volatility persistence, present and past market conditions, markets stability, as well as size and liquidity issues. The second essay examines regional and global co-movement of African stock markets using the three-dimensional continuous Morlet wavelet transform methodology. The essay establishes evidence of stronger co-movements broadly narrowed to short-run fluctuations. The co-movements are time-varying and commonly non-homogeneous – with phase difference arrow vectors implying lead-lag African Equity Markets and Global Shocks 2016 © Gideon Boako Page iii relationships. The presence of lead-lag effects and stronger co-movements at short-run fluctuations may induce arbitrage and diversification opportunities to both local and international investors with long-term investment horizons. The findings also reveal that some African equity markets are, to a degree, segmented from volatilities of the dollar and euro exchange rates. The third essay sheds light on whether African equity markets decoupled from, and / or converged with regional and global markets from 2003 to 2014, and analyzes the implications of that for shocks spillovers. Although there is no evidence of African markets convergence either regionally or globally, shock propagation exists in a time-varying setting. Regional markets in Africa are not just ‗shock absorbers‘ but also ‗shock transmitters‘. In the last essay, the dependence structure and (extreme) downside developed equity markets and currency price risk spillover effects to African stock markets using value-at-risk (VaR) and conditional value-at-risk (CoVaR) based on stochastic copulas is modeled. The study finds evidence of non-homogenous weak negative dependence between stocks and the USD and EUR exchange rates. Except for Egypt, there is evidence of positive significant dependencies between all African markets and their developed counterparts. Although, evidence of both uni-directional and bidirectional causality, as well as upper and lower tail dependencies are found across the stocks and currency markets, only some minuscule evidence of downside spillover effects was recorded, albeit episodic. It is observed that propagation of shocks from the GFC had a second round effect in African stock markets. Thus, the impact of the GFC to African economies was not through the credit crunches and liquidity freezes in Phase I of the crisis, but rather through the global recession that followed into the second phase. The findings are consistent with the view that global shocks propagation to developing markets may stagger during crisis and intensify post-crisis. A practical implication from the results is that given the relatively scarce resources and levels of technological know-how available to African governments, efforts to wean the continent‟s equity markets from adverse effects of global market crashes should be geared towards plans and programmes to mitigate the shocks not at the early stages but latter stages, where the effects to Africa could be prominently felt. Three key arguments are deduced from all the essays. First, although financial market underdevelopment seems prima-facie, to help countries isolate themselves against immediate contagion, it also reduces the ability of the real economy to cushion the impact of the crisis. African Equity Markets and Global Shocks 2016 © Gideon Boako Page iv Therefore, the argument of the thesis is that despite the common fear that a highly integrated and developed market may present fertile grounds for shock spillover, Africa must continue to pursue programmes aimed at enhancing inter and intra-regional integration. However, the degree and extent of both inter- and intra-regional integration ought to be pegged at certain optimal levels in order to reap benefits from scale economies. Such endeavours at integration will not only help in risk diversification but also help smooth the impact of shocks. The second argument is that, the proposition of the ―decoupling theory‖ i.e. returns of African equity markets and global stocks are not jointly normal during crisis periods may not be entirely tenable, empirically. Thirdly, the thesis argues that the “shift-contagion” theory may not reflect the reality for Africa, particularly during initial stages of crisis. Instead, the thesis suggests an extension and argues for a “delayed-shift contagion” theory. Keywords: Decoupling, shift-contagion, spillover effects, CoVaR, exchange rates, commodities. JEL Classification: C40, C58, F31, F36, G10, G11, G15,
GR2018
Yeh, Chao-kun, and 葉昭昆. "The Impact of the US Interest Rate Movement on the Global Stock and Commodity Markets." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/rr4r6e.
Повний текст джерела國立中山大學
高階經營碩士班
96
This research would like to study the influence that US has on the global market by proving the global stock and commodity markets are correlated to the Fed''s interest rate policy. Meanwhile, hope this research can help investors to evaluate the market trend and make appropriate investment decision. we look into detail by examining the correlation between the US stock market and different periods of rate hike, rate cut and neutral, respectively. The results are : (1) In rate hike period, normally, the US stock market performed well. It''s the time with economy booming at high growth rate and strong domestic demand that the Fed needs to take action, hiking rate, to cool down the market. (2) In the rate cut period, the US stock market was not good. That is because the rate cut decision is normally adopted due to slowing down economy, weak domestic demand, and stock market underperformance. Thus, the accumulated performance won''t be too exciting during the rate cut period. (3) In the neutral period, the stock market performed excellently. Especially at the time after Fed''s rate cut period, the stock market is booming due to the high liquidity and low interest rate environment, stimulating consumers spending and enterprises investment. (4) In the rate hike period, the oil price and commodity index (comprised by Reuters by averaging19 different commodity future index) were at the best performance. Besides, it also benefited the energy related share price. However, in the rate cut or neutral period, they were up and down without clear trend. (5) At the last, we further study the unexpected rate cut will surprise the market in upside. Given the results of these examinations, it is a good timing to buy when it''s approaching the end of rate cut period. If the rate cut is unexpected or the extent is over expectation, investors shouldn''t be too pessimistic. Instead, they should believe the government will continuously introduce favorable policy to boost the economy and it is good timing to invest in stock market.
