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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
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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
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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
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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
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Analyzing Relationships Between Cash and Futures Dairy Markets Using Partially Overlapping Time Series
Bozic, Marin; Fortenbery, T. Randall - 2010
Replaced with revised version of paper 02/10/10.
Persistent link: https://www.econbiz.de/10009446530
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Co-integração entre os mercados spot e futuro: evidências dos mercados de boi gordo e soja
Abitante, Kleber Giovelli - 2008
One of the measures of future markets’ efficiency is its linkagewith the spot market. The objective of this paper is to verify the existenceof a statistical linkage between spot market and the Brazilian Mercantile& Future Exchange (BM&F) live cattle future market and between spotmarket and the...
Persistent link: https://www.econbiz.de/10009446929
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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
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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
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Price efficiency and speculative trading in cocoa futures markets
Nardella, Michele - 2007
buying (selling) precedes movements in the cocoafutures markets. Among soft commodities, the cocoa futures market represents … addition, they rule out the existence of any casual relationship betweenspeculative activity and cocoa prices (i.e. level and …
Persistent link: https://www.econbiz.de/10009445112
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Preispolitik für ökologische Lebensmittel: Eine neo-institutionalistische Analyse
Spiller, Achim - 2001
primarily this is due to inefficient structures in processing and marketing. Furthermore, the pressures of competition in the …
Persistent link: https://www.econbiz.de/10009443733