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Populists versus theorists: Futures markets and the volatility of prices

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  • Jacks, David S.

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Article provided by Elsevier in its journal Explorations in Economic History.

Volume (Year): 44 (2007)
Issue (Month): 2 (April)
Pages: 342-362

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Handle: RePEc:eee:exehis:v:44:y:2007:i:2:p:342-362

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Web page: http://www.elsevier.com/locate/inca/622830

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  1. Taylor, Alonzo E., 1931. "Speculation, Short Selling, and the Price of Wheat," Wheat Studies, Stanford University, Food Research Institute, issue 04, February.
  2. Massell, Benton F, 1970. "Some Welfare Implications of International Price Stabilization," Journal of Political Economy, University of Chicago Press, vol. 78(2), pages 404-17, March-Apr.
  3. Mayhew, Anne, 1972. "A Reappraisal of the Causes of Farm Protest in the United States, 1870–1900," The Journal of Economic History, Cambridge University Press, vol. 32(02), pages 464-475, June.
  4. Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
  5. de Vries,Jan & van der Woude,Ad, 1997. "The First Modern Economy," Cambridge Books, Cambridge University Press, number 9780521578257.
  6. Ronald I. McKinnon, 1967. "Futures Markets, Buffer Stocks, and Income Stability for Primary Producers," Journal of Political Economy, University of Chicago Press, vol. 75, pages 844.
  7. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
  8. Williams,Jeffrey C. & Wright,Brian D., 1991. "Storage and Commodity Markets," Cambridge Books, Cambridge University Press, number 9780521326162.
  9. Stein, Jerome L, 1992. "Cobwebs, Rational Expectations and Futures Markets," The Review of Economics and Statistics, MIT Press, vol. 74(1), pages 127-34, February.
  10. Pashigian, B Peter, 1988. "Why Have Some Farmers Opposed Futures Markets?," Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 371-82, April.
  11. Massell, Benton F, 1969. "Price Stabilization and Welfare," The Quarterly Journal of Economics, MIT Press, vol. 83(2), pages 284-98, May.
  12. Edward W. Bemis, 1893. "The Discontent of the Farmer," Journal of Political Economy, University of Chicago Press, vol. 1, pages 193.
  13. Powers, Mark J, 1970. "Does Futures Trading Reduce Price Fluctuations in the Cash Markets?," American Economic Review, American Economic Association, vol. 60(3), pages 460-64, June.
  14. Schaede, Ulrike, 1989. "Forwards and futures in tokugawa-period Japan:A new perspective on the Dojima rice market," Journal of Banking & Finance, Elsevier, vol. 13(4-5), pages 487-513, September.
  15. James Tobin, 1978. "A Proposal for International Monetary Reform," Eastern Economic Journal, Eastern Economic Association, vol. 4(3-4), pages 153-159, Jul/Oct.
  16. Wakita, Shigeru, 2001. "Efficiency of the Dojima rice futures market in Tokugawa-period Japan," Journal of Banking & Finance, Elsevier, vol. 25(3), pages 535-554, March.
  17. Kawai, Masahiro, 1983. "Price Volatility of Storable Commodities under Rational Expectations in Spot and Futures Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(2), pages 435-59, June.
  18. Turnovsky, Stephen J., 1979. "Futures markets, private storage, and price stabilization," Journal of Public Economics, Elsevier, vol. 12(3), pages 301-327, December.
  19. Turnovsky, Stephen J, 1983. "The Determination of Spot and Futures Prices with Storable Commodities," Econometrica, Econometric Society, vol. 51(5), pages 1363-87, September.
  20. Joseph Santos, 2002. "Did Futures Markets Stabilise US Grain Prices?," Journal of Agricultural Economics, Wiley Blackwell, vol. 53(1), pages 25-36.
  21. Working, Holbrook, 1963. "Futures Markets Under Renewed Attack," Food Research Institute Studies, Stanford University, Food Research Institute, issue 01.
  22. Tomek, William G., 1971. "A Note on Historical Wheat Prices and Futures Trading," Food Research Institute Studies, Stanford University, Food Research Institute, issue 01.
  23. Working, Holbrook, 1960. "Price Effects of Futures Trading," Food Research Institute Studies, Stanford University, Food Research Institute, issue 01, February.
  24. Pashigian, B Peter, 1986. "The Political Economy of Futures Market Regulation," The Journal of Business, University of Chicago Press, vol. 59(2), pages S55-84, April.
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Cited by:
  1. World Bank, . "South Asia Economic Focus, June 2011 : Food Inflation," World Bank Other Operational Studies 12662, The World Bank.
  2. Bassam Fattouh, Lutz Kilian, and Lavan Mahadeva, 2013. "The Role of Speculation in Oil Markets: What Have We Learned So Far?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  3. David Greasley & Les Oxley, 2010. "Cliometrics And Time Series Econometrics: Some Theory And Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 24(5), pages 970-1042, December.
  4. Yang, Linghubo & Zhang, Dongxiang, 2013. "Can futures price be a powerful predictor? Frequency domain analysis on Chinese commodity market," Economic Modelling, Elsevier, vol. 35(C), pages 264-271.
  5. Scott H. Irwin & Dwight R. Sanders, 2011. "Index Funds, Financialization, and Commodity Futures Markets," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(1), pages 1-31.
  6. James Angel & Douglas McCabe, 2009. "The Ethics of Speculation," Journal of Business Ethics, Springer, vol. 90(3), pages 277-286, December.
  7. Cinquegrana, Piero, 2008. "The Need for Transparency in Commodity and Commodity Derivatives Markets," ECMI Papers 1589, Centre for European Policy Studies.

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