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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 ...
Determining the Optimal Commodity and Hedge Ratio for Cross-Hedging Jet Fuel
(North Dakota State University, 2014)
Airlines are exposed to risks in swings in the price of jet fuel. While there are many different options that they can use to hedge this risk, airlines often underutilize them. This study establishes the minimum variance ...
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 ...
Estimating U.S. Residential Demand for Fuelwood in the Presence of Selectivity
(North Dakota State University, 2014)
Residential energy consumers have options for home heating. With many applications, appliances, and fuel types, fuelwood used for heating faces stiff competition in modern society from other fuels. This study estimates ...
Costs and Risks of Testing and Blending for EAA in Soybeans
(North Dakota State University, 2015)
Soybean quality is typically measured by protein values. Essential Amino Acids (EAA) and Critical Amino Acid Value (CAAV) provide alternative measures of valuing soybeans. The following thesis analyzes the effects of testing ...
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 ...
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 ...
Developing a Model to Value Germplasm Using Real Options
(North Dakota State University, 2013)
With many varieties of germplasm being developed, it is imperative to the industry that firms decide on a valuation method. This need to include looking at traits of the germplasm, the risk and uncertainty of expected ...
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 ...
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 ...