東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Essays on Commodity Markets.

Yang, Chao.

FindBook

Google Book

Amazon

博客來

Essays on Commodity Markets.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Essays on Commodity Markets./
作者:	Yang, Chao.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2019,
面頁冊數:	142 p.
附註:	Source: Dissertations Abstracts International, Volume: 80-12, Section: A.
Contained By:	Dissertations Abstracts International80-12A.
標題:	Finance. -
電子資源:	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.
LDR:01559nmm a2200325 4500 001 2263173
005 20200214113203.5
008 220629s2019 ||||||||||||||||| ||eng d
020 $a 9781392196052
035 $a (MiAaPQ)AAI13809358
035 $a (MiAaPQ)duke:15153
035 $a AAI13809358
040 $a MiAaPQ $c MiAaPQ
100 1 $a Yang, Chao. $3 836626
245 1 0 $a Essays on Commodity Markets.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2019
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.
590 $a School code: 0066.
650 4 $a Finance. $3 542899
650 4 $a Economic theory. $3 1556984
690 $a 0508
690 $a 0511
710 2 $a Duke University. $b Business Administration. $3 1026640
773 0 $t Dissertations Abstracts International $g 80-12A.
790 $a 0066
791 $a Ph.D.
792 $a 2019
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=13809358