Thesis (Ph. D.)--University of Wisconsin, 1966. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.

Commodity futures markets are often thought of as good examples of perfectly competitive markets. However, there are many commodities that are produced in concentrated industries and traded on large commodity exchanges. Nickel, aluminum, lead, zinc, tin, oil, and coffee are some examples. This thesis examines the effects of concentrated production on output and prices in these markets. The analysis includes the possibility that firms can trade futures contracts for their output and also store their output. A dynamic model is developed that examines how a duopoly could use futures trading and storage strategically to affect outcomes in subsequent periods. I examine futures trading for a perishable good and storage with no futures trading separately in order to highlight the potential stategic use of these activities on their own. I also analyse a model in which both futures trading and storage are allowed. I show that both futures positions and storage would be used strategically by the duopolists, in contrast to the results of previous work that used two-period models only. By allowing for uncertainty in the form of demand and cost shocks, the solution to the model can be used to provide some implications for correlations among industry level variables. These correlations are examined for the world lead, zinc, and copper industries. Weak support for the model is found, however, estimation of the vector auotregression implied by the model suggests the model in its present form is unable to fit the data very well. / Arts, Faculty of / Vancouver School of Economics / Graduate

Lu, Chenxi. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (leaves 53-60). / Abstract also in Chinese. / Chapter Chapter 1: --- Introduction --- p.1 / Chapter Chapter 2: --- Methodology --- p.5 / Chapter 2.1: --- Modified Rescaled Range Statistic R/S --- p.5 / Chapter 2.2: --- Fractionally Integrated GARCH (FIGARCH) Model --- p.7 / Chapter Chapter 3: --- Long memory in gold returns and volatility --- p.9 / Chapter 3.1: --- Data --- p.9 / Chapter 3.2: --- Empirical results of the modified R/S statistic and FIGARCH model --- p.11 / Chapter 3.3 --- Self-similarity of long memory in the gold market --- p.15 / Chapter Chapter 4: --- Structural break of long memory in the gold market --- p.18 / Chapter 4.1: --- Structural break in long memory feature --- p.18 / Chapter 4.2: --- Forward rolling and backward rolling methodology and empirical evidence --- p.20 / Chapter 4.3: --- Evidence for the structural break using the FIGARCH model --- p.31 / Chapter Chapter 5: --- Long memory in the international diamond market --- p.40 / Chapter 5.1: --- International diamond cartel --- p.40 / Chapter 5.2: --- Data --- p.43 / Chapter 5.3: --- Empirical results --- p.45 / Chapter Chapter 6: --- Conclusions --- p.51 / Reference --- p.53 / Appendix 1 --- p.61

Thesis (Ph. D.)--University of Florida, 1982. / Typescript. Vita. Description based on print version record. Includes bibliographical references (leaves 129-134).

Thesis (M.S.)--Virginia Polytechnic Institute and State University, 1992. / Vita. Abstract. Includes bibliographical references (leaves 149-155). Also available via the Internet.

Thesis (Ph. D.)--University of Missouri-Columbia, 2008. / The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on July 27, 2009) Includes bibliographical references.

Thesis (Ph. D.)--University of Wisconsin--Madison, 1970. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.

The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file. Title from PDF of title page (University of Missouri--Columbia, viewed on November 17, 2009). Thesis advisor: Dr. Patrick Westhoff. Includes bibliographical references.

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