Книги з теми "Commodity movements"
Fold, Niels. Globalization and restructuring of African commodity flows. Uppsala: Nordiska Afrikainstitutet, 2008.
Знайти повний текст джерелаČapek, Stella M. Community versus commodity: Tenants and the American city. Albany: State University of New York Press, 1992.
Знайти повний текст джерелаUnited States. Congress. House. Committee on Agriculture. Hearing to review dramatic movements in agriculture and energy commodity markets: Hearing before the Committee on Agriculture, House of Representatives, One Hundred Tenth Congress, second session, Thursday, September 11, 2008. Washington: U.S. G.P.O., 2009.
Знайти повний текст джерелаHearing to review dramatic movements in agriculture and energy commodity markets: Hearing before the Committee on Agriculture, House of Representatives, One Hundred Tenth Congress, second session, Thursday, September 11, 2008. Washington: U.S. G.P.O., 2009.
Знайти повний текст джерелаManagement, United States Congress House Committee on Agriculture Subcommittee on General Farm Commodities and Risk. Hearing to review the source of dramatic movements in the commodity markets (agriculture and energy): A change in market fundamentals or influence of institutional investors? : hearing before the Subcommittee on General Farm Commodities and Risk Management of the Committee on Agriculture, House of Representatives, One Hundred Tenth Congress, second session, May 15, 2008. Washington: U.S. G.P.O., 2008.
Знайти повний текст джерелаHearing to review the source of dramatic movements in the commodity markets (agriculture and energy): A change in market fundamentals or influence of institutional investors? : hearing before the Subcommittee on General Farm Commodities and Risk Management of the Committee on Agriculture, House of Representatives, One Hundred Tenth Congress, second session, May 15, 2008. Washington: U.S. G.P.O., 2008.
Знайти повний текст джерелаCole, Harold L. Commodity trade and international risk sharing: How much do financial markets matter? Cambridge, MA: National Bureau of Economic Research, 1989.
Знайти повний текст джерелаPindyck, Robert S. The excess co-movement of commodity prices. Cambridge, MA: National Bureau of Economic Research, 1988.
Знайти повний текст джерелаThe global economic crisis: Systemic failures and multilateral remedies. New York: United Nations, 2009.
Знайти повний текст джерелаPalaskas, Theodosios B. Is there excess co-movement of primary commodity prices?: A co-integration test. Washington, D.C. (1818 H St., NW, Washington 20433): International Economics Dept., World Bank, 1991.
Знайти повний текст джерелаЧастини книг з теми "Commodity movements"
Schmitz, Jochen, and Oliver von Ledebur. "Approaches to Assess Higher Dimensional Price Volatility Co-movements." In Methods to Analyse Agricultural Commodity Price Volatility, 133–48. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-7634-5_8.
Повний текст джерелаMa, Lingjie. "How to Forecast Commodity Price Movements: Time Series Models." In Quantitative Investing, 229–83. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-47202-3_6.
Повний текст джерелаSaadi, Hadj. "Price Co-movements in International Markets and Their Impacts on Price Dynamics." In Methods to Analyse Agricultural Commodity Price Volatility, 149–63. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-7634-5_9.
Повний текст джерелаFerrando, Tomaso. "The UN Food Systems Summit: Disaster Capitalism and the Future of Food." In Beyond Global Food Supply Chains, 139–53. Singapore: Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-3155-0_11.
Повний текст джерелаFernández-Avilés, Gema, Jose-María Montero, and Lidia Sanchis-Marco. "Measuring Financial Risk Co-movement in Commodity Markets." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 341–44. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89824-7_61.
Повний текст джерелаGuhathakurta, Kousik, Norbert Marwan, Basabi Bhattacharya, and A. Roy Chowdhury. "Understanding the Interrelationship Between Commodity and Stock Indices Daily Movement Using ACE and Recurrence Analysis." In Springer Proceedings in Mathematics & Statistics, 211–30. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-09531-8_13.
