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Futures prices as forecasts of commodity spot prices

Giles, David E. A.; Goss, Barry A. - 1980

Persistent link: https://www.econbiz.de/10000012349

Price volatility of storable commodities under rational expectations in spot and futures markets

Kawai, Masahiro - 1981 - Rev

Persistent link: https://www.econbiz.de/10002203641

New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets

Goetz, Cole; Miljkovic, Dragan; Barabanov, Nikita - In: Energy economics 100 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012990234

Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities

Chen, Zhuo; Yan, Bo; Kang, Hanwen; Liu, Liyu - In: Review of economic design 27 (2023) 1, pp. 139-162

Persistent link: https://www.econbiz.de/10013489698

Price Discovery via Causality of Future and Spot Prices in Commodity Market in India

Dangi, Vandana - 2021

Price discovery is one of the imperative functions of commodity derivative market. Its mechanism is established by long run and causal relationship between two variables. The present treatise is an attempt to examine the price discovery mechanism of commodity market in India. This paper...

Persistent link: https://www.econbiz.de/10013232946

Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market

Yang, Linghubo; Zhang, Dongxiang - In: Economic modelling 35 (2013), pp. 264-271

Persistent link: https://www.econbiz.de/10010259451

Does futures speculation destabilize spot prices? : new evidence for commodity markets

Bohl, Martin T.; Stephan, Patrick Maurice - In: Journal of agricultural and applied economics 45 (2013) 4, pp. 595-616

Persistent link: https://www.econbiz.de/10010207641

Effects of speculation and interest rates in a “carry trade” model of commodity prices

Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112

Persistent link: https://www.econbiz.de/10010371827

A frequency domain causality investigation between futures and spot prices of Indian commodity markets

Joseph, Anto; Sisodia, Garima; Tiwari, Aviral Kumar - In: Economic modelling 40 (2014), pp. 250-258

Persistent link: https://www.econbiz.de/10010425645

A dynamic model of hedging and speculation in the commodity futures markets

Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15

Persistent link: https://www.econbiz.de/10011477250