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This review article describes the main contributions in the literature on term structure models of commodity prices … traditional theories of commodity prices and to their explanation of the relationship between spot and futures prices. The … structure models of commodity prices. The presentation shows that these models differ on the nature and the number of factors …
Persistent link: https://www.econbiz.de/10011166285
commodity derivatives markets. First, this variable restores the non arbitrage relationship between the prices of the underlying …
Persistent link: https://www.econbiz.de/10010707061
A number of countries have recently responded to high and volatile commodity prices by setting up commodity funds. In … commodity funds and discuss incentives that can be used to ensure that commodity risk is managed with greater efficiency and …
Persistent link: https://www.econbiz.de/10010708593
lord buyer mainly exerts a market-based control. This pattern is blended with a bureaucracy-based control to take maximum …
Persistent link: https://www.econbiz.de/10011073858
L’importance de l’externalisation et de la sous-traitance est croissante. Dans ce contexte, la chaine d’approvisionnement doit être intégrée au périmètre de responsabilité sociale de l’entreprise (RSE) et par conséquent dans le système de contrôle inter-organisationnel. Cet...
Persistent link: https://www.econbiz.de/10011074315
attractive, thanks to fairly effective reciprocal hedging during periods of market stress. It delivers enhanced absolute and risk …
Persistent link: https://www.econbiz.de/10010706519
Persistent link: https://www.econbiz.de/10010706722
The paper aims at qualifying the links between labor-market-institutions, taxation, tax monitoring, and underground … economic activity. The proposed model is a continuous time matching model with one commodity roduced either overground or … the government. Vacancies and workers search are directed at a specific labor market. Workers are heterogenous in the …
Persistent link: https://www.econbiz.de/10010707016
The paper dives into the controversies that make markets, exploring the processes at play behind the renewal of competitive landscape. The analysis of such processes is complex for several reasons: because they happen in environments riddled with ambiguities, because they involve temporal...
Persistent link: https://www.econbiz.de/10010707334
In this study, we test the size and the book to market effects in explaining stock returns with co-skewness and co …-kurtosis on the French Stock Market over July 1976 to June 2001 period. Results of time series regressions of monthly portfolio …
Persistent link: https://www.econbiz.de/10010707540