On the Relationship of expected supply and demand to futures prices

Hans Walter Chua; William G. Tomek

Expectations about future economic conditions are important determinants of commodity prices. This paper presents a relatively simple model that makes futures prices for corn a function of expected production and inventories and of variables that account for demand shifts. The intent is to provide an historical, objective context for new price and quantity observations, which may help market analysts. -- expected supply ; futures prices ; commodity prices

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Year of publication:	2010
Authors:	Chua, Hans Walter ; Tomek, William G.
Publisher:	Ithaca, NY : Dep. of Applied Economics and Management, Cornell Univ.
Subject:	Erwartungsbildung \| Expectation formation \| Rationale Erwartung \| Rational expectations \| Preis \| Price \| Warenbörse \| Commodity exchange \| USA \| United States \| Rohstoffpreis \| Commodity price \| Rohstoffderivat \| Commodity derivative \| Theorie \| Theory

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Extent:	Online-Ressource (PDF-Datei: 15 S., 494 KB) graph. Darst.
Series:	Staff paper / Department of Applied Economics and Management, Cornell University. - Ithaca, NY : [Verlag nicht ermittelbar], ZDB-ID 2187708-7. - Vol. 2010,01
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat reader
Other identifiers:	hdl:10419/58228 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009008336