Search for dissertations about: "commodity trading"

Showing result 1 - 5 of 8 swedish dissertations containing the words commodity trading.

  2. 1. On the returns of trend-following trading strategies

    Author : Christian Lundström; Tomas Sjögren; Jussi Nikkinen; Umeå universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Bootstrap; Commodity Trading Advisor funds; Contraction-Expansion principle; Crude oil futures; Futures trading; Opening Range Breakout strategies; S P 500 futures; Technical analysis; Time series momentum; Time-varying market inefficiency; nationalekonomi; Economics;

    Abstract : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. READ MORE

  4. 2. European Energy Policy in Transition: Critical Aspects of Emissions Trading

    Author : Markus Wråke; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Energy policy; climate policy; carbon dioxide; climate change; emissions trading; EU ETS; efficiency; distributional effects; closures; new entrants; electricity; allocation; auctions; carbon leakage; competitiveness; peat; radiative forcing;

    Abstract : The overarching theme of the thesis is European energy and climate policy, with a particular focus on the role of emissions trading. The thesis consists of eight papers. Paper 1 outlines the origins and characteristics of the European Union’s Emissions Trading System (EU ETS), launched in January 2005. READ MORE

  5. 3. Essays on Investor Behavior and Trading Strategies in International Financial Markets

    Author : Anton Hasselgren; Jarkko Peltomäki; Ai Jun Hou; Charlotte Christiansen; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; foreign exchange; speculators; hedge funds; investor behavior; trading strategies; information; market efficiency; företagsekonomi; Business Administration;

    Abstract : This dissertation contains four articles that in different ways inform on investor behavior in international financial markets, their impact on the underlying market, and the trading strategies that they pursue.Article I studies how hedge funds herd in currency future contracts and how it is affecting the underlying market. READ MORE

  6. 4. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance

    Author : Gazi Salah Uddin; Bo Sjö; Ramo Gencay; Linköpings universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Commodity markets; Nonlinear causality testing; Dependence structure; Business cycles; Timescale analysis; Growth dynamics; Portfolio management;

    Abstract : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. READ MORE

  7. 5. Taxation of intermediate goods : a CGE analysis

    Author : Lars Bohlin; Lars Hultkrantz; Mats Nilsson; Örebro universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Optimal taxation; energy taxation; environmental taxes; emission trading; climate policy; carbon leakage; CGE-analysis; input-output tables; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Economics; Nationalekonomi; Economics; Nationalekonomi;

    Abstract : This dissertation is concerned with tax rates for the use of commodities in general, and energy in particular. Computable General Equilibrium (CGE) models are used to analyze the normative question of whether the tax rate for intermediate use by firms should be the same as the tax rate for final consumption by households. READ MORE