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Informed futures market speculation : coffee and cocoa, 1993 - 95

Gilbert, Christopher L. - 1997

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Alternative models for estimating real interest rates and the real term structure from UK index-linked bonds

Gilbert, Christopher L. - 1996 - Rev

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International commodity agreements as internationally sanctioned cartels

Gilbert, Christopher L. - In: How cartels endure and how they fail : studies of …, (pp. 224-253). 2004

Persistent link: https://www.econbiz.de/10002404538

[Besprechung von:] Futures markets. Modelling, managing and monitoring futures trading. Oxford 1983

Gilbert, Christopher L. - In: The economic journal : the journal of the Royal … 94 (1984), pp. 677-679

Persistent link: https://www.econbiz.de/10002448629

Regression using mixed annual and quarterly data

Gilbert, Christopher L. - In: Journal of econometrics 5 (1977) 2, pp. 221-239

Persistent link: https://www.econbiz.de/10002448650

Cocoa market liberalization in retrospect

Gilbert, Christopher L. - In: Review of business and economics 54 (2009) 3, pp. 294-312

Persistent link: https://www.econbiz.de/10009892368

Commodity index trading and hedging costs

Brunetti, Celso; Reiffen, David - Federal Reserve Board (Board of Governors of the … - 2011

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/10009395280

OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil

Brunetti, Celso; Buyuksahin, Bahattin; Robe, Michel A.; … - In: The Energy Journal Volume 34 (2013) Number 4

Persistent link: https://www.econbiz.de/10010857009

Herding and Speculation in the Crude Oil Market

Brunetti, Celso; Buyuksahin, Bahattin; Harris, Jeffrey H. - In: The Energy Journal Volume 34 (2013) Number 3

Persistent link: https://www.econbiz.de/10010857016

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