Browsing William Wilson - Thesis Committee by Title
Now showing items 5-18 of 18
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Game Theory Approach to the Vertical Relationships for U.S. Containerized Imports
(North Dakota State University, 2013)Multi-player interactions and vertical relationships in the U.S. containerized-import shipment market are investigated using game theory approaches. Bi-level programming problems (BLPP) are built to capture the hierarchy ... -
Hedging Default and Price Risks in Commodity Trading
(North Dakota State University, 2016)Many risk factors exist in the commodity markets, especially those related to price and quantity. Recently, the risk of counterparty default has been increasing. The purpose of this study is to develop a portfolio-hedging ... -
A Historical Analysis of Natural Gas Demand
(North Dakota State University, 2014)This thesis analyzes demand in the US energy market for natural gas, oil, and coal over the period of 1918-2013 and examines their price relationship over the period of 2007-2013. Diagnostic tests for time series were used; ... -
The Impact of the Panama Canal Expansion on U.S. Soybean Exports
(North Dakota State University, 2014)The objective of this study was to evaluate the impact of the Panama Canal Expansion on the flow of soybeans from producing regions in the U.S. to its ports for export. Specific objectives of this study were to determine ... -
Intermarket Trading Strategies and Risk
(North Dakota State University, 2013)The purpose of this thesis is to research methods that will be used to discover the profitability and risk of spatially arbitraging soybeans. A portfolio is used to analyze trading strategies, and the dependence measures ... -
A Multivariate Approach to Forecasting Dairy Imports
(North Dakota State University, 2014)The global economy is becoming more connected with every passing year. Developing countries continue to lift themselves out of poverty and their markets are hungry for the opportunity to trade goods with nations all over ... -
Optimization of Soybean Buying Strategies Using Derivatives
(North Dakota State University, 2017)The portfolio model of hedging framework, based off Markowitz (1952), is used to determine the best mix of futures, basis, and option contracts to hedge a soybean purchase from PNW 28 weeks in to the future. Eighteen options ... -
Rail Car Trip Transit Time and the Effects on Grain Trading Company Profits
(North Dakota State University, 2016)This examines the logistic process of a grain trading company, and how logistics affect profits. Trip transit time is the amount of times a shuttle train moves back and forth from an elevator and a destination. In the years ... -
Real Option Analysis of Primary Rail Contracts in Grain Shipping
(North Dakota State University, 2017)Grain shipping for a country elevator involves many sources of risk and uncertainty. In response to these dynamic challenges faced by shippers, railroad carriers offer various types of forward contracting instruments and ... -
Risk Management Strategies for Commodity Processors
(North Dakota State University, 2013)Recent years have witnessed an increase in agricultural commodity price volatility. This thesis analyzes different models to derive optimal hedge strategies for commodity processors, with two components addressed. One is ... -
The Risks Associated with Barley Production in North Dakota
(North Dakota State University, 2016)The market for barley has shifted from a demand for exports and livestock feed, to a demand for human food and alcohol production. Due to the crop qualities required for malting in the alcohol industry, barley is perceived ... -
Structural Changes in North American Fertilizer Logistics
(North Dakota State University, 2014)Nitrogen-based fertilizer industry in United States is undergoing major changes the demand for which is primarily driven by agriculture. Traditionally, this industry sources anhydrous ammonia through imports from Canada ... -
Switching Options: The Value of Flexibility Provided by Geographical Diversification
(North Dakota State University, 2014)The thesis develops a Monte Carlo simulation model with real options to value agricultural-commodity-trading firms' physical assets in relation to their existing networks of physical assets. The option value measured is ... -
Valuation of Licensing Agreements in Agriculture Biotechnology
(North Dakota State University, 2016)As demand for agricultural commodities expands throughout the world, competitors are finding it advantageous to form strategic partnerships. Firms seek to collaborate in an organized effort to advance technology as quickly ...