Commodity Futures Contracts
Mostrando 1-7 de 7 artigos, teses e dissertações.
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1. Análise da relação entre contratos futuros agropecuários e mercado de ações com foco em períodos de crise / An analysis of the relationship between commodity futures contracts and the stock market focused on crisis periods
Mais do que uma ferramenta para gestão do risco de preços para produtores e consumidores, os contratos futuros agropecuários tem se tornado uma importante opção de investimento principalmente em períodos de crise quando os riscos no mercado de ações aumentam. No Brasil, a participação de investidores no mercado futuro agropecuário ainda é pequena
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 26/08/2011
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2. BASIS RISK AND THE DEMAND FOR COMMODITY DERIVATIVES IN BRAZIL / RISCO DE BASE E DEMANDA POR DERIVATIVOS AGROPECUÁRIOS NO BRASIL
Worldwide, the traded volume of commodity derivatives accounts for roughly 5% of the derivatives market. In Brazil, commodity derivatives are much less important, representing only 0.5% of the volume of derivatives traded at BM&F (the main derivatives exchange in Brazil), data concerning the first semester of 2008. The small importance of commodity derivativ
Publicado em: 2009
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3. ESTIMATION OF PETROLEUM FUTURE CONTRACTS USING THE KALMAN FILTER METHOD / ESTIMATIVA DE PREÇOS DE CONTRATOS FUTUROS SOBRE PETRÓLEO UTILIZANDO O MÉTODO DO FILTRO DE KALMAN
The Future Market is becoming increasingly important in the global scenario of Corporate Finance. The main interest in this segment of finance is the need of being protected against the volatility of financial markets. Accordingly, one of the most traded commodity is oil. Because of difficulty in determine the value of future contracts on oil barrel, many mo
Publicado em: 2009
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4. An analysis of commodity futures allocation in diversified portfolios / Uma análise da alocação de contratos futuros sobre commodities em portfólios diversificados
O trabalho analisou o impacto da introdução dos contratos futuros agropecuários (de café arábica, soja, milho, açúcar cristal, etanol e boi gordo), negociados na Bolsa de Valores, Mercadorias e Futuros - BM&FBOVESPA, no risco e no retorno de uma carteira diversificada, composta por ações, títulos, ouro e dólar, entre agosto de 1994 e dezembro de 2
Publicado em: 2008
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5. A relação entre os preços de açúcar nos mercados doméstico e internacional. / Sugar price relation between international and brazils markets.
With more than a half of its production exported and about 30% of market share in the world sugar market, nowadays Brazil is the worlds leading exporter of sugar. So, its expected that the sugar physical prices in the State of São Paulo (CEPEA), Brazil´s leading production region, have any sort of relation with the international prices of this commodit
Publicado em: 2004
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6. Hedging with futures contracts in the Brazilian soybean complex: BM&F vs. CBOT
This article analyzes the effectiveness of hedging Brazilian soy oil, soy meal, and soybeans in the Chicago Board of Trade (CBOT) and in the Brazilian Commodities and Futures Exchange (BM&F) to reduce the risk of financial loss due to commodity price fluctuations. The econometric results show that a cross-hedging strategy using the BM&F soybean futures contr
Revista de Economia e Sociologia Rural. Publicado em: 2003-06
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7. An Evaluation of Black &Scholes Model Application for Pricing of Future Options of Arabic Coffee from BM&F. / Uma Avaliação da Aplicação do Modelo de Black &Scholes para Precificação de Opções de Futuro de Café Arábica da BM&F.
Options in future markets is a theme still with little exploration by the studious, concerned to practical work published, mainly in Brazilian Literature. In this work it has been tried to show the importance of volatility in pricing of options when applied to Black &Scholes Model. A first analysis was taken, a study of derivatives, defined as titles which v
Publicado em: 2003