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The Determination of Spot and Futures Prices with Storable Commodities
7 references·16 citing·49 second hop
The Determination of Spot and Futures Prices with Storable Commodities (1983)The Determination of Spot and Futures Pri…The theory of commodity price stabilization (1981)The theory of commodity price…Futures Markets and the Theory of the Firm Under Price Uncertainty (1980)Futures Markets and the Theor…Hedging and the Competitive Firm under Price Uncertainty (1979)Hedging and the Competitive F…Information, futures prices, and stabilizing speculation (1978)Information, futures prices, …The Simultaneous Determination of Spot and Futures Prices (1976)The Simultaneous Determinatio…Futures Trading and Market Information (1976)Futures Trading and Market In…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures Contracts (2023)The Impact of Derivatives on …Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover (2017)Role of index futures on Chin…Gambling Preferences, Options Markets, and Volatility (2016)Gambling Preferences, Options…Long-Term Drivers of Food Prices (2013)Long-Term Drivers of Food Pri…Examining the dynamic relationship between spot and future prices of agricultural commodities (2010)Examining the dynamic relatio…Determinants of Agricultural and Mineral Commodity Prices (2010)Determinants of Agricultural …Effect of futures trading on spot‐price volatility: evidence for NSE Nifty using GARCH (2009)Effect of futures trading on …Populists versus theorists: Futures markets and the volatility of prices (2006)Populists versus theorists: F…The Impact of Derivatives on Cash Markets: What Have We Learned? (2000)The Impact of Derivatives on …Share price volatility with the introduction of individual share futures on the Sydney Futures Exchange (1999)Share price volatility with t…Open Access and the Evolution of the U. S. Spot Market for Natural Gas (1994)Open Access and the Evolution…The effects of USDA reports in futures and options markets (1993)The effects of USDA reports i…Intraday relationships between volatility in S&P 500 futures prices and volatility in the S&P 500 index (1990)Intraday relationships betwee…Determinants of Hedging and Risk Premia in Commodity Futures Markets (1989)Determinants of Hedging and R…Risk, Futures Pricing, and the Organization of Production in Commodity Markets (1988)Risk, Futures Pricing, and th…Risk Aversion and the Recommended Hedging Ratio (1985)Risk Aversion and the Recomme…On the theory of the competitive firm under price uncertainty (1971)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Managerial Risk Preferences for Below-Target Returns (1980)International trade and exchange rate volatility (1992)Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals (2012)Expectations and the neutrality of money (1972)ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)Asset Prices in an Exchange Economy (1978)Further results on the informational efficiency of competitive stock markets (1978)Asset Valuation in an Experimental Market (1982)International Commodity Agreements: An obituary notice (1996)Aspects of the Theory of Risk-Bearing. 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(1983)The Demand for Hedging with Futures and Options (2001)On the Market Consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures (2015)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The degree of price resolution: The case of the gold market (1985)Index- Based Futures And Options Markets In Real Estate (1993)Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH (1995)The Use of Knowledge in Society (1996)Studies in the Theory of Capital Markets. (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Is Speculation Destabilizing? (2009)Does 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-Movements (2011)Futures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis (2012)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)Futures Trading and the Storage of Cotton and Wheat (1958)Hedging with stock index futures: Estimation and forecasting with error correction model (1993)Some Recent Developments in Futures Hedging (2002)Modelling and measuring price discovery in commodity markets (2010)Review of Economic Studies (2010)American Economic Review (2019)Pareto Inferior Trade (1984)Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)Addressing climate change through price and non-price interventions (2019)
this work references cited by second hop

References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1981The theory of commodity price stabilization539 cited
  • 1976The Simultaneous Determination of Spot and Futures Prices414 cited
  • 1978Information, futures prices, and stabilizing speculation391 cited
  • 1979Hedging and the Competitive Firm under Price Uncertainty390 cited
  • 1976Futures Trading and Market Information294 cited
  • 1980Futures Markets and the Theory of the Firm Under Price Uncertainty267 cited

Cited by

  • 1994Open Access and the Evolution of the U. S. Spot Market for Natural Gas134 cited
  • 1988Risk, Futures Pricing, and the Organization of Production in Commodity Markets100 cited
  • 1989Determinants of Hedging and Risk Premia in Commodity Futures Markets98 cited
  • 2010Determinants of Agricultural and Mineral Commodity Prices97 cited
  • 2006Populists versus theorists: Futures markets and the volatility of prices94 cited
  • 1993The effects of USDA reports in futures and options markets85 cited
  • 2010Examining the dynamic relationship between spot and future prices of agricultural commodities85 cited
  • 2013Long-Term Drivers of Food Prices

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80 cited
  • 1990Intraday relationships between volatility in S&P 500 futures prices and volatility in the S&P 500 index71 cited
  • 1999Share price volatility with the introduction of individual share futures on the Sydney Futures Exchange65 cited
  • 2017Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover61 cited
  • 2023The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures Contracts58 cited
  • 2000The Impact of Derivatives on Cash Markets: What Have We Learned?47 cited
  • 2016Gambling Preferences, Options Markets, and Volatility44 cited
  • 1985Risk Aversion and the Recommended Hedging Ratio38 cited
  • 2009Effect of futures trading on spot‐price volatility: evidence for NSE Nifty using GARCH28 cited