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Till, Hilary - 2015

This paper will cover investing in commodities through futures contracts. It will note the unique sources of risk and return for such investments. We will also discuss the factors that one should take into consideration before deciding upon how much of their portfolio should be in commodities....

Persistent link: https://www.econbiz.de/10013018180

Managing storable commodity risks : the role of inventory and financial hedge

Kouvelis, Panos; Li, Rong; Ding, Qing - In: Manufacturing & service operations management : M & SOM 15 (2013) 3, pp. 507-521

Persistent link: https://www.econbiz.de/10009782007

Market-Based Approaches to Managing Commodity Price Risk

World Bank - 2012

Though well-established in the commercial sector, the use of market-based price risk management is not widespread in the public sector, particularly by sovereigns. Recent volatility in energy and food prices, however, has awakened the interest of some governments to learn more about how they can...

Persistent link: https://www.econbiz.de/10012247845

Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants

Palzer, Andreas - 2013

In this paper, we design and evaluate eight different strategies for hedging commodity price risks of industrial …-variance portfolio analysis for determining the most efficient hedging strategy. We find that the strategy adopted can have a marked …, portfolio optimization shows that a mix of various hedging strategies can further improve the profitability of a heat …

Persistent link: https://www.econbiz.de/10013073082

Stochastic seasonality in commodity prices : the case of US natural gas

Chen, Sheng-Hung; Song Zan Chiou Wei; Zhu, Zhen - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2263-2284

Persistent link: https://www.econbiz.de/10013197300

Does Bitcoin hedge commodity uncertainty?

Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14

This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...

Persistent link: https://www.econbiz.de/10012305145

Benchmarking Commodity Investments

Blocher, Jesse - 2017

While much is known about the financialization of commodities, less is known about how to profitably invest in commodities. We develop a four-factor asset pricing model of commodity returns. Our four-factor model prices both commodity spot and term risk premia in an intuitive manner related to...

Persistent link: https://www.econbiz.de/10012969828

Commodity Investing

Rouwenhorst, K. Geert - 2012

This paper reviews the literature on commodities from the perspective of an investor. We re-examine some of the early papers in the literature using recent data, and find that the empirical support for the Theory of Normal Backwardation as an explanation for the commodity risk premium is weak,...

Persistent link: https://www.econbiz.de/10013105500

Commodity Investing

Rouwenhorst, K. Geert - 2012

This article reviews the literature on commodities from the perspective of an investor. We re-examine some of the early papers in the literature using recent data and find that the empirical support for the theory of normal backwardation as an explanation for the commodity risk premium is weak...

Persistent link: https://www.econbiz.de/10013098428

Commodity risk manangement : theory and application

Poitras, Geoffrey - 2013

Persistent link: https://www.econbiz.de/10009722571

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