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Forskydninger: Mellem svar og ikke-svar
Jonas Gabrielsen,Heidi J?nch-Clausen,Christina Pontoppidan
Journalistica : Tidskrift f?r Forskning i Journalistik , 2011,
Abstract: At moderne politikere s ger at undvige journalisternes sp rgsm l er velkendt. M den det g res p , er imidlertid langt fra den samme, hvorfor det er hensigtsm ssigt at sondre mellem afvisninger, hvor et svar n gtes besvaret, og forskydninger, hvor der svares uden at svare. For at afd kke hvad en forskydning mere pr cist er, har forfatterne n rl st 14 af statsminister Lars L kke Rasmussens tirsdagspressem der. Herudfra opstiller de en typologi over L kkes tre hyppigste m der at forskyde et sp rgsm l p : Tidsforskydning, akt rforskydning og niveauforskydning.
Analysis on the Successful Operation of Spot Bulk Commodity E-Commerce Platform

Modern Marketing (MOM) , 2019, DOI: 10.12677/MOM.2019.93006
Abstract: 大宗商品现货电商平台在大宗商品的原产地设立为宜,大宗商品现货电商平台的合约设计非常重要,它关乎现货合约金融化的程度,为便利客户交割款货,大宗商品现货电商平台应当入市交易,这不但提高了大宗商品现货电商平台的信用,而且还为客户交割款货提供了方便,大宗商品现货电商平台应当根据大宗商品的特性及社会需求弹性等指标保持现货的适度金融化,大宗商品现货电商平台可以利用业务规则赋予的权利限制客户的过度投机行为,大宗商品现货电商平台的最高管理人责任重大、义务繁多、使命光荣。
It is appropriate for the spot bulk commodity-commerce platform to be established in the origin of commodities, and its contract design plays an important role in the financialization of spot contracts. In order to facilitate customers to complete the delivery of commodities and payments, the platform should be accessed to the market and have a hand in transactions, which will also improve the credit of the spot bulk commodity e-commerce platform. The spot bulk commodity e-commerce platform, whose top managers have great responsibilities, numerous obligations and glorious mission, should maintain moderate financialization of the spot according to the characteristics of the commodity and the elasticity of social demand and use the rights granted by business rules to restrict customers' excessive speculation.

Journalistisk frihet och ofrihet. M nga fr gor, f rre svar  [cached]
Pertti Hemánus
Massekultur & Medier , 1984,
Abstract: Journalistisk frihet och ofrihet. M nga fr gor, f rre svar
Correlations in commodity markets  [PDF]
Pawe? Sieczka,Janusz A. Ho?yst
Physics , 2008, DOI: 10.1016/j.physa.2009.01.004
Abstract: In this paper we analyzed dependencies in commodity markets investigating correlations of future contracts for commodities over the period 1998.09.01 - 2007.12.14. We constructed a minimal spanning tree based on the correlation matrix. The tree provides evidence for sector clusterization of investigated contracts. We also studied dynamical properties of commodity dependencies. It turned out that the market was constantly getting more correlated within the investigated period, although the increase of correlation was distributed nonuniformly among all contracts, and depended on contracts branches.
Excess Liquidity and Commodity Boom
S. Ohno
Journal of Economics, Business and Management , 2014, DOI: 10.7763/joebm.2014.v2.106
Abstract: This paper presents an investigation of whether excess liquidity has been serving as a driving force for the increase in international commodity prices. This study uses a structural VAR model including two global liquidity indicators and the world production index to examine the determinants of international commodity prices. The lending of tolerant international bankers promoted commodity price might increase before the global financial crisis while the international liquidity squeeze brought about their decline after the Lehman Shock. Among commodities, the prices of industrial metals are more attributable to funding liquidity, and the price of crude oil, with a market believed to be more vulnerable to speculative money inflows, has been less dependent on liquidity. Gold is exceptional. It acted as a safe haven during the period of international financial dysfunction.
Founding Digital Currency on Imprecise Commodity  [PDF]
Zimu Yuan,Zhiwei Xu
Computer Science , 2015,
Abstract: Current digital currency schemes provide instantaneous exchange on precise commodity, in which "precise" means a buyer can possibly verify the function of the commodity without error. However, imprecise commodities, e.g. statistical data, with error existing are abundant in digital world. Existing digital currency schemes do not offer a mechanism to help the buyer for payment decision on precision of commodity, which may lead the buyer to a dilemma between having to buy and being unconfident. In this paper, we design a currency schemes IDCS for imprecise digital commodity. IDCS completes a trade in three stages of handshake between a buyer and providers. We present an IDCS prototype implementation that assigns weights on the trustworthy of the providers, and calculates a confidence level for the buyer to decide the quality of a imprecise commodity. In experiment, we characterize the performance of IDCS prototype under varying impact factors.
