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Статті в журналах з теми "Financialization of commodities"
Michał Falkowski, Michał Falkowski. "Financialization of commodities." Contemporary Economics 5, no. 4 (December 27, 2011): 4. http://dx.doi.org/10.5709/ce.1897-9254.24.
Повний текст джерелаTeixeira, Rodrigo Alves, and Tomas Nielsen Rotta. "Valueless Knowledge-Commodities and Financialization." Review of Radical Political Economics 44, no. 4 (February 3, 2012): 448–67. http://dx.doi.org/10.1177/0486613411434387.
Повний текст джерелаZłoty, Marcin. "Financialization of Commodity Market." Studia Humana 10, no. 3 (June 1, 2021): 53–60. http://dx.doi.org/10.2478/sh-2021-0018.
Повний текст джерелаZaremba, Adam. "Portfolio Diversification with Commodities in Times of Financialization." International Journal of Finance & Banking Studies (2147-4486) 4, no. 1 (January 21, 2015): 18–36. http://dx.doi.org/10.20525/ijfbs.v4i1.202.
Повний текст джерелаBASAK, SULEYMAN, and ANNA PAVLOVA. "A Model of Financialization of Commodities." Journal of Finance 71, no. 4 (July 13, 2016): 1511–56. http://dx.doi.org/10.1111/jofi.12408.
Повний текст джерелаHandika, Rangga, and Iswahyudi Sondi Putra. "Commodities returns’ volatility in financialization era." Studies in Economics and Finance 34, no. 3 (August 7, 2017): 344–62. http://dx.doi.org/10.1108/sef-10-2015-0254.
Повний текст джерелаZelazny, Jan. "Financialization and Commodity Market Stability." e-Finanse 12, no. 4 (June 27, 2017): 33–42. http://dx.doi.org/10.1515/fiqf-2016-0006.
Повний текст джерелаTang, Ke, and Wei Xiong. "Index Investment and the Financialization of Commodities." Financial Analysts Journal 68, no. 6 (November 2012): 54–74. http://dx.doi.org/10.2469/faj.v68.n6.5.
Повний текст джерелаOrdu-Akkaya, Beyza Mina, and Ugur Soytas. "Unconventional monetary policy and financialization of commodities." North American Journal of Economics and Finance 51 (January 2020): 100902. http://dx.doi.org/10.1016/j.najef.2018.12.014.
Повний текст джерелаOuyang, Ruolan, and Xuan Zhang. "Financialization of agricultural commodities: Evidence from China." Economic Modelling 85 (February 2020): 381–89. http://dx.doi.org/10.1016/j.econmod.2019.11.009.
Повний текст джерелаДисертації з теми "Financialization of commodities"
Satik, Erdogdu. "The Crossroads Of Knowledge And Financialization." Phd thesis, METU, 2013. http://etd.lib.metu.edu.tr/upload/12615744/index.pdf.
Повний текст джерелаinformation hiding,'
which is intrinsic to nearly-decomposable systems or modular architecture because they are built on an ignorance on the parts in regard to the other parts and the whole of system. Such (hidden) design information that gives rise to parts or modules creates, at the same time, the future paths of action or (real) options, according to real-options perspective. When the two perspectives are combined, knowledge production, as distinct from subsequent knowledge commodity production, basically becomes an option creation process. Then, it becomes possible to argue that the concurrence of knowledge and finance is not a coincidence at all because the logics of accumulation is no different but almost identical, which is the second level of the two-folded account attempted in this study. The main contribution of this thesis is to build an account that links financialization to knowledge via the notion of modularity. Such an account sees financialization as a reflection and consequence of a value-driven permanent innovation economy developed under the '
IT paradigm'
in order to exploit a surplus peculiar and intrinsic to the modular structure that makes '
information hiding'
an integral part of such architectures since they are by definition built on an ignorance on the parts in regard to the other parts and the whole of system.
Momoli, Tommaso. "Financialization of the commodity future markets: a SVAR model approach." Master's thesis, reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10362/26207.
Повний текст джерелаApproved for entry into archive by Josineide da Silva Santos Locatelli (josineide.locatelli@fgv.br) on 2017-03-29T11:04:04Z (GMT) No. of bitstreams: 1 Tommaso.Momoli Thesis FGV.pdf: 2459609 bytes, checksum: 56072be31042eb761414eba91a983961 (MD5)
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This is a study regarding the impact of the index investments in the Commodity Future Market. The models applied, focus on the Causal Analysis and the Impulse Response Function through an orthogonalisation of the Vector of Auto Regression (SVAR), this allow to extract lead/lag correlation between the Index and First nearby Return for different Futures Sectors and in addition response to shocks in different equation. The study is divided in three different period, to reflect before and after the Financialization and then after the introduction in the market of the new generation of commodity Indexes. The results show a different behaviors of the parameters throughout time with a particular emphasis for the most traded Commodities to lead the others.
