Author: United States. Congress. Joint Economic Committee
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 128
Book Description
Improving the Efficiency of Commodity Futures Markets
Author: United States. Congress. Joint Economic Committee
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 128
Book Description
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 128
Book Description
Efficiency in Commodity Futures Markets
Author: International Monetary Fund
Publisher: International Monetary Fund
ISBN: 1451946961
Category : Business & Economics
Languages : en
Pages : 40
Book Description
The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, including balance of payments, monetary and fiscal issues, global liquidity, and national and international economic developments.
Publisher: International Monetary Fund
ISBN: 1451946961
Category : Business & Economics
Languages : en
Pages : 40
Book Description
The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, including balance of payments, monetary and fiscal issues, global liquidity, and national and international economic developments.
Commodities
Author: Harold Kent Baker
Publisher: Oxford University Press
ISBN: 0190656018
Category : Business & Economics
Languages : en
Pages : 681
Book Description
Commodities: Markets, Performance, and Strategies provides a comprehensive look at commodity markets along many dimensions. Its coverage includes physical commodity fundamentals, financial products and strategies for commodity exposure, and current issues relating to commodities. Readers interested in commodity market basics or more nuanced details related to commodity investment can benefit.
Publisher: Oxford University Press
ISBN: 0190656018
Category : Business & Economics
Languages : en
Pages : 681
Book Description
Commodities: Markets, Performance, and Strategies provides a comprehensive look at commodity markets along many dimensions. Its coverage includes physical commodity fundamentals, financial products and strategies for commodity exposure, and current issues relating to commodities. Readers interested in commodity market basics or more nuanced details related to commodity investment can benefit.
Report of the Commodity Futures Trading Commission, Advisory Committee on the Economic Role of Contract Markets
Author: United States. Commodity Futures Trading Commission. Advisory Committee on the Economic Role of Contract Markets
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 52
Book Description
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 52
Book Description
Futures Markets (Routledge Revivals)
Author: Barry Goss
Publisher: Routledge
ISBN: 1135047502
Category : Business & Economics
Languages : en
Pages : 227
Book Description
First published in 1986, this book discusses many important aspects of the theory and practice of Futures Markets. It describes how they, at the time, grew to be an increasingly important feature of the world's major financial centres. Indeed, they adopted the role of being efficient forward pricing mechanisms and this was reflected by the interest of economists in the study of risk, uncertainty and information. Here, the contributors focus on areas that were of concern in the late 1980s such as feasibility, forward pricing and returns, and the modelling of price determination in Futures Markets. Evidence is drawn from twenty-five different commodities representing all the major commodity groups; and from all the world's major centres of Futures Trading.
Publisher: Routledge
ISBN: 1135047502
Category : Business & Economics
Languages : en
Pages : 227
Book Description
First published in 1986, this book discusses many important aspects of the theory and practice of Futures Markets. It describes how they, at the time, grew to be an increasingly important feature of the world's major financial centres. Indeed, they adopted the role of being efficient forward pricing mechanisms and this was reflected by the interest of economists in the study of risk, uncertainty and information. Here, the contributors focus on areas that were of concern in the late 1980s such as feasibility, forward pricing and returns, and the modelling of price determination in Futures Markets. Evidence is drawn from twenty-five different commodities representing all the major commodity groups; and from all the world's major centres of Futures Trading.
Do Commodity Futures Help Forecast Spot Prices?
Author: Mr.David A Reichsfeld
Publisher: International Monetary Fund
ISBN: 1463923899
Category : Business & Economics
Languages : en
Pages : 27
Book Description
We assess the spot price forecasting performance of 10 commodity futures at various horizons up to two years and test whether this performance is affected by market conditions. We reject efficient markets based on in-sample tests but, out-of-sample, we find that the forecast from the futures market is hard to beat. We find that the forecasting performance of futures does not depend on the slope of the futures curve, in contrast to the predictions of well-known models of commodity markets. We also find futures' forecasting performance to be invariant to whether prices are in an upswing or downswing, casting doubt on aspersions that uninformed investors participating during bull markets impede the price discovery process.
Publisher: International Monetary Fund
ISBN: 1463923899
Category : Business & Economics
Languages : en
Pages : 27
Book Description
We assess the spot price forecasting performance of 10 commodity futures at various horizons up to two years and test whether this performance is affected by market conditions. We reject efficient markets based on in-sample tests but, out-of-sample, we find that the forecast from the futures market is hard to beat. We find that the forecasting performance of futures does not depend on the slope of the futures curve, in contrast to the predictions of well-known models of commodity markets. We also find futures' forecasting performance to be invariant to whether prices are in an upswing or downswing, casting doubt on aspersions that uninformed investors participating during bull markets impede the price discovery process.
A Treatise on Markets
Author: Joseph M. Burns
Publisher: Studies in Economic Policy
ISBN:
Category : Business & Economics
Languages : en
Pages : 164
Book Description
Publisher: Studies in Economic Policy
ISBN:
Category : Business & Economics
Languages : en
Pages : 164
Book Description
The Informational Efficiency of Experimental Asset Markets
Author: Daniel Friedman
Publisher: London : Department of Economics, University of Western Ontario
ISBN:
Category : Bonds
Languages : en
Pages : 96
Book Description
Publisher: London : Department of Economics, University of Western Ontario
ISBN:
Category : Bonds
Languages : en
Pages : 96
Book Description
Improving the Efficiency of Commodity Futures Markets
Author: United States. Congress. Joint Economic Committee
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 128
Book Description
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 128
Book Description
Commodity Futures Price Changes
Author: Michael A. Hudson
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 40
Book Description
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 40
Book Description