New types of non-trade related participation in commodity futures markets

This paper explores the growing involvement of new types of non- commodity-sector-related players in commodity futures markets. This includes a discussion on the role of managed funds, the impact of the use of commodity warrants, and the direct involvement of banks. The impact of this new form of "speculation" on the price formation process on commodity futures markets is then examined, and conclusions are drawn as to the use of these markets by commodity sector actors.

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Year of publication:	2003-01-03
Authors:	Rutten, Lamon
Institutions:	EconWPA
Subject:	commodity futures market \| futures \| options \| speculation \| market efficiency

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Extent:	application/pdf
Series:	Finance.
Type of publication:	Book / Working Paper
Notes:	Type of Document - pdf; pages: 25; figures: included. pdf file 25 pages
Classification:	G14 - Information and Market Efficiency; Event Studies ; D40 - Market Structure and Pricing. General ; D80 - Information and Uncertainty. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005077040