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

Quantifying The Announcement Effects...

Ismailova, Zarina .

FindBook

Google Book

Amazon

博客來

Quantifying The Announcement Effects in The U.S. Lumber Market.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Quantifying The Announcement Effects in The U.S. Lumber Market./
作者:	Ismailova, Zarina .
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2019,
面頁冊數:	61 p.
附註:	Source: Masters Abstracts International, Volume: 81-11.
Contained By:	Masters Abstracts International81-11.
標題:	Natural resource management. -
電子資源:	https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=27791234
ISBN:	9781392481738

Quantifying The Announcement Effects in The U.S. Lumber Market.
Ismailova, Zarina .

Quantifying The Announcement Effects in The U.S. Lumber Market. - Ann Arbor : ProQuest Dissertations & Theses, 2019 - 61 p.

Source: Masters Abstracts International, Volume: 81-11.

Thesis (M.S.)--West Virginia University, 2019.

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

The impact of public reports on price fluctuations has been widely investigated in many commodity markets, but little attention has been paid to the lumber market. In this thesis, we examine the impact of two housing market reports, namely the New Residential Construction (Housing Starts) and the New Residential Sales reports, on the U.S. lumber futures market. Our results suggest that the housing starts report does indeed affect lumber market volatility, while the New Residential sales report exerts a minor impact on lumber price volatility. Price volatility is measured by changes future contract prices for lumber. We further find that the effect of the two reports on volatility differs depending on the level of lumber inventory and the nature of the news. When inventory is low, larger-than-expected housing starts have the largest effect on lumber volatility. During periods of abundant inventory, lower-than-expected housing starts increase the volatility most. For the new home sales reports, we find that while lower-than-expected sales do not affect the volatility of lumber prices, larger-than-expected sales do increase the volatility.

ISBN: 9781392481738Subjects--Topical Terms:

589570
Natural resource management.
Subjects--Index Terms:

Volatility

Quantifying The Announcement Effects in The U.S. Lumber Market.
LDR:02429nmm a2200433 4500 001 2275745
005 20210401103728.5
008 220723s2019 ||||||||||||||||| ||eng d
020 $a 9781392481738
035 $a (MiAaPQ)AAI27791234
035 $a (MiAaPQ)WVirginia4921
035 $a AAI27791234
040 $a MiAaPQ $c MiAaPQ
100 1 $a Ismailova, Zarina . $3 3553990
245 1 0 $a Quantifying The Announcement Effects in The U.S. Lumber Market.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2019
300 $a 61 p.
500 $a Source: Masters Abstracts International, Volume: 81-11.
500 $a Advisor: Etienne, Xiaoli Liao;Collins, Alan.
502 $a Thesis (M.S.)--West Virginia University, 2019.
506 $a This item must not be sold to any third party vendors.
520 $a The impact of public reports on price fluctuations has been widely investigated in many commodity markets, but little attention has been paid to the lumber market. In this thesis, we examine the impact of two housing market reports, namely the New Residential Construction (Housing Starts) and the New Residential Sales reports, on the U.S. lumber futures market. Our results suggest that the housing starts report does indeed affect lumber market volatility, while the New Residential sales report exerts a minor impact on lumber price volatility. Price volatility is measured by changes future contract prices for lumber. We further find that the effect of the two reports on volatility differs depending on the level of lumber inventory and the nature of the news. When inventory is low, larger-than-expected housing starts have the largest effect on lumber volatility. During periods of abundant inventory, lower-than-expected housing starts increase the volatility most. For the new home sales reports, we find that while lower-than-expected sales do not affect the volatility of lumber prices, larger-than-expected sales do increase the volatility.
590 $a School code: 0256.
650 4 $a Natural resource management. $3 589570
650 4 $a Economics. $3 517137
650 4 $a Forestry. $3 895157
650 4 $a Wood sciences. $3 3168288
653 $a Volatility
653 $a Housing Starts
653 $a New Home Sales
653 $a Lumber
653 $a Home Sales
653 $a Public Reports
653 $a Inventory
653 $a Lumber market volatility
690 $a 0478
690 $a 0501
690 $a 0528
690 $a 0746
710 2 $a West Virginia University. $3 1017532
773 0 $t Masters Abstracts International $g 81-11.
790 $a 0256
791 $a M.S.
792 $a 2019
793 $a English
856 4 0 $u https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=27791234