The Commodity Price and Exchange Rate Dynamics  [PDF]
Liping Zou, Boliang Zheng, Xiaoming Li
Theoretical Economics Letters (TEL) , 2017, DOI: 10.4236/tel.2017.76120
Abstract: This paper investigates the dynamic relationship between the commodity price and the exchange rate in Australia and New Zealand. We focus on Australia and New Zealand. Not only do their primary commodities account for significant shares of their exports, but also their currencies share some distinctive characteristics that are unique from other commodity currencies. Using country-specific commodity price indices, we examine the relationship between the departure of currency value from its fair value and fundamental macroeconomic variables. Evidence of a strong and robust relationship between the exchange rate and the commodity price has been found. Results indicate that the commodity price can be used to improve the forecast ability of the future exchange rate. Our commodity-price-augmented exchange rate forecasting model consistently outperforms the random-walk model, for both in-sample and out-of-sample forecasting. These results shed some extra lights on policymaking for countries that rely on primary commodity production, and attempt to move towards floating exchange rate regimes as part of their global market liberalization process.
Commodity futures and market efficiency  [PDF]
Ladislav Kristoufek,Miloslav Vosvrda
Quantitative Finance , 2013,
Abstract: We analyze the market efficiency of 25 commodity futures across various groups -- metals, energies, softs, grains and other agricultural commodities. To do so, we utilize recently proposed Efficiency Index to find that the most efficient of all the analyzed commodities is heating oil, closely followed by WTI crude oil, cotton, wheat and coffee. On the other end of the ranking, we detect live cattle and feeder cattle. The efficiency is also found to be characteristic for specific groups of commodities -- energy commodities being the most efficient and the other agricultural commodities (formed mainly of livestock) the least efficient groups. We also discuss contributions of the long-term memory, fractal dimension and approximate entropy to the total inefficiency. Last but not least, we come across the nonstandard relationship between the fractal dimension and Hurst exponent. For the analyzed dataset, the relationship between these two is positive meaning that local persistence (trending) is connected to global anti-persistence. We attribute this to specifics of commodity futures which might be predictable in a short term and locally but in a long term, they return to their fundamental price.
Commodity Food Prices: Review and Empirics  [PDF]
Anthony N. Rezitis,Maria Sassi
Economics Research International , 2013, DOI: 10.1155/2013/694507
Abstract: The present paper provides a literature review of studies examining the potential causes and consequences of recent surges in food and agricultural commodity prices. Furthermore, this paper uses the structural trend methodology proposed by Koopman et al. (2009) to analyze movements in the IMF monthly commodity food price index for the period 1992(11)–2012(10) and to provide forecasts for the period 2012(11)–2014(12). The empirical results indicate that commodity food prices present seasonality and cyclicality with the longest periodicity of two years. The empirical findings identify certain structural breaks in commodity food price series as well as outliers. These structural breaks seem to capture the trend component of the price series well, while the outliers take account of temporal effects, that is, short-lived spikes. Finally, the presented forecasts show high and volatile commodity food prices. 1. Introduction Commodity food prices have surged upwards in dramatic fashion in recent years after several decades of relative stability and low levels. In particular, commodity food prices increased dramatically between late 2006 and mid-2008, and by reaching high levels later on (i.e., during 2010, early 2011, and the third quarter of 2012), they caused serious concerns about a repeat of the 2006–2008 food crisis. This phenomenon has motivated several analyses of the factors that have caused commodity food prices to increase in recent years. The purpose of the present paper is twofold. First, it reviews the empirical studies that identify and analyze the possible causes of the recent food and agricultural commodity spikes. Second, it uses a structural time series approach to analyze the behavior of the monthly commodity food price index for the past 20 years. In the empirical part, the present paper departs from previous detrending methods and employs a structural time series approach [1], which provides the possibility of discovering commodity price cycles. Furthermore, this approach permits not only the possibility of stochastic cycles but also the presence of stochastic trends in levels and growth rates and provides efficient forecasts on the commodity food price index. The remainder of this paper is organized as follows. Section 2 presents and discusses the literature on the causes of commodity food price increases in recent years. In Section 2.1, specific discussion is devoted to the possible linkages between fuel and food prices, while in Section 2.2 the possible relation between speculation and food prices is provided. Section 3 presents the
A Study on the Transaction Method of Information Commodity
Peng Gao
International Journal of Business and Management , 2009, DOI: 10.5539/ijbm.v3n1p125
Abstract: Information commodity is kind of information product which can satisfy certain need of the society and can be used to exchange with something. Information commodity owns unique characteristics deferred from physical goods. The transaction methods of information commodity are special. Starting with presenting the two transaction modes “sale” and “rent”, this paper chiefly discusses three kinds of transaction methods of information commodity, that is, one-time transaction, multi-time transaction, and band transaction, based on the analysis of the specialties of information commodity.
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