The focus of this work is the computation of e cient strategies for commodity trading in a multimarket environment. In today’s `̀ global economy’ ’ commodities are often bought in one location and then sold (right away, or after some storage period) in di€ erent markets. Thus, a trading decision in one location must be based on expectations about future price curves in all other relevant market...

W consider a firm that procures and distributes a commodity from spot and forward markets under randomly fluctuating prices; the commodity is distributed downstream to a set of nonhomogeneous retailers to satisfy random demand. We formulate a model that allows one to compute approximate, but near optimal, procurement and distribution policies for this system, and we explore the value of the com...

Recent empirical studies find evidence of commodity prices moving more in sync with financial markets throughout the 2000s, and in contrast to previously. This increased correlation is called the financialization of commodity markets and is conjectured to be due to the influx of external (portfolio optimizing) traders through commodity index funds, for instance. We build a feedback model to try...

The real costs of trade – the transport and other costs of doing business internationally – are important determinants of a country's ability to participate fully in the world economy. Remoteness and poor transport and communications infrastructure isolate countries, inhibiting their participation in global production networks. Recent liberalizations have reduced artificial trade barriers, and ...

The government has reduced its direct market intervention in order to promote private sector engagement based on forces, Farmers an agriculture-dominated economy like India suffer not only yield risk but also pricing risk. As a result, agricultural products are now more vulnerable risks related and other factors. futures decide the prices of commodity basis demand supply. It is important know a...

Recent changes in the German energy policy initiated a deregulation process from a monopolistic to a competitive market, fundamentally changing the market structure, transaction relationships and trading processes. While the mutual exchange of electric energy has been a business activity between vertically integrated utilities for a long time, wholesale electricity trading in an open market onl...