Improving the Efficiency of Commodity Futures Markets

Improving the Efficiency of Commodity Futures Markets PDF Author: United States. Congress. Joint Economic Committee
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 128

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Improving the Efficiency of Commodity Futures Markets

Improving the Efficiency of Commodity Futures Markets PDF Author: United States. Congress. Joint Economic Committee
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 128

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Book Description


Efficiency in Commodity Futures Markets

Efficiency in Commodity Futures Markets PDF Author: International Monetary Fund
Publisher: International Monetary Fund
ISBN: 1451946961
Category : Business & Economics
Languages : en
Pages : 40

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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

Commodities PDF Author: Harold Kent Baker
Publisher: Oxford University Press
ISBN: 0190656018
Category : Business & Economics
Languages : en
Pages : 681

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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

Report of the Commodity Futures Trading Commission, Advisory Committee on the Economic Role of Contract Markets PDF 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

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Futures Markets (Routledge Revivals)

Futures Markets (Routledge Revivals) PDF Author: Barry Goss
Publisher: Routledge
ISBN: 1135047502
Category : Business & Economics
Languages : en
Pages : 227

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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?

Do Commodity Futures Help Forecast Spot Prices? PDF Author: Mr.David A Reichsfeld
Publisher: International Monetary Fund
ISBN: 1463923899
Category : Business & Economics
Languages : en
Pages : 27

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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

A Treatise on Markets PDF Author: Joseph M. Burns
Publisher: Studies in Economic Policy
ISBN:
Category : Business & Economics
Languages : en
Pages : 164

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The Informational Efficiency of Experimental Asset Markets

The Informational Efficiency of Experimental Asset Markets PDF Author: Daniel Friedman
Publisher: London : Department of Economics, University of Western Ontario
ISBN:
Category : Bonds
Languages : en
Pages : 96

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Improving the Efficiency of Commodity Futures Markets

Improving the Efficiency of Commodity Futures Markets PDF Author: United States. Congress. Joint Economic Committee
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 128

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Book Description


Commodity Futures Price Changes

Commodity Futures Price Changes PDF Author: Michael A. Hudson
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 40

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Book Description