Повний текст джерелаKINGSMAN, BRIAN G. "Commodity Price Movements." In Raw Materials Purchasing, 16–40. Elsevier, 1985. http://dx.doi.org/10.1016/b978-0-08-029975-4.50009-7.
Повний текст джерелаWigan, Marc R. "Indicators for Urban Commodity Movements." In Behavioural Travel Modelling, 577–611. Routledge, 2021. http://dx.doi.org/10.4324/9781003156055-34.
Повний текст джерелаMARKUSEN, James R. "FACTOR MOVEMENTS AND COMMODITY TRADE AS COMPLEMENTS." In World Scientific Studies in International Economics, 325–40. WORLD SCIENTIFIC, 2021. http://dx.doi.org/10.1142/9789811222962_0015.
Повний текст джерелаSnyder, Saskia Coenen. "Conclusion." In A Brilliant Commodity, 185—C6.F3. Oxford University PressNew York, 2022. http://dx.doi.org/10.1093/oso/9780197610473.003.0007.
Повний текст джерелаТези доповідей конференцій з теми "Commodity movements"
Maldonado, Isabel, and Carlos Pinho. "Co-movements Between Financial and Commodity Markets." In The 6th International Virtual Scientific Conference. Publishing Society, 2017. http://dx.doi.org/10.18638/ictic.2017.6.1.311.
Повний текст джерелаChaffers, James. "Citizen - Building and Place Making in the Design of Cities." In 1995 ACSA International Conference. ACSA Press, 1995. http://dx.doi.org/10.35483/acsa.intl.1995.17.
Повний текст джерелаDemir, Emre. "THE EMERGENCE OF A NEO-COMMUNITARIAN MOVEMENT IN THE TURKISH DIASPORA IN EUROPE: THE STRATEGIES OF SETTLEMENT AND COMPETITION OF GÜLEN MOVEMENT IN FRANCE AND GERMANY." In Muslim World in Transition: Contributions of the Gülen Movement. Leeds Metropolitan University Press, 2007. http://dx.doi.org/10.55207/bkir8810.
Повний текст джерелаLewyta, Michael. "Commodity Movement Tracking (CMT): Bridging Operations and Commercial Transactions." In 2004 International Pipeline Conference. ASMEDC, 2004. http://dx.doi.org/10.1115/ipc2004-0312.
Повний текст джерелаHanif, Asif, Mazher Iqbal, and Farasat Munir. "WiSpy: Through-Wall Movement Sensing and Person Counting Using Commodity WiFi Signals." In 2018 IEEE Sensors. IEEE, 2018. http://dx.doi.org/10.1109/icsens.2018.8589770.
Повний текст джерелаSinatrya, Nadika Sigit, Indra Budi, and Aris Budi Santoso. "Classification of Stock Price Movement With Sentiment Analysis and Commodity Price: Case Study of Metals and Mining Sector." In 2022 International Conference on Advanced Computer Science and Information Systems (ICACSIS). IEEE, 2022. http://dx.doi.org/10.1109/icacsis56558.2022.9923452.
Повний текст джерелаRasool, Noman, and Waqas Un Nabi. "Pipeline Operations Improvement With Ultrasonic Meter Diagnostics." In 2018 12th International Pipeline Conference. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/ipc2018-78266.
Повний текст джерелаJutras, Joseph, and Rick Barlow. "Reality Check: Improving Real-Time Pipeline Monitoring Using Near Real-Time Fluid Data." In 2008 7th International Pipeline Conference. ASMEDC, 2008. http://dx.doi.org/10.1115/ipc2008-64508.
Повний текст джерелаМорозов, М. Ю. "Historical-Philosophical Research as a Fractal Universe Breaking." In Современное социально-гуманитарное образование: векторы развития в год науки и технологий: материалы VI международной конференции (г. Москва, МПГУ, 22–23 апреля 2021 г.). Crossref, 2021. http://dx.doi.org/10.37492/etno.2021.54.89.063.
Повний текст джерелаKraemer, Karl Michael, Falk Mueller, Christian Kontermann, and Matthias Oechsner. "Towards a Better Understanding of Crack Growth in Nickel-Cast Alloys Under Creep-Fatigue and Thermo-Mechanical Fatigue Conditions." In ASME Turbo Expo 2019: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/gt2019-92028.
Повний текст джерелаЗвіти організацій з теми "Commodity movements"
Pindyck, Robert, and Julio Rotemberg. The Excess Co-Movement of Commodity Prices. Cambridge, MA: National Bureau of Economic Research, July 1988. http://dx.doi.org/10.3386/w2671.
Повний текст джерела