Commodity market risk: derivatives hedging for the aluminium market.

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dc.contributor.advisor Basso, Antonella it_IT
dc.contributor.author Bossi, Emanuele <1997> it_IT
dc.date.accessioned 2024-02-19 it_IT
dc.date.accessioned 2024-05-08T12:18:16Z
dc.date.available 2024-05-08T12:18:16Z
dc.date.issued 2024-03-08 it_IT
dc.identifier.uri http://hdl.handle.net/10579/26073
dc.description.abstract The aim of this text is to treat properly the commodity risk and find out several ways to manage it in the aluminium market. At the beginning, we talk about the risk in a general way and then underline which kind of risk who operates in the commodity markets faces. The second chapter will focus on the derivatives, the theoretical part and how they can be used to offset the market price risk. Several option's strategies are the core of the first part, along with the use of futures and swaps. In the third part, we start to narrow the argument of study running a brief history of the aluminium market. Then, we move analysing the aluminium market also under the economic aspect, pointing out the price and production trends, the main uses in the last century, and mostly in the last 50 years. The last chapter should be the natural conclusion of this work, an application of the derivatives and related strategies in the aluminium market as coverage tools for the market price risk. Several strategies will be treated in careful detail, then compared using real data to establish which would have been the better one given the market situation. it_IT
dc.language.iso en it_IT
dc.publisher Università Ca' Foscari Venezia it_IT
dc.rights © Emanuele Bossi, 2024 it_IT
dc.title Commodity market risk: derivatives hedging for the aluminium market. it_IT
dc.title.alternative Commodity market risk: derivatives hedging for the aluminium market. it_IT
dc.type Master's Degree Thesis it_IT
dc.degree.name Economics, finance and sustainability it_IT
dc.degree.level Laurea magistrale it_IT
dc.degree.grantor Dipartimento di Economia it_IT
dc.description.academicyear 2022/2023 - sessione straordinaria it_IT
dc.rights.accessrights openAccess it_IT
dc.thesis.matricno 888309 it_IT
dc.subject.miur SECS-P/09 FINANZA AZIENDALE it_IT
dc.description.note it_IT
dc.degree.discipline it_IT
dc.contributor.co-advisor it_IT
dc.date.embargoend it_IT
dc.provenance.upload Emanuele Bossi (888309@stud.unive.it), 2024-02-19 it_IT
dc.provenance.plagiarycheck Antonella Basso (basso@unive.it), 2024-03-04 it_IT


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