Since China has been Iran's most important trading partner in recent years, the present study has attempted to investigate the effect of bilateral real exchange rate fluctuations on the trade relationship between Iran and China during the period 1992-2017. To investigate this relationship, the business data in the export and import sectors were divided into 15 major commodity segments, and the ...

2 The North-South discussion paper series produced by the Wageningen UR North-South Centre is a working paper series that aims at stimulating debates on overarching development issues related to the Wageningen UR areas of nutrition and health, sustainable agrosystems, a viable environment and processes of social change. The papers introduce fresh insights into existing debates or present new pr...

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 ...

Using a structural VAR with block exogeneity, diagonality and identifying restrictions, this paper analyzes: first, the macroeconomic linkages among the oil price, U.S. output, interest rate, money supply, general price level and exchange rate and second, the relationships of the macroeconomic variables with the price indices of ten international nonfuel commodity groups. By assuming the block ...

 Commodity markets: overview, description and structure  Commodity spot price models, their performance and calibration  Forward curve modeling for commodities  Modeling commodity price volatility  Correlations/dependencies in commodity portfolios  Modeling risk of a commodity portfolio  Typical commodity derivatives (quanto, Asian, spread and basket options, volumetric and swing options...

The entry price of supercomputing has traditionally been very high. As processing elements, operating systems, and switch technology become cheap commodity parts, building a powerful supercomputer at a fraction of the price of a proprietary system becomes realistic. We have recently purchased, in support of both our local and national collaborations, a dedicated computational cluster of eight D...