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Information, futures prices, and stabilizing speculation

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Author Info
Danthine, Jean-Pierre

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File URL: http://www.sciencedirect.com/science/article/B6WJ3-4CYGG28-1PH/2/d3e788dc378b71154983703641ae5fab
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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 17 (1978)
Issue (Month): 1 (February)
Pages: 79-98
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Handle: RePEc:eee:jetheo:v:17:y:1978:i:1:p:79-98

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  1. Boum-Jong Choe, 1990. "Commodity price forecasts and futures prices," Policy Research Working Paper Series 436, The World Bank. [Downloadable!]
  2. Nongnuch Tantisantiwong, 2004. "Theoretical moment restrictions of commodity prices," Money Macro and Finance (MMF) Research Group Conference 2004 19, Money Macro and Finance Research Group. [Downloadable!]
  3. Chambers, Robert G. & Quiggin, John, 2002. "Resource Allocation And Asset Pricing," Working Papers 28594, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    Other versions:
  4. Hildreth, Clifford, 1983. "Qualitative Analysis Of Production And Hedging," Staff Papers 13765, University of Minnesota, Department of Applied Economics. [Downloadable!]
  5. Palm, F.C. & Vogelvang, E., 1985. "An econometric analysis of the short-run demand for coffee," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  6. Ariane Breitfelder & Udo Broll & Kit Pong Wong, 2008. "Wages, Employment and Futures Markets," Finnish Economic Papers, Finnish Economic Association, vol. 21(2), pages 118-123, Autumn. [Downloadable!]
  7. Rulon Pope & Jeffrey LaFrance & Richard E. Just, 2007. "Agricultural Arbitrage and Risk Preferences," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1041, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
    Other versions:
  8. Paul Reding & Jean-Marie Viaene, 1995. "Capital controls and international trade finance in a dual exchange rate regime: The Belgian experience post-mortem," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(1), pages 1-27, March. [Downloadable!] (restricted)
  9. Power, Gabriel J. & Turvey, Calum G., 2008. "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37608, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  10. Axel F. A. Adam-Müller, 1999. "Hedging Price Risk When Real Wealth Matters," CoFE Discussion Paper 99-12, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  11. Pannell, David & Hailu, Getu & Weersink, Alfons & Burt, Amanda, 2007. "More Reasons Why Farmers Have So Little Interest in Futures Markets," Working Papers 9232, University of Western Australia, School of Agricultural and Resource Economics. [Downloadable!]
    Other versions:
  12. Benoît Sévi, 2006. "Ederington's ratio with production flexibility," Economics Bulletin, Economics Bulletin, vol. 7(1), pages 1-8. [Downloadable!]
  13. repec:mop:credwp:04.12.53 is not listed on IDEAS
  14. Palm, F.C. & Vogelvang, E., 1986. "A short run econometric analysis of the international coffee market," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Other versions:
  15. Hoffman, Linwood A. & Beachler, Michael, 2001. "Evaluating The Use Of Futures Prices To Forecast The Farm Level U.S. Corn Price," 2001 Annual meeting, August 5-8, Chicago, IL 20612, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  16. Tondel, Fabien & Maynard, Leigh J., 2004. "Is The Thinly-Traded Butter Futures Contract Priced Efficiently?," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma 34684, Southern Agricultural Economics Association. [Downloadable!]
  17. Bryant, Henry L. & Bessler, David A. & Haigh, Michael S., 2003. "Causality In Futures Markets," Working Papers 28574, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
  18. Gilbert, Christopher L., 1995. "International commodity control : retrospect and prospect," Policy Research Working Paper Series 1545, The World Bank. [Downloadable!]
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