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Volatility Spillovers Between Spot And Futures Markets
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Book Synopsis Food Price Volatility and Its Implications for Food Security and Policy by : Matthias Kalkuhl
Download or read book Food Price Volatility and Its Implications for Food Security and Policy written by Matthias Kalkuhl and published by Springer. This book was released on 2016-04-12 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.
Book Synopsis An Introduction to Wavelets and Other Filtering Methods in Finance and Economics by : Ramazan Gençay
Download or read book An Introduction to Wavelets and Other Filtering Methods in Finance and Economics written by Ramazan Gençay and published by Elsevier. This book was released on 2001-10-12 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. - The first book to present a unified view of filtering techniques - Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series - Provides easy access to a wide spectrum of parametric and non-parametric filtering methods
Book Synopsis The Role of Speculation in Oil Markets by : Bassam Fattouh
Download or read book The Role of Speculation in Oil Markets written by Bassam Fattouh and published by . This book was released on 2012 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Recent Econometric Techniques for Macroeconomic and Financial Data by : Gilles Dufrénot
Download or read book Recent Econometric Techniques for Macroeconomic and Financial Data written by Gilles Dufrénot and published by Springer Nature. This book was released on 2020-11-21 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and non-stationary behavior, stochastic volatility models, and the econometrics of commodity markets and globalization. Furthermore, it demonstrates the application of recent techniques in various fields: in the frequency domain, in the analysis of persistent dynamics, in the estimation of state space models and new classes of volatility models. The book is divided into two parts: The first part applies econometrics to the field of macroeconomics, discussing trend/cycle decomposition, growth analysis, monetary policy and international trade. The second part applies econometrics to a wide range of topics in financial economics, including price dynamics in equity, commodity and foreign exchange markets and portfolio analysis. The book is essential reading for scholars, students, and practitioners in government and financial institutions interested in applying recent econometric time series methods to financial and economic data.
Book Synopsis Anatomy of the Crude Oil Pricing System by : Bassam Fattouh
Download or read book Anatomy of the Crude Oil Pricing System written by Bassam Fattouh and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Safeguarding Food Security in Volatile Global Markets by : Adam Prakash
Download or read book Safeguarding Food Security in Volatile Global Markets written by Adam Prakash and published by Bright Sparks. This book was released on 2011 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: A timely publication as world leaders deliberate the causes of the latest bouts of food price volatility and search for solutions that address the recent velocity of financial, economic, political, demographic, and climatic change. As a collection compiled from a diverse group of economists, analysts, traders, institutions and policy formulators - comprising multiple methodologies and viewpoints - the book exposes the impact of volatility on global food security, with particular focus on the world's most vulnerable.
Book Synopsis Fundamentals of Petroleum Trading by : Hossein Razavi
Download or read book Fundamentals of Petroleum Trading written by Hossein Razavi and published by Praeger. This book was released on 1991-08-26 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Until as recently as the late 1970s, the main channel for oil distribution was the integrated system of the major oil companies, while the volume of spot trading was limited to roughly 5 percent of the total oil trade. Today, spot and spot-related deals account for 80 to 85 percent of internationally traded petroleum, and have ushered in a new era of petroleum trading. In this work, Hossein Razavi and Fereidun Fesharaki offer a detailed study of the workings and issues surrounding today's oil trading market as they apply to all parties involved in the production, distribution, and consumption of petroleum. They provide a complete description of petroleum spot markets, futures, and options trading, and their interlinkages with contract sales. Razavi and Fesharaki cover a wide range of topics, and challenge the generally accepted view that spot and futures trading have wrested the power of price setting away from OPEC. They claim that prices are still determined by supply, which OPEC continues to influence. The book is divided into four sections, beginning with an overview of recent developments in spot, futures, and contract trading. Section two provides an analysis of spot and spot-related deals, while the third section describes the mechanics, organization, and evolution of petroleum futures markets and options trading. The work concludes with an in-depth section on interlinkages, examining the interactions among various segments of the market, including spot and futures trading, petroleum stock building, and OPEC. This book will be a valuable resource tool for libraries as well as a wide range of users, from oil industry professionals and financial analysts to students of energy-related topics.
