Financialization and speculators risk premia in commodity futures markets
Year of publication: |
2023
|
---|---|
Authors: | Carter, Colin Andre ; Revoredo Giha, César L. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 88.2023, p. 1-10
|
Subject: | Commodity market financialization | Futures risk premium | Normal backwardation | Risikoprämie | Risk premium | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Spekulation | Speculation | Rohstoffmarkt | Commodity market | Derivat | Derivative | Theorie | Theory |
-
Do hedging and speculative pressures drive commodity prices, or the other way round?
Lehecka, Georg V., (2015)
-
Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets
Bohl, Martin T., (2012)
-
Hedging pressure and speculation in commodity markets
Ekeland, Ivar, (2019)
- More ...
-
Eastham's commodity storage model in a modern context
Carter, Colin Andre, (2009)
-
WTI and Brent futures pricing structure
Scheitrum, Daniel P., (2018)
-
Combining stated and revealed preferences for valuing organic chicken meat
Gschwandtner, Adelina, (2021)
- More ...