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AgEcon Search 20 records found 1 - 10next  jump to record:
1.
Recent accusations against speculators in general and long-only commodity index funds in particular, include: increasing market volatility, distorting historical price re [...]
2009-04 | Conference Paper/ Presentation |
2.
This paper examines risk minimization hedging effectiveness for major storable and nonstorable agricultural commodity futures markets. Based on the error correction model [...]
2002 | Working or Discussion Paper |
3.
Typically, three types of implied volatility smiles are seen in commodity options: the reverse skew, the smile, and the forward skew. I put forward an economic explanati [...]
2015-01 | Working or Discussion Paper |
4.
We investigate how lumber futures returns are affected by monthly housing starts announcements and analyze the dependence of the response on lumber inventories and time t [...]
2007 | Conference Paper/ Presentation |
5.
Since 2000 a number of factors impacted agricultural markets drastically. Among these are structural changes in global demand and repeated supply constraints that support [...]
2009 | Conference Paper/ Presentation |
6.
In this paper we provide a dynamic minimum-variance hedging strategy for firms in incomplete markets. Firms are looking for improved methods to more efficiently hedge inp [...]
2016 | Conference Paper/ Presentation |
7.
8.
This paper contributes to the debate on the link between speculation and price volatility in two ways. First, a simple CAPM model is used to derive the demand for commodi [...]
2012-02 | Working or Discussion Paper |
9.
Zusammenfassung: Seit dem Jahr 2000 haben vielfältige Faktoren die Agrarmärkte beeinflusst. Darunter sind wiederholte Angebotsknappheiten und die globale Nachfrageentwi [...]
2009-06 | Report |
10.
During most of 2005-10, the price of expiring U.S. corn, soybeans, and wheat futures contracts settled much higher than corresponding delivery market cash prices. Because [...]
2013-08 | Report |

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