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Commodity risk management at BMW : Price indices and contracts

Markou, Panos; Corsten, Daniel; Carduck, Christian; … - 2023

management based on price indices and index-linked contracts. The current chapter highlights this framework and its contribution …

Persistent link: https://www.econbiz.de/10014259830

Assessment of the impact of hard commodity prices changes on inflation in European Union countries

Lapinskaitė, Indrė; Miečinskienė, Algita - In: Central European business review : CEBR 8 (2019) 5, pp. 18-35

Persistent link: https://www.econbiz.de/10012157663

The intrinsic value of gold : an exchange rate-free price index

Harris, Richard D. F.; Shen, Jian - In: Journal of international money and finance 79 (2017), pp. 203-217

Persistent link: https://www.econbiz.de/10011788362

Commodity indicators

OECD - 20XX

This dataset is a complement to the publication Agricultural Policy Monitoring and Evaluation. It shows estimates of agricultural support for OECD countries as well as some non-member economies. These summary tables which are designed specifically to monitor, and evaluate the level and...

Persistent link: https://www.econbiz.de/10013526048

Pricing commodity index options

Manzano-Herrero, Alberto Pedro; Nastasi, Emanuele; … - In: Quantitative finance 23 (2023) 2, pp. 297-308

Persistent link: https://www.econbiz.de/10014232638

A study of first generation commodity indices : indices based on financial diversification

Ahn, Jung-Hyun; Six, Pierre - In: Finance research letters 30 (2019), pp. 194-200

Persistent link: https://www.econbiz.de/10012420486

Pricing of Derivatives on Commodity Indices

Rauch, Johannes - 2014

This paper introduces a novel method for pricing commodity index derivatives consistently with market prices of … and barrier options on the Dow Jones UBS Commodity Index by replicating the index with a portfolio of correlated single …

Persistent link: https://www.econbiz.de/10013065589

Portfolio speculation and commodity price volatility in a stochastic storage model

Vercammen, James Alfred; Doroudian, Ali - In: American journal of agricultural economics 96 (2014) 2, pp. 517-532

Persistent link: https://www.econbiz.de/10010411908

Commodity futures markets and the law of one price

Jain, Arvind K. - 1980

Persistent link: https://www.econbiz.de/10000041345

Price determination in markets for storable commodities

VanDuyne, Carl - 1981

Persistent link: https://www.econbiz.de/10000082611