Blar i Master's theses (HH) på emneord "markets"
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Investment strategies in the crude oil futures market : an empirical analysis of its return and its causes
(Master thesis, 2012-06-01)We show that while a passive investment strategy going long in WTI oil futures yields an annual excess return of 8.1% between January 1985 and June 2010, an active but very simple investment strategy going long in backwardation ... -
Price Relationships between EU CO2 Allowances and Energy and Commodity Prices
(Master thesis, 2011-11-07)This thesis concentrates on relationships between EUA prices and the European and Scandinavian electricity markets, as well as oil and commodity prices. The main purpose of the paper is to explore what relationships exist ... -
Securitized commodities for the retail invesor : A discussion of exchange-traded funds and notes with quantitative analyses of commodity ETNs/ETFs on NYSE Arca.
(Master thesis, 2011-11-14)A discussion of exchange-traded funds and notes with quantitative analyses of commodity ETNs/ETFs on NYSE Arca. The unleveraged, non-inverse commodity ETP trackers analyzed in the thesis generally have low tracking errors. ...