Book Synopsis The Economic Function of Futures Markets by : Jeffrey Williams
Download or read book The Economic Function of Futures Markets written by Jeffrey Williams and published by CUP Archive. This book was released on 1989-10-27 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers an explanation of why commodity processors and dealers use futures markets. It argues that they use futures contracts as part of an implicit method of borrowing and lending commodities, contrary to the accepted view of dealers averse to the fluctuating value of their inventories wanting insurance against price risk. Employing models developed to explain the demand for money, this book demonstrates that risk-neutral dealers have sufficient reason to use futures markets. Moreover, the book exposes major internal inconsistencies in the accepted explanation. Rather than insurance markets, the appropriate analogy is the money market, which is the point the book establishes through discussing actual loan markets in commodities. This insight into the function of futures markets is then used to explain how futures prices for different delivery dates express a term structure of commodity-specific interest rates and why futures markets flourish for some types of commodities and not for others.
Book Synopsis Fragilities in the U.S. Treasury Market by : Antoine Bouveret
Download or read book Fragilities in the U.S. Treasury Market written by Antoine Bouveret and published by International Monetary Fund. This book was released on 2015-10-13 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: Changes in the structure of the U.S. Treasury market over recent years may have increased risks to financial stability. Traditional market makers have changed their liquidity provision by increasingly switching from risk warehousing to risk distribution, and a new breed of market maker has emerged with the rise of electronic trading. The “flash rally” of October 15, 2014 provides a clear example of how those risks can materialize. Based on an in-depth analysis of the event—complementing the authorities’ work—we suggest i) providing incentives for liquidity provision, ii) improving market safeguards, and iii) enhancing the regulation of the Treasury market.
Book Synopsis Market Issues and Prospects for U. S. Distillers' Grains Supply, Use, and Price Relationships by : Linwood A. Hoffman
Download or read book Market Issues and Prospects for U. S. Distillers' Grains Supply, Use, and Price Relationships written by Linwood A. Hoffman and published by DIANE Publishing. This book was released on 2011-04 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: Growth in corn dry-mill ethanol production has surged in the past several years, simultaneously creating a co-product distillers' grains (DDGS). Many in the U.S. feed industry were concerned about the size of this new feed source and whether it could be used entirely by the feed industry, but they also worried about the price discovery process for the product. Provides a transparent methodology to estimate U.S. supply and consumption of DDGS. Potential domestic and export use of U.S. DDGS exceeds current production and is likely to exceed future production as ethanol production continues to grow. Identifies the DDGS price discovery process along with the price relationships of distillers' grains, corn, and soybean meal. Illus. A print on demand report.
Book Synopsis The CIA World Factbook 2017 by : Central Intelligence Agency
Download or read book The CIA World Factbook 2017 written by Central Intelligence Agency and published by Simon and Schuster. This book was released on 2016-11-22 with total page 4673 pages. Available in PDF, EPUB and Kindle. Book excerpt: A country-by-country guide to the world. From Afghanistan to Zimbabwe, The CIA World Factbook 2017 offers complete and up-to-date information on the world’s nations. This comprehensive guide is packed with data on the politics, populations, military expenditures, and economics of 2016. For each country, The CIA World Factbook 2017 includes: • Detailed maps with new geopolitical data • Statistics on the population of each country, with details on literacy rates, HIV prevalence, and age structure • New data on military expenditures and capabilities • Information on each country’s climate and natural hazards • Details on prominent political parties and contact information for diplomatic consultation • Facts on transportation and communication infrastructure Also included are appendixes with useful abbreviations, international environmental agreements, international organizations and groups, weight and measure conversions, and more. Originally intended for use by government officials, this is a must-have resource for students, travelers, journalists, and businesspeople with a desire to know more about their world.
