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Speculation, hedging and volatility in the coffee market, 1993 - 96

Gilbert, Christopher L.; Brunetti, Celso - 1996

Persistent link: https://www.econbiz.de/10000958937

Buffer stocks, hedging and risk reduction

Gilbert, Christopher L. - In: Bulletin of economic research 40 (1988) 4, pp. 271-286

Persistent link: https://www.econbiz.de/10001063095

Speculation, hedging and volatility in the coffee market, 1993-96

Gilbert, Christopher L.; Brunetti, Celso - 1997

Persistent link: https://www.econbiz.de/10000619480

The role of index trading in price formation in the grains and oilseeds markets

Gilbert, Christopher L.; Pfuderer, Simone - In: Journal of agricultural economics 65 (2014) 2, pp. 302-322

Persistent link: https://www.econbiz.de/10010395080

Four articles on commodities : commodity agreements, commodity markets, cornering the market and cross hedging

Anderson, Ronald W.; Gilbert, Christopher L. - 1991

Persistent link: https://www.econbiz.de/10000852305

Herding and speculation in the crude oil market

Brunetti, Celso; Buyuksahin, Bahattin; Harris, Jeffrey H. - In: The energy journal 34 (2013) 3, pp. 83-104

Persistent link: https://www.econbiz.de/10009771883

Commodity index trading and hedging costs

Brunetti, Celso; Reiffen, David A. - 2011

Persistent link: https://www.econbiz.de/10009406419

Commodity Index Trading and Hedging Costs

Brunetti, Celso - 2012

Trading by commodity index traders (CITs) has become an important aspect of financial markets over the past 10 years. We develop an equilibrium model of trader behavior that relates uninformed CIT trading to futures prices. The model predicts that CIT trading reduces the cost of hedging. We test...

Persistent link: https://www.econbiz.de/10013115392

Measuring interest rate risk management by financial institutions

Brunetti, Celso; Foley-Fisher, Nathan; Verani, Stéphane - 2023 - This version: August 2023

Persistent link: https://www.econbiz.de/10014388464

Commodity index trading and hedging costs

Brunetti, Celso; Reiffen, David - In: Journal of Financial Markets 21 (2014) C, pp. 153-180

Trading by commodity index traders (CITs) has become an important aspect of financial markets over the past 10 years. We develop an equilibrium model of trader behavior that relates uninformed CIT trading to futures prices. A key implication of the model is that CIT trading reduces the cost of...

Persistent link: https://www.econbiz.de/10011116727