Modelling the general dependence between commodity forward curves

Seasonal and stochastic effects in commodity forward curves

In this paper we develop a new model for the dynamics of forward curves of commodities exhibiting seasonalities, such as natural gas, electricity or agricultural commodities. In the existing literature on the subject, the first state variable in multi-factor models is the commodity price, which combines seasonal and stochastic features and may be unobservable. We propose to use instead the aver...

Modelling Commodity

the relationship between academic self-concept and academic achievement in english and general subjects of the students of high school

according to research, academic self-concept and academic achievement are mutually interdependent. in the present study, the aim was to determine the relationship between the academic self-concept and the academic achievement of students in english as a foreign language and general subjects. the participants were 320 students studying in 4th grade of high school in three cities of noor, nowshah...

Is Commodity - Dependence Pessimism Justified ?

Improved Forward Buying of Commodity Materials

This research presents the Enhanced Commodity Forward Buy (ECFB) heuristic, a new method for commodity purchasing, which allows strategic forward buying of commodities for products that include commodity components or materials. The Enhanced Commodity Forward Buy addresses limitations of existing methods by considering stochastic demand and stochastic commodity prices for products that contain ...