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Ncr Conference On Applied Commodity Price Analysis Forecasting And Market Risk Management
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Book Synopsis Modeling and Forecasting Primary Commodity Prices by : Walter C. Labys
Download or read book Modeling and Forecasting Primary Commodity Prices written by Walter C. Labys and published by Routledge. This book was released on 2017-03-02 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent economic growth in China and other Asian countries has led to increased commodity demand which has caused price rises and accompanying price fluctuations not only for crude oil but also for the many other raw materials. Such trends mean that world commodity markets are once again under intense scrutiny. This book provides new insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of the most recent methods of statistical time series analysis. The latter utilize econometric methods concerned with structural breaks, unobserved components, chaotic discovery, long memory, heteroskedasticity, wavelet estimation and fractional integration. Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range. The price forecasting involves structural time series trend plus cycle and cyclical trend models. Practical applications focus on the price behaviour of more than twenty international commodity markets.
Book Synopsis NCR Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St. Louis, Missouri, April 26-27, 1988 by :
Download or read book NCR Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St. Louis, Missouri, April 26-27, 1988 written by and published by . This book was released on 1988 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Options, Futures, and Agricultural Commodity Programs by :
Download or read book Options, Futures, and Agricultural Commodity Programs written by and published by . This book was released on 1988 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Issues and Options Related to the Reporting and Analysis of Retail Prices and Price Spreads for Beef by :
Download or read book Issues and Options Related to the Reporting and Analysis of Retail Prices and Price Spreads for Beef written by and published by . This book was released on 1988 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Performance, Managerial Skill, and Factor Exposures in Commodity Trading Advisors and Managed Futures Funds by : S. Burcu Avci
Download or read book Performance, Managerial Skill, and Factor Exposures in Commodity Trading Advisors and Managed Futures Funds written by S. Burcu Avci and published by Dissertation.com. This book was released on 2019-10-15 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding risk is important. Prior to 2008, as the yields on safe assets hit rock bottom, investors began to focus on an alphabet soup of more complex instruments. These complex securities were rated AAA and appeared as safe as U.S. Treasuries, but with much higher yields. The 2008 financial crisis revealed, however, that higher yields on these instruments came with higher risk, albeit too late for these investors. This study seeks to understand the risk–return tradeoff, managerial skill, and factor exposures on the risk-return tradeoff in two financial instruments that have been limitedly investigated: commodity trading advisors (CTAs) and managed futures funds (MFFs). This study begins by documenting the differences between CTAs/MFFs and hedge funds and mutual funds, starting with the legal and operational differences. Next, it conducts a performance analysis, which indicates that CTAs and MFFs, as standalone investment vehicles, provide returns that are higher than the average market returns in bear markets, while carrying lower risk. The strong standing of CTAs and MFFs in bear markets earn them their reputation as “downside risk protectors.” CTAs and MFFs are profitable individual assets but adding these funds to classical asset portfolios enhances portfolio performance significantly. This feature makes them strong hedging assets. As expected, their performance is below that of standard assets in up markets. Chapter 4 finds that the superior performance of CTAs and MFFs can be explained by managerial skill. Positive and significant Jensen alphas are evidence of good performance; moreover, the persistence of the Jensen alphas is supported by both parametric and non-parametric tests. Incentive fees and fund age are found to be positively related to managerial skill, while (somewhat surprisingly) management fees are found to be negatively related to it. Chapter 5 finds that many financial and macroeconomic factors are statistically unrelated to CTA and MFF performance. However, the value premium (HML) factor and industrial production growth (IPG) are correlated with their performance. HML has a relation effect on one-month-ahead fund returns, whereas IPG has a negative association with them. Nonparametric tests support these results marginally. Overall, these findings suggest that both CTAs and MFFs use well-known and well-established predictors of expected returns to generate their alphas.
Book Synopsis The Accuracy of USDA's Export Forecasts by : Stephen MacDonald
Download or read book The Accuracy of USDA's Export Forecasts written by Stephen MacDonald and published by . This book was released on 1992 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry Publisher : ISBN 13 : Total Pages :164 pages Book Rating :4.:/5 (319 download)
Book Synopsis Nominations of Duane C. Acker, James B. Huff, Sr., Betty Jo Nelsen, and Daniel A. Sumner by : United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry
Download or read book Nominations of Duane C. Acker, James B. Huff, Sr., Betty Jo Nelsen, and Daniel A. Sumner written by United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry and published by . This book was released on 1992 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Review of Research in Futures Markets by :
Download or read book Review of Research in Futures Markets written by and published by . This book was released on 1994 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consists of the proceedings of seminars on futures markets held by the Chicago Board of Trade.
Book Synopsis A Kaizen Approach to Food Safety by : Victoria Hill
Download or read book A Kaizen Approach to Food Safety written by Victoria Hill and published by Springer Science & Business Media. This book was released on 2014-04-12 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a Management Science approach to quality management in food production. Aspects of food quality, product conformance and reliability/food safety are examined, starting with wheat and ending with its value chain transformation into bread. Protein qualities that influence glycemic index levels in bread are used to compare the value chains of France and the US. With Kaizen models the book shows how changes in these characteristics are the result of management decisions made by the wheat growers in response to government policy and industry strategy. Lately, it provides step-by-step instructions on how to apply kaizen methodology and Deming's work on quality improvement to make the HACCPs (Hazard Analysis and Critical Control Points) in food safety systems more robust.
