Deliveries on Commodity Futures Contracts
AbstractDeliveries on futures contracts are widely thought to be relatively insignificant in amount; indeed, sizeable deliveries are taken to indicate problems in a futures market. In fact, deliveries on five of the largest, physical delivery, futures markets in the United States average approximately 10 percent of the maximum open interest in each delivery month. Analysis also demonstrated the value of the timing and location options often provided by contract specifications. One implication is that measures of market performance like hedging effectiveness are sensitive to the imbedded options' effects on prices. Copyright 1992 by The Economic Society of Australia.
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Bibliographic InfoArticle provided by The Economic Society of Australia in its journal The Economic Record.
Volume (Year): 0 (1992)
Issue (Month): 0 (Supplement)
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- Axel F. A. Adam-Müller & Kit Pong Wong, 2002. "The impact of delivery risk on optimal production and futures hedging," CoFE Discussion Paper 02-08, Center of Finance and Econometrics, University of Konstanz.
- Ramaswami, Bharat & Singh, Jatinder, 2007.
"Underdeveloped Spot Markets and Futures Trading: The Soya Oil Exchange in India,"
106th Seminar, October 25-27, 2007, Montpellier, France
7919, European Association of Agricultural Economists.
- Bharat Ramaswami & Jatinder Bir Singh, 2006. "Underdeveloped spot markets and futures trading: The Soya Oil exchange in India," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 06-03, Indian Statistical Institute, New Delhi, India.
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