Open Access. Powered by Scholars. Published by Universities.®
- Institution
- Keyword
-
- Autometrics (1)
- Bond Markets (1)
- Capsize shipping, freight, ARIMA model, forecast (1)
- Change of reference probability measure (1)
- Climate (1)
-
- Climate Change (1)
- Commodity-derivatives valuation (1)
- Corporate Bond Trading (1)
- Economics (1)
- Empirical Analysis (1)
- Gets Modelling (1)
- International Tourism (1)
- LNG, linear programming, routing (1)
- Macroeconomic Announcements (1)
- Multivariate HOHMM filtering method (1)
- Optimal parameter estimation (1)
- Port investment, One Belt One Road (1)
- Regime-switching model (1)
- Tourism (1)
- Treasury Auctions (1)
Articles 1 - 6 of 6
Full-Text Articles in Business
Essays In Financial Economics: Announcement Effects In Fixed Income Markets, James J. Forest
Essays In Financial Economics: Announcement Effects In Fixed Income Markets, James J. Forest
Doctoral Dissertations
ABSTRACT ESSAYS IN FINANCIAL ECONOMICS: ANNOUNCEMENT EFFECTS IN FIXED INCOME MARKETS PHD IN FINANCE MAY 2018 JAMES J FOREST B.A., FRAMINGHAM STATE UNIVERSITY M.S., NORTHEASTERN UNIVERSITY Ph.D., UNIVERSITY OF MASSACHUSETTS – AMHERST Directed by: Professor Hossein B. Kazemi This dissertation demonstrates the use of empirical techniques for dealing with modeling issues that arise when analyzing announcement effects in fixed income markets. It describes empirical challenges in achieving unbiased and efficient parameter estimates and shows the importance of modelling a wide range of macroeconomic announcement effects to avoid omitted variable bias. Employing techniques common in Macroeconomics, financial market researchers are better …
Optimization For Lng Terminals Routing In North China, Shuting Wang
Optimization For Lng Terminals Routing In North China, Shuting Wang
World Maritime University Dissertations
No abstract provided.
How Chinese Enterprises Evaluate The Investment Value Of Seaports Along The “One Belt One Road”, Ziyang Zhang
How Chinese Enterprises Evaluate The Investment Value Of Seaports Along The “One Belt One Road”, Ziyang Zhang
World Maritime University Dissertations
No abstract provided.
Study On The Fluctuation And Forecasting Of Capsize Bulk Carrier’S Freight, Kelun Wei
Study On The Fluctuation And Forecasting Of Capsize Bulk Carrier’S Freight, Kelun Wei
World Maritime University Dissertations
No abstract provided.
An Empirical Analysis Of Climatic, Geographic, And Cultural Determinants Of International Tourism, Ethan Straus
An Empirical Analysis Of Climatic, Geographic, And Cultural Determinants Of International Tourism, Ethan Straus
Honors Theses
Each year, billions of people visit different countries all around the world. For many of those countries, tourism is their primary industry, leading to millions of jobs and dollars in revenue. It is expected that by 2020 total International Tourism Receipts will reach 2 trillion US dollars annually. Currently, tourism employs an estimated 200 million people around the world. With the continued progression of climate change, the tourism industry is facing a newfound threat. Global temperatures and the seal level are both expected to rise significantly by the end of the century. Additionally, the Intergovernmental Panel on Climate Change has …
Some Applications Of Higher-Order Hidden Markov Models In The Exotic Commodity Markets, Heng Xiong
Some Applications Of Higher-Order Hidden Markov Models In The Exotic Commodity Markets, Heng Xiong
Electronic Thesis and Dissertation Repository
The liberalisation of regional and global commodity markets over the last several decades resulted in certain commodity price behaviours that require new modelling and estimation approaches. Such new approaches have important implications to the valuation and utilisation of commodity derivatives. Derivatives are becoming increasingly crucial for market participants in hedging their exposure to volatile price swings and in managing risks associated with derivative trading. The modelling of commodity-based variables is an integral part of risk management and optimal-investment strategies for commodity-linked portfolios. The characteristics of commodity price evolution cannot be captured sufficiently by one-state driven models even with the inclusion …