Trata-se de um estudo sobre o impacto dos investimentos em índices no mercado futuro de commodities. Os modelos aplicados, enfocam a Análise Causal e a Função de Resposta ao Impulso através de uma ortogonalização do Vetor de Auto Regressão (SVAR), permitindo extrair a correlação lead / lag entre o Índice e o Primeiro Retorno próximo para diferentes Setores Futuros e, A choques em diferentes equações. O estudo é dividido em três períodos diferentes, para refletir antes e depois da Financialização e, em seguida, após a introdução no mercado da nova geração de índices de commodities. Os resultados mostram um comportamento diferente dos parâmetros ao longo do tempo com uma ênfase particular para os Commodities mais negociados para liderar os outros.
Momoli, Tommaso. "Financialization of the commodity future markets: a SVAR model approach." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/18105.
Повний текст джерелаApproved for entry into archive by Josineide da Silva Santos Locatelli (josineide.locatelli@fgv.br) on 2017-03-29T11:04:04Z (GMT) No. of bitstreams: 1 Tommaso.Momoli Thesis FGV.pdf: 2459609 bytes, checksum: 56072be31042eb761414eba91a983961 (MD5)
Made available in DSpace on 2017-03-29T12:16:39Z (GMT). No. of bitstreams: 1 Tommaso.Momoli Thesis FGV.pdf: 2459609 bytes, checksum: 56072be31042eb761414eba91a983961 (MD5) Previous issue date: 2017-01-25
This is a study regarding the impact of the index investments in the Commodity Future Market. The models applied, focus on the Causal Analysis and the Impulse Response Function through an orthogonalisation of the Vector of Auto Regression (SVAR), this allow to extract lead/lag correlation between the Index and First nearby Return for different Futures Sectors and in addition response to shocks in different equation. The study is divided in three different period, to reflect before and after the Financialization and then after the introduction in the market of the new generation of commodity Indexes. The results show a different behaviors of the parameters throughout time with a particular emphasis for the most traded Commodities to lead the others.
Trata-se de um estudo sobre o impacto dos investimentos em índices no mercado futuro de commodities. Os modelos aplicados, enfocam a Análise Causal e a Função de Resposta ao Impulso através de uma ortogonalização do Vetor de Auto Regressão (SVAR), permitindo extrair a correlação lead / lag entre o Índice e o Primeiro Retorno próximo para diferentes Setores Futuros e, A choques em diferentes equações. O estudo é dividido em três períodos diferentes, para refletir antes e depois da Financialização e, em seguida, após a introdução no mercado da nova geração de índices de commodities. Os resultados mostram um comportamento diferente dos parâmetros ao longo do tempo com uma ênfase particular para os Commodities mais negociados para liderar os outros.
Ling, Julien. "An empirical analysis of systemic risk in commodity futures markets." Thesis, Paris Sciences et Lettres (ComUE), 2018. http://www.theses.fr/2018PSLED022/document.
Повний текст джерелаThis thesis aims at studying systemic risk in commodity futures markets. A whole strand of the literature is dedicated to the "financialization of commodity markets", but also to the influence of the existence of futures markets on the spot price of their underlying asset. Indeed, since these commodity futures have been largely used by in asset management as diversifying assets, their financialization has raised concerns, especially seeing the evolution of their price, which seems to be similar to that of financial assets. My interest here is thus to quantify this systemic risk, provide a toolbox to assess the consequences of various scenarios (stress tests), but also to assess which markets should be monitored more closely (because they could threaten the real economy or the whole system)
Lambinet, Rémy. "Financiarisation des marchés de matières premières." Thesis, Paris 9, 2014. http://www.theses.fr/2014PA090042.
Повний текст джерелаCommodity prices rise observed during the 2000s being concomitant with the increasing presence of financial agents has sparked the researchers’ interest. This price increase occurred while commodity markets have been transformed by new financial instruments or larger investments in these markets. The first chapter of this thesis are studying the impact on commodities of Exchange-Traded Products (ETPs) whose purpose is to provide investors a passive exposure to commodities. During this study, it is shown that the mechanism (called creation / redemption) used to deliver the performance of the underlying commodity to the investors has an impact on the price of the underlying asset, its volatility and its correlation with the stock market. The second chapter demonstrates that ETPs have become major contributors to the price discovery process whereas traditionally this function was performed by the futures market. The final chapter of this PhD thesis is studying seasonality in both the prices and positions of different types of agents on the futures market for agricultural commodities. The results show that seasonal positions in the futures market have been changed by the increased presence of financial agents. This thesis quantifies and demonstrates that new investment vehicles and an increasing number of positions of financial investors in the futures market have changed the financial and fundamental characteristics of commodity markets
Jaeck, Edouard. "Hétérogénéité, financiarisation et formation des prix dans les marchés dérivés de matières premières." Thesis, Paris Sciences et Lettres (ComUE), 2017. http://www.theses.fr/2017PSLED003/document.
