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1.
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The lean hog futures contract is replacing the live hog futures contract at the Chicago Mercantile Exchange beginning with the February 1997 contract. The lean hog future [...]
English |
1996 |
Working or Discussion Paper |
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2.
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The focus of this study is the habitual speculator in commodity futures markets. The speculator's activity broadens a market, creates essential liquidity, and performs an [...]
English |
1997 |
Working or Discussion Paper |
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3.
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The distributional behavior for futures price spread changes is examined through parametric and nonparametric tests on four different commodities: corn and live cattle, a [...]
English |
1997 |
Working or Discussion Paper |
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4.
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The use of crop yield futures contracts is examined. The expectation being modeled here reflects that of an Illinois corn and soybeans producer at planting, of revenue re [...]
English |
1996 |
Working or Discussion Paper |
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5.
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Theoretical noise trader models suggest that uninformed traders can impact market prices. However, these models' conclusions depend crucially on the assumed specification [...]
English |
1996 |
Working or Discussion Paper |
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