Commodity market and Switzerland's contribution: recent advances, structural modelling and policy guidelines

Diplôme Thèse Commodity market and Switzerland's contribution: recent advances, structural modelling and policy guidelines eng 2014-07-01 author Balu Florentina-Olivia 0000-0002-5818-9710 671092 director Morard Bernard 27131 10.13097/archive-ouverte/unige:38952 urn:nbn:ch:unige-389526 SES 856 In the context of increasing integration of global financial and commodity markets, and of major structural changes following the financial and economic crisis, sudden and unexpected price volatilities have been observed in the commodities market. Consequently, G20 has declared understanding commodity price behaviour and combating volatility as one of its 2011 agenda priorities. In this context, the main objective of our research is to better understand the functioning mechanism of commodity market after the global financial crisis, and correlatively, explain the Swiss contribution to international commodity market (Switzerland is the first commodity trading hub in the world). Our intention is to endorse a modern comprehensive analysis of the factors underlying the commodity market movements (using Structural Equation Modelling, Partial Least Square, and volatility GARCH methodologies), in order to better anticipate the evolution of commodity markets, and to apply the most effective policy options both at a national and international level. Le marché des matières premières La contribution de la Suisse Progrès récents Modélisation structurelle Principes directeurs Dewey 330 Dewey 650 115 Institute of Management S3 false e60efcce-583e-40ae-99df-4b1abbe1dead Thesis Private Commodity Market and Switzerland's Contribution.pdf 4683374 application/pdf e84342b3a679a8987011f83a6d1a7865a589af313afe5a897e199cf15ca3248f closedAccess Faculté d'économie et de management / Institute of Management

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Balu, Florentina-Olivia

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