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Title

Commodity market and Switzerland's contribution: recent advances, structural modelling and policy guidelines
Author
Balu, Florentina-Olivia
Director
Morard, Bernard
Defense Thèse de doctorat : Univ. Genève, 2014 - SES 856 - 2014/07/01
Abstract 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.
Keywords Le marché des matières premières — La contribution de la Suisse — Progrès récents — Modélisation structurelle — Principes directeurs.
Identifiers
URN: urn:nbn:ch:unige-389526
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Thesis (4.5 MB) - private document Private access
Structures
Faculté d'économie et de management / Institute of Management
Citation
(ISO format) 		BALU, Florentina-Olivia. Commodity market and Switzerland's contribution: recent advances, structural modelling and policy guidelines. Université de Genève. Thèse, 2014. https://archive-ouverte.unige.ch/unige:38952

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Deposited on : 2014-07-28

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