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The Development of Index Futures Contracts for Fruits and Vegetables

Manfredo, Mark R.; Libbin, James D. - 1998

, such as commodity futures contracts, to aid in the marketing and management of its price risk. Since the 1980s, financial …

Persistent link: https://www.econbiz.de/10009442640

Spatial Price Analysis Incorporating Rate of Trade: Methods and Application to United States–China Soybean Trade

Han, Shengfei; Durham, Catherine A. - 2010

A regime-switching model for analysis of market integration has been developed that incorporates rate of trade information. An application of the methods to United States–China soybean trade demonstrates that the extended trade information allows better interpretation of market conditions....

Persistent link: https://www.econbiz.de/10009442648

THE EFFECTS OF FUTURES TRADING BY LARGE HEDGE FUNDS AND CTAS ON MARKET VOLATILITY

Holt, Bryce R.; Irwin, Scott H. - 2000

This study uses the newly available data from the CFTC to investigate the market impact of futures trading by large hedge funds and CTAs. Regression results show that there is a positive relationship between the trading volume of large hedge funds and CTAs and market volatility. However, a...

Persistent link: https://www.econbiz.de/10009443005

Establishing the Presence of a Risk Premium in the Cocoa Futures Market: An Econometric Analysis

Armah, Stephen E. - 2008

Previous attempts at identifying and estimating a time-varying risk premium in the cocoa futures market yielded conflicting results. Using a longer series that includes the most recent cash and futures data, the existence of a time-varying risk premium in the cocoa futures market is...

Persistent link: https://www.econbiz.de/10009443197

Price efficiency and speculative trading in cocoa futures markets

Nardella, Michele - 2007

In recent years a number of market participants called into question the efficiency of the price discoverymechanism in commodity futures markets. They believe that speculators move commodity futures marketsaway from their fundamentals by distorting prices and exacerbating volatility. The smoking...

Persistent link: https://www.econbiz.de/10009445112

Strategic Interactions, Risks and Coordination Costs in Food Marketing Channels: The Mediating Role of Futures Markets

Kuwornu, John K.M.; Kuiper, W. Erno; Pennings, Joost M.E.; … - 2006

We examine the interaction of marketing channel members and the influence of these interactions on incentives …, coordination costs, and risk allocation strategies in a food marketing channel. For this purpose we specify a three-stage principal …-agent marketing channel model involving producers, wholesalers, retailers and a futures market. We compare the situation with and …

Persistent link: https://www.econbiz.de/10009445153

Does Futures Price Volatility Differ Across Delivery Horizon?

Karali, Berna; Dorfman, Jeffrey H.; Thurman, Walter N. - 2009

We study the difference in the volatility dynamics of CBOT corn, soybeans, and oatsfutures prices across different delivery horizons via the smoothed Bayesian estimatorof Karali, Dorfman, and Thurman (2010). We show that the futures price volatilitiesin these markets are affected by the...

Persistent link: https://www.econbiz.de/10009446386

Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage

Power, Gabriel J.; Robinson, John R.C. - 2009

The commodity bull cycle of 2006-2008 and subsequent dramatic price decline have been asource of hardship for traditional commodity market participants such as producers andmerchant/shippers. The usefulness of futures markets has been called into question, especiallygiven that some market...

Persistent link: https://www.econbiz.de/10009446392

EMERGING FORMS OF COMPETITIVE ADVANTAGE: IMPLICATIONS FOR AGRICULTURAL PRODUCERS

Barone, Michael J.; Decarlo, Thomas E. - 2003

Traditional recommendations for building sustainable competitive advantages revolve around differentiating a product from the competition along attributes that are important and relevant to customers. However, strategic approaches based on such notions do not represent viable options for...

Persistent link: https://www.econbiz.de/10009443041

Can a technical analysis-based trading strategy outperform a naive buy-hold strategy

Gross, Peter; Gevers, Wim - 2008

ENGLISH ABSTRACT: Empirical research is done to determine whether trading strategies based on technical analysiscan outperform a naive buy-and-hold strategy. A study is made of classical and contemporaryacademic literature. The central investigation is threefold. Firstly, the degree of...

Persistent link: https://www.econbiz.de/10009442092

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