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Selected writings on futures markets : basic research in commodity markets : Basic research in commodity markets

Peck, Anne E. (contributor) - 1983

Persistent link: https://www.econbiz.de/10002260523

Commodity spreads : techniques and methods for spreading financial futures, grains, meats and other commodities

Smith, Courtney - 1982

Persistent link: https://www.econbiz.de/10002815489

The Financialisation of Agricultural Commodity Futures Trading and its Impact on the 2006-2008 Global Food Crisis

Colbran, Nicola - 2015

The subject of this article is whether the financialisation of agricultural commodity futures trading contributed to the sudden price rises in 2006-2008. It also discusses the effect of financialisation on the functioning and usefulness of futures markets, and considers whether speculation could...

Persistent link: https://www.econbiz.de/10014185860

Biodiversity as a Commodity

Heal, Geoffrey M. - 2011

What is the nature of biodiversity as an economic commodity and why does it matter? How would its conservation contribute economically to our well being? I consider three issues: Why is biodiversity important from an economic perspective? What kind of commodity is it? Does our usual economic...

Persistent link: https://www.econbiz.de/10014043332

Institutional Investors in Indian Commodity Derivative Markets - Prospects for the Future

Kalyanaraman, Lakshmi - 2007

The Government of India is contemplating allowing the Institutional investors like Foreign Institutional Investors, Mutual funds and Banks to trade in a few selected products of commodity derivatives markets in India. This paper argues that if the institutional investors are allowed to operate...

Persistent link: https://www.econbiz.de/10014051856

Role of Commodity Exchanges, Futures & Options

Ranjan, Nitesh - 2010

The objective of the paper is to test whether any relation exists between spot prices and futures prices of a commodity and whether futures trading lead to price stabilization of an agricultural commodity. The study undertakes to delineate the various aspects of futures trading in a single...

Persistent link: https://www.econbiz.de/10014199514

Hedging Against Bunker Price Fluctuations Using Petroleum Futures Contracts; Constant vs Time Varying Hedge Ratios

Menachof, David A; Alizadeh, Amir H.; Kavussanos, Manolis G. - 2014

The effectiveness of hedging marine bunker price fluctuaions in Rotterdam, Singapore and Houston is examined using different crude oil and petroleum future contracts traded at the New York Mercantile Exchange (NYMEX) and the International Petroleum Exchange (IPE) in London. Using both constant...

Persistent link: https://www.econbiz.de/10014206214

Remunerating Commodity Producers in Developing Countries : Regulating Concentration in Commodity Markets

Asfaha, Samuel G. - 2007

For most commodities, the market is characterised by asymmetric market power. Often, large numbers of smallholder producers who are geographically dispersed and uncoordinated sell their commodities to a handful vertically-integrated multinational processors and distributors. This has been one of...

Persistent link: https://www.econbiz.de/10014221459

Agricultural Futures Prices and Long Memory Processes

Wei, Anning; Leuthold, Raymond M. - 2000

Price series that are 21.5 years long for six agricultural futures markets, corn, soybeans, wheat, hogs, coffee, and sugar, exhibit time-varying volatility, carry long-range dependence, and portray excessive skewness and kurtosis, though they are covariance stationary. This suggests that the...

Persistent link: https://www.econbiz.de/10014155331

A Portfolio Insurance Strategy for Commodity Futures

Lo, Chia; Skindilias, Konstantinos - 2013

We propose a generalized Constant Proportion Portfolio Insurance (CPPI) strategy for the commodity futures fund which … rules to allocate capital between a risk-free asset and the futures margin account. Our formula guarantees that the fund … results in this paper will not only draw attention from academia but also from Commodity Trading Advisors (CTA) fund managers …

Persistent link: https://www.econbiz.de/10014164005