Author :United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry. Subcommittee on Research, Nutrition, and General Legislation Publisher : ISBN 13 : Total Pages :196 pages Book Rating :4.:/5 (319 download)
Book Synopsis Review of USDA Report on Packer Concentration and Other Cattle Industry Issues by : United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry. Subcommittee on Research, Nutrition, and General Legislation
Download or read book Review of USDA Report on Packer Concentration and Other Cattle Industry Issues written by United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry. Subcommittee on Research, Nutrition, and General Legislation and published by . This book was released on 1997 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Sustainable Biotechnology Adoption in Nigeria to Reduce Food Insecurity by : Uche M. Nwankwo
Download or read book Sustainable Biotechnology Adoption in Nigeria to Reduce Food Insecurity written by Uche M. Nwankwo and published by Peter Lang. This book was released on 2010 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: To make innovations work commercially among the target group requires institutional approach that can anticipate and predict users' urgent needs through participation. Conversely, to make innovations work technically requires a pile of junk and good imagination according to Thomas Edison. Biotechnology no doubt is a significant innovation that can enable farmers in developing countries increase productivity and manage their products. Nevertheless, biotech application is surrounded with many controversial debates. These controversies have affected its perception among farmers and consumers alike. Using a mixed method approach, empirical data were gathered from farmers and extension agents in six geopolitical divisions of Nigeria to determine factors capable of ensuring sustainable biotech adoption. Results revealed that the probability of biotech adoption is dependent on a cause and effect relationship.
Book Synopsis Stock Index Futures by : Charles M.S. Sutcliffe
Download or read book Stock Index Futures written by Charles M.S. Sutcliffe and published by Routledge. This book was released on 2018-01-18 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
Book Synopsis Agricultural Product Prices by : William G. Tomek
Download or read book Agricultural Product Prices written by William G. Tomek and published by Cornell University Press. This book was released on 2014-05-08 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: Published continuously since 1972, Agricultural Product Prices has become the standard textbook and reference work for students in agricultural and applied economics, buyers and sellers of commodities, and policymakers, clearly explaining conceptual and empirical models applicable to agricultural product markets. The new fifth edition uses up-to-date information and models to explain the behavior of agricultural product prices. Topics include price differences over market levels (marketing margins), price differences over space (regionally and internationally) and by quality attributes, and price variability with the passage of time (seasonal and cyclical variations, trends, and random behavior). William G. Tomek and Harry M. Kaiser review and adapt microeconomic principles to the characteristics of agricultural commodity markets and then apply these principles to the various dimensions of price behavior. They also provide an in-depth discussion of prices established for futures contracts and their relationship to cash (spot) market prices; cover the influential roles of price discovery institutions, such as auctions and negotiated contracts, and government policies regulating trade and farms; and discuss the specification, use, and evaluation of empirical models of agricultural prices, placing emphasis on the challenges of doing high-quality, useful analyses and interpreting results.
Book Synopsis Decision Support System Components for Firm Level Risk Management Through Commodity Marketing by : Richard Dwayne Alderfer
Download or read book Decision Support System Components for Firm Level Risk Management Through Commodity Marketing written by Richard Dwayne Alderfer and published by . This book was released on 1990 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Factores críticos para la cobertura de riesgos en transacciones bursátiles de productos agroalimentarios by : Joaquín Arias Segura
Download or read book Factores críticos para la cobertura de riesgos en transacciones bursátiles de productos agroalimentarios written by Joaquín Arias Segura and published by IICA. This book was released on 2000 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Energy Trading and Risk Management by : Iris Marie Mack
Download or read book Energy Trading and Risk Management written by Iris Marie Mack and published by John Wiley & Sons. This book was released on 2014-05-12 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive overview of trading and risk management in the energy markets Energy Trading and Risk Management provides a comprehensive overview of global energy markets from one of the foremost authorities on energy derivatives and quantitative finance. With an approachable writing style, Iris Mack breaks down the three primary applications for energy derivatives markets – Risk Management, Speculation, and Investment Portfolio Diversification – in a way that hedge fund traders, consultants, and energy market participants can apply in their day to day trading activities. Moving from the fundamentals of energy markets through simple and complex derivatives trading, hedging strategies, and industry-specific case studies, Dr. Mack walks readers through energy trading and risk management concepts at an instructive pace, supporting her explanations with real-world examples, illustrations, charts, and precise definitions of important and often-misunderstood terms. From stochastic pricing models for exotic derivatives, to modern portfolio theory (MPT), energy portfolio management (EPM), to case studies dealing specifically with risk management challenges unique to wind and hydro-electric power, the bookguides readers through the complex world of energy trading and risk management to help investors, executives, and energy professionals ensure profitability and optimal risk mitigation in every market climate. Energy Trading and Risk Management is a great resource to help grapple with the very interesting but oftentimes complex issues that arise in energy trading and risk management.
Book Synopsis Trading in Livestock Futures and Option Markets by : Gregory J. Kuserk
Download or read book Trading in Livestock Futures and Option Markets written by Gregory J. Kuserk and published by . This book was released on 1988 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:
