Energy and vegetable oils : a price transmission network
| dc.contributor.Mentor | Cortina, Elsa | |
| dc.creator.Autor | Ahlsén Berg, Fredrik | |
| dc.date.accessioned | 2016-06-15T15:53:26Z | |
| dc.date.available | 2016-06-15T15:53:26Z | |
| dc.date.issued | 2015 | |
| dc.description | Fil: Ahlsén Berg, Fredrik. Universidad de San Andrés. Escuela de Administración y Negocios; Argentina. | |
| dc.description.abstract | This thesis studies how energy and agricultural commodities are linked together and_x000D_ in particular how they form a network between each other. Cash traded commodities_x000D_ are substituted by their closest exchange traded alternative. The network is presented_x000D_ in the form of Minimal Spanning Trees and Hierarchical Trees. It is considered under_x000D_ various frequencies and periods that allow us to determine how the network is_x000D_ affected by those factors and what the implications are for a biofuels trader. It is_x000D_ shown that the networks form two clusters that are connected via soybean oil. An_x000D_ analysis is made on the effects of the food and financial crises on the energy and_x000D_ agricultural commodities used for the production of biodiesel. In this context, it is_x000D_ shown that the co-movement of energy and agricultural commodities increased during_x000D_ the crises period and that the network is denser after than before the crises. Finally, it_x000D_ is argued that substituting the cash markets with their closest exchange traded_x000D_ alternative does change the network’s dynamics. | |
| dc.format | application/pdf | |
| dc.identifier.citation | Ahlsén Berg, F. (2015). Energy and vegetable oils : a price transmission network. [Tesis de maestría, Universidad de San Andrés. Escuela de Administración y Negocios.]. Repositorio Digital San Andrés. http://hdl.handle.net/10908/11713 | |
| dc.identifier.other | Tesis M. Fin. 49 | |
| dc.identifier.uri | http://hdl.handle.net/10908/11713 | |
| dc.language | eng | |
| dc.publisher | Universidad de San Andrés. Escuela de Administración y Negocios. | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.rights | https://creativecommons.org/licenses/by-nc-nd/4.0/ | |
| dc.subject | Vegetable oils as fuel -- Prices -- Mathematical models. | |
| dc.subject | Food prices -- Mathematical models. | |
| dc.subject | Fuel -- Prices -- Mathematical models. | |
| dc.subject | Aceite vegetal como combustible -- Precios -- Modelos matemáticos. | |
| dc.subject | Alimentos -- Precios -- Modelos matemáticos. | |
| dc.subject | Combustibles -- Precios -- Modelos matemáticos. | |
| dc.title | Energy and vegetable oils : a price transmission network | |
| dc.type | Tesis | |
| dc.type | info:eu-repo/semantics/masterThesis | |
| dc.type | info:ar-repo/semantics/tesis de maestría | |
| dc.type | info:eu-repo/semantics/updatedVersion |