Book Synopsis Regulations in the Energy Industry by : André Dorsman
Download or read book Regulations in the Energy Industry written by André Dorsman and published by Springer Nature. This book was released on 2020-02-12 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a broad overview of the financial, economic and legal implications of energy industry regulations in various countries. In light of significant changes around the globe, it analyses various institutions that are involved in regulative measures, and based on various country studies, it offers insights into how energy sector regulations differ across countries with different market structures and institutions. Covering major topics such as laws and regulations geared to market competition and sustainability and the impact of noncompliance to regulations, from the perspectives of financial markets, and financial risks, the book is divided into four parts: Part I Regulations: price and trade controls; Part II. Non-price & trade control regulations; Part III: Compliance with regulations; and Part IV: Market issues and regulation. It will appeal to scholar in economics, finance and related fields as well as to policymakers and practitioners in the energy industry. This is the seventh volume in a series on energy organized by the Centre for Energy and Value Issues (CEVI). The previous volumes in the series were: Financial Aspects in Energy (2011), Energy Economics and Financial Markets (2012), Perspectives on Energy Risk (2014), Energy Technology and Valuation Issues (2015), Energy and Finance (2016) and Energy Economy, Finance and Geostrategy (2018).
Book Synopsis Information Spillovers and Market Integration in International Finance by : Suk-Joong Kim
Download or read book Information Spillovers and Market Integration in International Finance written by Suk-Joong Kim and published by World Scientific Publishing Company. This book was released on 2017 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: The contents in this volume are based on the program Sets and Computations that was held at the Institute for Mathematical Sciences, National University of Singapore from 30 March until 30 April 2015. This special collection reports on important and recen
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 844 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 Stochastic Modelling of Electricity and Related Markets by : Fred Espen Benth
Download or read book Stochastic Modelling of Electricity and Related Markets written by Fred Espen Benth and published by World Scientific. This book was released on 2008 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbalances in supply and demand, yielding what is known as spikes in the spot prices. The markets are also largely influenced by seasons, since power demand for heating and cooling varies over the year. The incompleteness of the markets, due to nonstorability of electricity and temperature as well as limited storage capacity of gas, makes spot-forward hedging impossible. Moreover, futures contracts are typically settled over a time period rather than at a fixed date. All these aspects of the markets create new challenges when analyzing price dynamics of spot, futures and other derivatives.This book provides a concise and rigorous treatment on the stochastic modeling of energy markets. Ornstein?Uhlenbeck processes are described as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes. Temperature futures are studied based on a continuous higher-order autoregressive model for the temperature dynamics. The theory presented here pays special attention to the seasonality of volatility and the Samuelson effect. Empirical studies using data from electricity, temperature and gas markets are given to link theory to practice.
Book Synopsis Agricultural Finance by : Helyette Geman
Download or read book Agricultural Finance written by Helyette Geman and published by John Wiley & Sons. This book was released on 2015-02-09 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive resource for understanding the complexities of agricultural finance Agricultural Finance: From Crops to Land, Water, and Infrastructure is a pioneering book that offers a comprehensive resource for understanding the worldwide agriculture markets, from spikes in agricultural commodity prices to trading strategies, and the agribusiness industry generally to the challenges of feeding the planet in particular. The book also goes in-depth on the topics of land, water, fertilizers, biofuels, and ethanol. Written by Helyette Geman—an industry expert in commodity derivatives—this book explores the agricultural marketplace and the cycles in agricultural commodity prices that can be the key to investor success. This resource addresses a wide range of other important topics as well, including agricultural insurance, energy, shipping and bunker prices, sustainability, investments in land, subsidies, agricultural derivatives, and farming risk-management. Other topics covered include structured products and agricultural commodities ETFs; trade finance in an era of credit shortage; securitization and commodity-linked notes; grains: wheat, corn, soybeans; softs: coffee, cocoa, cotton; shipping as a key component of agricultural trade; and the major agricultural shipping routes and the costs. The book: Offers the first comprehensive resource that deals with the all aspects of agricultural finance Includes information that is crucial for pension funds, asset managers, hedge funds, agribusiness corporates, CTAs and regulators Covers a range of topics from agricultural bunker prices, futures, options to major shipping routes and the costs This text is a must-have resource for accessing the information required to trade successfully in the agricultural marketplace.
Book Synopsis Routledge Handbook of Major Events in Economic History by : Randall E. Parker
Download or read book Routledge Handbook of Major Events in Economic History written by Randall E. Parker and published by Routledge. This book was released on 2013 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to introduce readers to the important macroeconomic events of the past two hundred years. It explains what went on and why during the most significant economic epochs of the nineteenth, twentieth and early twenty-first centuries and how where we are today fits in this historical timeline.
