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Populists versus theorists: Futures markets and the volatility of prices
16 references·2 citing·31 second hop
Populists versus theorists: Futures markets and the volatility of prices (2006)Populists versus theorists: Futures marke…The relative efficiency of commodity futures markets (1999)The relative efficiency of co…Storage and Commodity Markets. (1992)Storage and Commodity Markets.ARCH modeling in finance (1992)ARCH modeling in financeThe Economic Function of Futures Markets (1986)The Economic Function of Futu…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The Determination of Spot and Futures Prices with Storable Commodities (1983)The Determination of Spot and…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The theory of commodity price stabilization (1981)The theory of commodity price…Democratic Promise: The Populist Movement in America (1978)Democratic Promise: The Popul…A Proposal for International Monetary Reform (1978)A Proposal for International …Democratic Promise: The Populist Movement in America. (1977)Democratic Promise: The Popul…Price Stabilization and Welfare (1969)Price Stabilization and Welfa…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Adaptive Expectations and Cobweb Phenomena (1958)Adaptive Expectations and Cob…Luther's works (1955)Luther's worksThe Economics of Control (1944)The Economics of ControlEconomic History, Historical Analysis, and the “New History of Capitalism” (2017)Economic History, Historical …Volatile and Extreme Food Prices, Food Security, and Policy: An Overview (2016)Volatile and Extreme Food Pri…The Pricing of Options and Corporate Liabilities (1973)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Economic Effects and Structural Determinants of Capital Controls (1995)Benefits and Costs of International Financial Integration: Theory and Facts (2001)Global Capital and National Governments (2001)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)An Introduction to the Theory of Rational Expectations Under Asymmetric Information (1981)Genetic algorithm learning and the cobweb model (1994)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Consumer's Surplus, Price Instability, and Consumer Welfare (1980)The Effects of Commodity Price Stabilization Programs (1988)Support for Farmers' Cooperatives (2012)Projection methods for solving aggregate growth models (1992)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Can Exchange Rates Forecast Commodity Prices? * (2010)Pareto Inferior Trade (1984)Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)Addressing climate change through price and non-price interventions (2019)The Coefficient of Resource Utilization (1951)The Firm in Illyria: Market Syndicalism (1977)The Design of Mechanisms for Resource Allocation (2022)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1978A Proposal for International Monetary Reform707 cited
  • 1992Storage and Commodity Markets.673 cited
  • 1958Adaptive Expectations and Cobweb Phenomena653 cited
  • 1981The theory of commodity price stabilization539 cited
  • 1944The Economics of Control348 cited
  • 1969Price Stabilization and Welfare248 cited
  • 1978Democratic Promise: The Populist Movement in America246 cited
  • 1955Luther's works235 cited
  • 1986The Economic Function of Futures Markets175 cited
  • 1983The Determination of Spot and Futures Prices with Storable Commodities157 cited
  • 1977Democratic Promise: The Populist Movement in America.149 cited
  • 1999The relative efficiency of commodity futures markets135 cited

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Cited by

  • 2016Volatile and Extreme Food Prices, Food Security, and Policy: An Overview81 cited
  • 2017Economic History, Historical Analysis, and the “New History of Capitalism”76 cited