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Investor demand and spot commodity prices

Tilton, John E.; Humphreys, David; Radetzki, Marian - In: Resources policy 36 (2011) 3, pp. 187-195

Persistent link: https://www.econbiz.de/10009296433

Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets

Bohl, Martin T. - 2012

shares of futures speculators have destabilized commodity spot prices. We approximate conditional volatility and regress it …-periods, and document whether the speculative impact on conditional volatility has increased. However, with respect to six heavily …

Persistent link: https://www.econbiz.de/10013112917

Forecasting Agricultural Commodities Spot Prices : A Jointly Approach

Althaus Junior, Adalto - 2020

and cattle with ARIMA models and in some articles including volatility models. Unlike such articles, herein the models of … the spot price of coffee and cattle are estimated evaluating the ARIMA model and the volatility model (GARCH, GJR and …

Persistent link: https://www.econbiz.de/10012856679

An Equilibrium Model for Spot and Forward Prices of Commodities

Anthropelos, Michail - 2016

We consider a market model that consists of financial investors and producers of a commodity. Producers optionally store some production for future sale and go short on forward contracts to hedge the uncertainty of the future commodity price. Financial investors take positions in these contracts...

Persistent link: https://www.econbiz.de/10012990030