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The effect of futures markets and corners on storage and spot price variability

Netz, Janet S. - In: American journal of agricultural economics 77 (1995) 1, pp. 182-193

Persistent link: https://www.econbiz.de/10001180487

Interday variations in volume, variance and participation of large speculators

Chang, Eric Chieh - In: Journal of banking & finance 21 (1997) 6, pp. 797-810

Persistent link: https://www.econbiz.de/10001224579

Who's capitalizing on derivatives?

Gunther, Jeffery W. - In: Financial industry studies (1995), pp. 1-8

Persistent link: https://www.econbiz.de/10001201491

Impact of the price adjustment process and trading noise on return patterns of grain futures

Liu, Shi-Miin - In: The journal of futures markets 12 (1992) 5, pp. 575-585

Persistent link: https://www.econbiz.de/10001129990

Returns to individual traders of futures : aggregate results

Hartzmark, Michael L. - In: Journal of political economy 95 (1987) 6, pp. 1292-1306

Persistent link: https://www.econbiz.de/10001053469

Intertemporal speculation under uncertain future demand : experimental results

Plott, Charles - In: Understanding strategic interaction : essays in honor …, (pp. 475-493). 1996

Persistent link: https://www.econbiz.de/10001293535

Responses to questions on financial derivatives posed by congressman Henry B. Gonzalez

Gonzalez, Henry B. (contributor) - 1993

Persistent link: https://www.econbiz.de/10000910768

Standard Deviation or Variance : The Better Proxy for Large Hedgers and Large Speculators Risk in U.S. Futures Markets

Gurrib, Ikhlaas - 2013

Using CFTC's COT data, both GARCH and PARCH volatility based models found the lagged volatility and news about volatility from the previous month to be significant in explaining large hedgers' and speculators' volatility. The greater reliance on the ARCH term for speculators' suggested their...

Persistent link: https://www.econbiz.de/10013073757

Measuring Risk for Large Hedgers and Large Speculators in Major US Futures Markets

Gurrib, Ikhlaas - 2013

Using the Commodity Futures Trading Commission's Commitments of Traders data, considering both the generalized autoregressive conditional heteroskedasticity (GARCH) and the power ARCH volatility-based models, it has been found that the lagged volatility and the news about volatility from the...

Persistent link: https://www.econbiz.de/10013073840

The impact of financial speculation on futures contracts price movements : a study of the US markets for dairy commodities

Staugaitis, Algirdas Justinas; Christauskas, Česlovas - In: Equilibrium : quarterly journal of economics and … 18 (2023) 3, pp. 661-686

Persistent link: https://www.econbiz.de/10014430616