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Essays on Commodity Markets.

Yang, Chao.

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Essays on Commodity Markets.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Essays on Commodity Markets./
Author:	Yang, Chao.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2019,
Description:	142 p.
Notes:	Source: Dissertations Abstracts International, Volume: 80-12, Section: A.
Contained By:	Dissertations Abstracts International80-12A.
Subject:	Finance. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=13809358
ISBN:	9781392196052

Essays on Commodity Markets.
Yang, Chao.

Essays on Commodity Markets. - Ann Arbor : ProQuest Dissertations & Theses, 2019 - 142 p.

Source: Dissertations Abstracts International, Volume: 80-12, Section: A.

Thesis (Ph.D.)--Duke University, 2019.

This item must not be sold to any third party vendors.

This essay is composed of two papers. In the first paper, I build a theoretical model for the double-sided squeeze in the commodity futures market. The model shows that the manipulator can profit from combining standard short squeeze techniques with control of the physical flows in the warehouses. In the second paper, I build a model for commodity middlemen with aggregate demand shocks. The model shows that having more middlemen in the market can increase the spot price volatility and decrease producers' surplus, all contrary to common wisdom.

ISBN: 9781392196052Subjects--Topical Terms:

542899
Finance.

Essays on Commodity Markets.
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300 $a 142 p.
500 $a Source: Dissertations Abstracts International, Volume: 80-12, Section: A.
500 $a Publisher info.: Dissertation/Thesis.
500 $a Advisor: Gervais, Simon.
502 $a Thesis (Ph.D.)--Duke University, 2019.
506 $a This item must not be sold to any third party vendors.
520 $a This essay is composed of two papers. In the first paper, I build a theoretical model for the double-sided squeeze in the commodity futures market. The model shows that the manipulator can profit from combining standard short squeeze techniques with control of the physical flows in the warehouses. In the second paper, I build a model for commodity middlemen with aggregate demand shocks. The model shows that having more middlemen in the market can increase the spot price volatility and decrease producers' surplus, all contrary to common wisdom.
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650 4 $a Finance. $3 542899
650 4 $a Economic theory. $3 1556984
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856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=13809358