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Full-Text Articles in Econometrics

The Mangrove Walks: An Econometric Analysis Of Climate Migration Drivers From Coastal Bangladesh And Their Geopolitical Impacts, Kendall Scott Byers Aug 2022

The Mangrove Walks: An Econometric Analysis Of Climate Migration Drivers From Coastal Bangladesh And Their Geopolitical Impacts, Kendall Scott Byers

Graduate Theses and Dissertations

Coastal Bangladesh is subject to extreme climate change forces upon poor, rural populations. The aim of this thesis is to determine the strength of environmental drivers of migration and discern whether planned or catastrophic migration predominates in the polder areas of Bangladesh. I use regression analysis on a 1,025 household, 2016 IRRI/IWMI analysis of Polder 28/1, 28/2, and 30 within Satkhira district to determine factor correlations with migration. Progressive salinization is the strongest environmental driver, while flooding decreases migration through trapping household capital investment. Religion has the greatest correlation with migration. Hindus migrate less frequently, but do so with more …


Spread Trading In Corn Futures Market, Ryan D. Napier May 2016

Spread Trading In Corn Futures Market, Ryan D. Napier

Graduate Theses and Dissertations

The non-linear relationship between old crop – new crop year spreads in corn futures market and stock-to-use (S-U) ratios published by the United States Department of Agriculture is analyzed. Using a non-linear logarithmic smooth transition regression (LSTR) model, we capture asymmetric market behaviors in high and low S-U regimes. Capturing this relationship and understanding the non-linear aspects of the relationship is of interest of grain merchandizers and speculators in the market. A spread trading strategy is simulated for the sample period, January 1985 through April 2015, to determine if the non-linear relationship is a profitable arbitrage opportunity in the market.