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ArticleIs normal backwardation normal?

Robert W. Kolb1992

Article1992

Is normal backwardation normal?

161 citations·0/0 files stored·Journal of Futures Markets

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Market Dynamics and Volatility

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References

1971A Treatise on Money 1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage 1981The relation between forward prices and futures prices 1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums 1980Risk and Return in Commodity Futures 1985Returns to Speculators and the Theory of Normal Backwardation 1981Forward contracts and futures contracts 1983Efficient Asset Portfolios and the Theory of Normal Backwardation

Cited by

2004GOLD AS AN INFLATION HEDGE?2014Effects of Index-Fund Investing on Commodity Futures Prices 2013Effects of speculation and interest rates in a “carry trade” model of commodity prices 1994Cointegration and market efficiency in commodities futures markets 2005The Tactical and Strategic Value of Commodity Futures 2004A selected review of agricultural commodity futures and options markets

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1987An application of arbitrage pricing theory to futures markets: Tests of normal backwardationarticle · 8 shared references 1988Residual Risk, Trading Costs, and Commodity Futures Risk Premia:article · 6 shared references 2007The Fundamentals of Commodity Futures Returnsreport · 6 shared references 1991General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidencearticle · 6 shared references 2013Capturing the risk premium of commodity futures: The role of hedging pressurearticle · 5 shared references 1987Returns to Individual Traders of Futures: Aggregate Resultsarticle · 5 shared references

Details

Year1992

Typearticle

Published1992-02-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations161

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1002/fut.3990120108

openalex_workW1996801165

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1995Optimal Storage and Marketing Over Space and Time

1999Commodity futures markets: a survey