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Does Knowledge of the Cost of Carry Model Improve Commodity Futures Price Forecasting Ability? A Case Study Using the London Metal Exchange Lead Contract

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, including univariate and multivariate error correction models. London Metal Exchange (LME) lead cash prices, lead futures prices …

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Does futures speculation stabilize spot prices? : Evidence from metals markets

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Herding, anti-herding behaviour in metal commodities futures : a novel portfolio-based approach

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Commodities and commodity derivatives : modeling and pricing for agriculturals, metals and energy

Geman, Hélyette - 2005

Fundamentals of commodity spot and futures markets -- Equilibrium relationships between spot prices and forward prices -- Stochastic modelling of commodity price processes -- Plain-vanilla option pricing and hedging -- Risk-neutral valuation of plain-vanilla options -- Monte-Carlo simulations...