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Expectations and intertemporal pricing in commodity futures and spot markets

Just, Richard E.; Rausser, Gordon C. - Department of Agricultural and Resource Economics, … - 1985

Persistent link: https://www.econbiz.de/10010843155

Dynamic welfare analysis and commodity futures markets overshooting

Rausser, Gordon C.; Walraven, Nicholas - Department of Agricultural and Resource Economics, … - 1988

Persistent link: https://www.econbiz.de/10010843165

Hedging and joint production: theory and illustrations

Rausser, Gordon C. - Department of Agricultural and Resource Economics, … - 1979

Persistent link: https://www.econbiz.de/10010676502

Arbitrage conditions, interest rates, and intertemporal commodity price relationships

Kitchen, John; Rausser, Gordon C. - Department of Agricultural and Resource Economics, … - 1988

Recent studies have presented different views on the relationship between interest rates and commodity prices. The theory of storage and arbitrage approaches fully incorporate nominal interest rates in commodity price spreads. Alternative frameworks admit a relationship between the interest rate...

Persistent link: https://www.econbiz.de/10010676523

Expectations and intertemporal pricing in commodity futures and spot markets

Just, Richard E.; Rausser, Gordon C. - Department of Agricultural and Resource Economics, … - 1983

Persistent link: https://www.econbiz.de/10010676526

Econometric model and futures markets commodity price forecasting

Just, Richard E.; Rausser, Gordon C. - Department of Agricultural and Resource Economics, … - 1979

Persistent link: https://www.econbiz.de/10010676539

Determination of the predominance of various expectations patterns in commodity futures and spot markets

Just, Richard E.; Rausser, Gordon C. - Department of Agricultural and Resource Economics, … - 1985

Persistent link: https://www.econbiz.de/10010676580

Lead-lag price relationships between thinly and heavily traded commodity futures markets

Carter, Colin A.; Rausser, Gordon C. - Department of Agricultural and Resource Economics, … - 1983

Persistent link: https://www.econbiz.de/10010676581

Futures market efficiency in the soybean complex

Rausser, Gordon C.; Carter, Colin A. - Department of Agricultural and Resource Economics, … - 1982

Persistent link: https://www.econbiz.de/10010676590

An Equilibrium Approach to the Theory of Futures Markets

Berck, Peter; Cecchetti, Stephen G. - Department of Agricultural and Resource Economics, … - 1981

Persistent link: https://www.econbiz.de/10010676593