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Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices
Bobenrieth H., Eugenio S. - 2013
High and volatile prices of major commodities have generated a wide array of analyses and policy prescriptions …
Persistent link: https://www.econbiz.de/10013082152
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Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets
Bohl, Martin T. - 2012
traded agricultural and energy commodities, we find no evidence that this is the case. We thus conclude that the increasing …
Persistent link: https://www.econbiz.de/10013112917
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Boundedly Rational Exuberance on Commodity Markets
Munier, Bertrand - 2010
volatile markets, as well as the large increase of short term investors in options of commodities, together with interest rate …
Persistent link: https://www.econbiz.de/10013150244
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Smile Modelling in Commodity Markets
Nastasi, Emanuele - 2020
include in the pricing framework specific trading clauses and margining procedures. Numerical examples for calibration and … pricing are provided for different commodity products …
Persistent link: https://www.econbiz.de/10012851488
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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
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Functional effectiveness of commodity futures market : a comparative assessment of agricultural and metal commodities
Rout, Bhabani Sankar; Das, Nupur Moni; Rao, Kode … - In: Paradigm : the journal of Institute of Management Technology 25 (2021) 1, pp. 42-60
Persistent link: https://www.econbiz.de/10012590465
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Rational destabilization in commodity markets
Batista Soares, David; Borocco, Etienne - In: Journal of commodity markets 25 (2022), pp. 1-34
Persistent link: https://www.econbiz.de/10013204407
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Does futures speculation destabilize spot prices? : new evidence for commodity markets
Bohl, Martin T.; Stephan, Patrick Maurice - In: Journal of agricultural and applied economics 45 (2013) 4, pp. 595-616
Persistent link: https://www.econbiz.de/10010207641
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Prices of commodities in 1913
Sauerbeck, A. - In: Journal of the Royal Statistical Society 77 (1914) 5, pp. 556-570
Persistent link: https://www.econbiz.de/10009777550
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Prices of commodities in 1912
Sauerbeck, A. - In: Journal of the Royal Statistical Society 76 (1913) 4, pp. 396-409
Persistent link: https://www.econbiz.de/10009777552