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Futures markets for agricultural commodities in developing countries
Vaillant, Charlotte (contributor) - 1997
Persistent link: https://www.econbiz.de/10000625851
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Testing the rational expectations competitive storage hypothesis
Ahti, Valtteri - 2009
Persistent link: https://www.econbiz.de/10003860177
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Financial instruments to hedge commodity price risk for developing countries
Lu, Yinqiu; Neftci, Salih N. - 2008
Persistent link: https://www.econbiz.de/10003667556
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UNCTAD : stabilising commodity markets
In: Intereconomics : review of European economic policy 2 (1967) 5, pp. 117
Persistent link: https://www.econbiz.de/10011549056
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Commodity finance
Cuddy, John D. - 1982 - rev. 23 February 1982
Persistent link: https://www.econbiz.de/10002979156
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Le prix des matières premières, les marchés à terme, et les pays en voie de développement
Vigier, Alain - In: Issues : cahiers de recherches de la revue Economie et … (1996), pp. 111-118
Persistent link: https://www.econbiz.de/10001217375
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The effect of financial and fundamental factors on the behaviour of commodity futures prices
Palaskas, Theodosios B. - In: UNCTAD review / United Nations Conference on Trade and … 1996 (1997), pp. 27-34
Persistent link: https://www.econbiz.de/10001221017
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Agricultural futures markets in LDCs : a policy response to price volatility?
Morgan, C. W.; Rayner, Anthony J.; Vaillant, Charlotte - In: Journal of international development : the journal of … 11 (1999) 6, pp. 893-910
Persistent link: https://www.econbiz.de/10001446530
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Commodity Investing
Rouwenhorst, K. Geert - 2012
This article reviews the literature on commodities from the perspective of an investor. We re-examine some of the early papers in the literature using recent data and find that the empirical support for the theory of normal backwardation as an explanation for the commodity risk premium is weak...
Persistent link: https://www.econbiz.de/10013098428
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Commodity Investing
Rouwenhorst, K. Geert - 2012
This paper reviews the literature on commodities from the perspective of an investor. We re-examine some of the early papers in the literature using recent data, and find that the empirical support for the Theory of Normal Backwardation as an explanation for the commodity risk premium is weak,...
Persistent link: https://www.econbiz.de/10013105500