Повний текст джерелаCommodity futures markets have a long history. However, since the beginning of the 21st century, both the financialization process and the development of futures markets on a non-storable commodity (the electricity) have shake up their functioning.The three essays of this thesis study theoretically and empirically commodity futures markets in different situations of functioning.The first essay is an empirical study that shows that the Samuelson effect exists on electricity derivative markets. As a consequence, it shows that storage is not a necessary condition for such an effect.The second essay is a model that shows how the dynamic behavior of storable commodity prices on a segmented futures market is affected by its physical characteristics, and more precisely by the cost of storage.Further, the third essay is a model that shows that financialization changes the risk sharing function of commodity futures markets, whatever the concerned maturity
Fam, Papa Gueye. "Marchés des matières premières agricoles et dynamique des cours : un réexamen par la financiarisation." Thesis, Toulon, 2016. http://www.theses.fr/2016TOUL2002/document.
Повний текст джерелаFaced with instability of agricultural commodities’ prices and its consequences especially for developing countries, the first part of this thesis is devoted to the presentation of food commodities’ prices, including recent developments with respect to the offering, taking into account the consequences of global warming and demand, as well as the importance of biofuels. It is also question to present the financialization of economies, and the doubts that take over the role of speculation on the futures markets or the implementation of monetary policies, on the spot prices observed on physical agricultural commodities markets. Following the advanced literature reflections and elements, the second part proceeds of two empirical studies, the first one focused on the impact of speculation about the financial futures markets on the underlying asset’s price (agricultural), while the second one examines the role of money markets through the capacities of the central banker to stabilize short-term interest rates. On this basis, conclusions but also future research are established due to the continuation of the economies financialization process
Книги з теми "Financialization of commodities"
Ke, Tang. Index investment and financialization of commodities. Cambridge, MA: National Bureau of Economic Research, 2010.
Знайти повний текст джерелаMcGill, Sarah. The Financialization Thesis Revisited: Commodities as an Asset Class. Edited by Gordon L. Clark, Maryann P. Feldman, Meric S. Gertler, and Dariusz Wójcik. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780198755609.013.51.
Повний текст джерелаBaker, H. Kent, Greg Filbeck, and Jeffrey H. Harris, eds. Commodities. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.001.0001.
Повний текст джерелаMixon, Scott. Research Issues in Commodities and Commodity Derivatives. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0027.
Повний текст джерелаЧастини книг з теми "Financialization of commodities"
Carmona, René. "Financialization of the Commodities Markets: A Non-technical Introduction." In Commodities, Energy and Environmental Finance, 3–37. New York, NY: Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2733-3_1.
Повний текст джерелаNijs, Luc. "Commodities III: Speculation on (Agricultural) Commodity Derivatives and Financialization of Commodity-Price Formation." In The Handbook of Global Agricultural Markets, 401–42. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137302342_16.
Повний текст джерелаCasparri, María-Teresa, Esteban Otto-Thomasz, and Gonzalo Rondinone. "The Commodities Financialization As a New Source of Uncertainty: The Case of the Incidence of the Interest Rate Over the Maize Price During 1990–2014." In Advances in Intelligent Systems and Computing, 299–307. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-19704-3_25.
Повний текст джерелаBilić, Paško, Toni Prug, and Mislav Žitko. "Financialization and Regulation." In The Political Economy of Digital Monopolies, 99–128. Policy Press, 2021. http://dx.doi.org/10.1332/policypress/9781529212372.003.0005.
Повний текст джерелаTriantafyllou, Athanasios. "Investing in Commodities in Times of Uncertainty and Lax Monetary Policy." In Recent Advances and Applications in Alternative Investments, 1–36. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-2436-7.ch001.
Повний текст джерелаTriantafyllou, Athanasios. "Investing in Commodities in Times of Uncertainty and Lax Monetary Policy." In Research Anthology on Macroeconomics and the Achievement of Global Stability, 860–88. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-6684-7460-0.ch047.
Повний текст джерелаJessop, Bob. "A Polanyian paradox: money and credit as fictitious commodities, financialization, finance-dominated accumulation, and financial crises." In Capitalism in Transformation, 75–90. Edward Elgar Publishing, 2019. http://dx.doi.org/10.4337/9781788974240.00011.
Повний текст джерелаMatthews, John T. "Slave Capitalism in Faulkner." In Faulkner and Slavery, 3–22. University Press of Mississippi, 2021. http://dx.doi.org/10.14325/mississippi/9781496834409.003.0001.
Повний текст джерелаЗвіти організацій з теми "Financialization of commodities"
Tang, Ke, and Wei Xiong. Index Investment and Financialization of Commodities. Cambridge, MA: National Bureau of Economic Research, September 2010. http://dx.doi.org/10.3386/w16385.
Повний текст джерела