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Hedging with commodity futures and the end of normal backwardation

Güntner, Jochen; Karner, Benjamin - 2020

. We argue that the "normal backwardation" in commodity markets has broken down during our sample period. …

Persistent link: https://www.econbiz.de/10012662703

Hedging with commodity futures and the end of normal backwardation

Güntner, Jochen; Karner, Benjamin - 2020

. We argue that the "normal backwardation" in commodity markets has broken down during our sample period. …

Persistent link: https://www.econbiz.de/10012308479

Term Structure Models of Commodity Prices: A Review

Lautier, Delphine - Université Paris-Dauphine (Paris IX) - 2005

theories of normal backwardation and storage are however a bit limited when the whole term structure is taken into account. As …

Persistent link: https://www.econbiz.de/10011166285

Term Structure Models of Commodity Prices: A Review.

Lautier, Delphine - Université Paris-Dauphine - 2005

theories of normal backwardation and storage are however a bit limited when the whole term structure is taken into account. As …

Persistent link: https://www.econbiz.de/10008790066

Handel auf Terminkontraktmärkten

Stückler, Maria - Vienna University of Economics and Business, Department … - 2002

Commodity prices are significantly more volatile than prices of industrial products. This extreme price instability establishes a need for futures markets in commodities. The main functions of futures trading being hedging against, and speculation on price fluctuations; and it is hedging, that...

Persistent link: https://www.econbiz.de/10005539144