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Author: Ying Qian
Publisher: World Bank Publications
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 47
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Book Description
The optimal portfolio model for hedging commodity price and exchange rate risks is extended to nonstationary economic time series data. The new approach corrects the problem of unstable solutions often found with earlier models using economic time series that are nonstationary.
Author: Ying Qian
Publisher: World Bank Publications
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 47
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Book Description
The optimal portfolio model for hedging commodity price and exchange rate risks is extended to nonstationary economic time series data. The new approach corrects the problem of unstable solutions often found with earlier models using economic time series that are nonstationary.
Author: Mike Berry
Publisher: OUP Oxford
ISBN: 0191024031
Category : Business & Economics
Languages : en
Pages : 224
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Book Description
This book revisits John Kenneth Galbraith's classic text The Affluent Society in the context of the background to, and causes of, the global economic crisis that erupted in 2008. Each chapter takes a major theme of Galbraith's book, distils his arguments, and then discusses to what extent they cast light on current developments, both in developed economies and in the economics discipline. The themes include: inequality, insecurity, inflation, debt, consumer behaviour, financialization, the economic role of government ('social balance'), the power of ideas, the role of power in the economy, and the nature of the good society. It considers the current problems of capitalism and the huge challenges facing democratic governments in tackling them. Written in non-technical language, this book is accessible to students of economics and the social sciences as well as to those who would have read The Affluent Society and the general reader interested in contemporary affairs and public policy.
Author:
Publisher:
ISBN:
Category : International agencies
Languages : en
Pages : 664
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Book Description
Author: United States. Congress. Senate. Committee on Finance
Publisher:
ISBN:
Category : Political Science
Languages : en
Pages : 164
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Book Description
Author: Franziska König
Publisher: Springer Science & Business Media
ISBN: 3834994499
Category : Business & Economics
Languages : en
Pages : 358
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Book Description
Franziska König examines the anatomy of uncertainty-governance choice relationships from different theoretical angles, including transaction costs economics, resource-based theory, and real options theory. The book provides, furthermore, comprehensive empirical insights both from secondary data examined with a “vote-counting” analysis as well as from primary data, collected through a “policy-capturing” study.
Author: William Johnson
Publisher: HiTeX Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 564
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Book Description
"Data-Driven Trading: Leveraging Big Data for Quantitative Advantage" offers a transformative guide through the modern complexities of financial markets. As the landscape of trading evolves with unprecedented speed, this book equips readers with the essential principles and tools to harness the power of big data, quantitative finance, and advanced analytics. Each chapter methodically unpacks core concepts, from foundational financial instruments and exploratory data analysis to regulatory considerations and emerging technological trends, ensuring a comprehensive understanding for novices and seasoned traders alike. Readers will uncover the intricacies of building successful algorithmic trading strategies, employing machine learning techniques, and mastering risk management to optimize their trading portfolios. The book also ventures into real-world case studies, providing tangible examples of how data-driven methodologies are reshaping the financial domain. With a strong emphasis on both knowledge acquisition and practical application, "Data-Driven Trading" serves as a vital handbook for anyone aspiring to excel in the dynamic sphere of trading by leveraging quantitative insights and technological advancements.
Author: Andreas Röthig
Publisher: Springer Science & Business Media
ISBN: 3642015654
Category : Business & Economics
Languages : en
Pages : 150
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Book Description
“The essence of a hedging contract is a coincident purchase and sale in two markets which are expected to behave in such a way that any loss realized in one will be offset by an equivalent gain in the other. If such behavior follows a perfect hedge has been effected. ” Hardy and Lyon (1923, p. 276). 1. 1 LiteratureReviewandMotivation In the traditional hedging literature, the two markets in which hedgers trade are spot and futures markets. The trader’s position in the spot market is generally considered as given. According to Johnson (1960), hedging can be meaningfully de?ned only if the spot market is regarded as the trader’s primary market. The futures market is used solely to counterbalance an existing position in the spot market. Speculators, in contrast, do not have a commitment in the spot market. They take on risk in futures markets in order to pro?t from expected price changes. The hedger synchronizes his trading activities in spot and futures markets in order to reduce spot risk. In the lit- ature this approach to hedging is labeled risk reduction concept. Risk reduction will be achieved if spot and futures prices move more or less in parallel. If prices are p- fectly correlated, risk is abolished, since losses in one market are perfectly offset by pro?ts in the other market. However, as Hardy and Lyon (1923) point out, any div- gence from perfect correlation results in an imperfect hedge.
Author: John A. Vasquez
Publisher: Cambridge University Press
ISBN: 052188179X
Category : History
Languages : en
Pages : 501
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Book Description
A scientific explanation of the onset and expansion of war and the conditions of peace.
Author: Michael Berry
Publisher: Oxford University Press, USA
ISBN: 0199686505
Category : Business & Economics
Languages : en
Pages : 225
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Book Description
This book revisits John Kenneth Galbraith's The Affluent Society from the perspective of the background to, and causes of, the 2008 global economic crisis. Each chapter takes a major theme of his book, distils Galbraith's arguments, and then discusses to what extent they cast light on current developments.
Author: George P. Shultz
Publisher: Hoover Press
ISBN: 0817949232
Category : Political Science
Languages : en
Pages : 548
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Book Description
Drawn from presentations made at the Hoover Institution's October 2007 conference, this collection of essays examines the practical steps necessary to address the current security challenges of nuclear weapons and to move toward the Reykjavik goal of eliminating all nuclear weapons. The distinguished group of contributors includes former officials of the past six administrations—Republican and Democratic—along with senior scholar and scientific experts on nuclear issues.
