Browsing Electronic Theses and Dissertations (ETDs) by Subject "Co-integration"
Now showing items 1-3 of 3
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Managing an agricultural commodities portfolio in South Africa with pairs trading
(North-West University, 2007)Although a pair trading is well known among South African agricultural commodity traders, there are no comprehensive documented accounts for the selection and trading of agricultural commodity pairs in South Africa. The ... -
The relationship between the forward– and the realized spot exchange rate in South Africa
(North-West University, 2010)The inability to effectively hedge against unfavourable exchange rate movements, using the current forward exchange rate as the only guideline, is a key inhibiting factor of international trade. Market participants use the ... -
Supply Response of Field Crops in South Africa
(North-West University, 2019)Existing empirical evidence on agricultural supply response is very mixed, ambiguous and generally assumed to be inelastic. This study develops an econometric framework to test the hypothesis that supply is inelastic and ...