Investor demand and spot commodity prices: Reply 2
Author
Abstract
Suggested Citation
DOI: 10.1016/j.resourpol.2012.03.003
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Tilton, John E. & Humphreys, David & Radetzki, Marian, 2012. "Investor demand and spot commodity prices: Reply," Resources Policy, Elsevier, vol. 37(3), pages 397-399.
- Östensson, Olle, 2011. "Comment: Investor demand and spot commodity prices," Resources Policy, Elsevier, vol. 36(4), pages 372-374.
- Tilton, John E. & Humphreys, David & Radetzki, Marian, 2011. "Investor demand and spot commodity prices," Resources Policy, Elsevier, vol. 36(3), pages 187-195, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Gulley, Andrew & Tilton, John E., 2014. "The relationship between spot and futures prices: An empirical analysis," Resources Policy, Elsevier, vol. 41(C), pages 109-112.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gulley, Andrew & Tilton, John E., 2014. "The relationship between spot and futures prices: An empirical analysis," Resources Policy, Elsevier, vol. 41(C), pages 109-112.
- Tilton, John E. & Humphreys, David & Radetzki, Marian, 2012. "Investor demand and spot commodity prices: Reply," Resources Policy, Elsevier, vol. 37(3), pages 397-399.
- Go, You-How & Lau, Wee-Yeap, 2017. "Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil," Resources Policy, Elsevier, vol. 53(C), pages 135-146.
- Radetzki, Marian, 2013. "The relentless progress of commodity exchanges in the establishment of primary commodity prices," Resources Policy, Elsevier, vol. 38(3), pages 266-277.
- Qi Zhang & Yi Hu & Jianbin Jiao & Shouyang Wang, 2022. "Exploring the Trend of Commodity Prices: A Review and Bibliometric Analysis," Sustainability, MDPI, vol. 14(15), pages 1-22, August.
- Fernandez, Viviana, 2016. "Futures markets and fundamentals of base metals," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 215-229.
- Marian Radetzki, 2020. "To John Tilton, a personal note," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 33(1), pages 3-4, July.
- You-How Go & Wee-Yeap Lau, 2017. "The Relationship of Crude Palm Oil Spot-Futures under Inflationary Expectation in Gold Market," Capital Markets Review, Malaysian Finance Association, vol. 25(1), pages 43-62.
- Geman, Helyette & Scheiber, Matthias, 2017. "Recent experiences of copper on the Shanghai futures exchange: Some lessons for warehouse monitoring," Resources Policy, Elsevier, vol. 54(C), pages 130-136.
- Marañon, Matias & Kumral, Mustafa, 2018. "Exploring the Elliott Wave Principle to interpret metal commodity price cycles," Resources Policy, Elsevier, vol. 59(C), pages 125-138.
- Zhang, Kuangyuan & Kleit, Andrew N. & Nieto, Antonio, 2017. "An economics strategy for criticality – Application to rare earth element Yttrium in new lighting technology and its sustainable availability," Renewable and Sustainable Energy Reviews, Elsevier, vol. 77(C), pages 899-915.
- Fernandez, Viviana, 2016. "Further evidence on the relationship between spot and futures prices," Resources Policy, Elsevier, vol. 49(C), pages 368-371.
- Haase, Marco & Seiler Zimmermann, Yvonne & Zimmermann, Heinz, 2016. "The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies," Journal of Commodity Markets, Elsevier, vol. 3(1), pages 1-15.
- Palao, Fernando & Pardo, Ángel, 2021. "The inconvenience yield of carbon futures," Energy Economics, Elsevier, vol. 101(C).
- Cifuentes, Sebastián & Cortazar, Gonzalo & Ortega, Hector & Schwartz, Eduardo S., 2020. "Expected prices, futures prices and time-varying risk premiums: The case of copper," Resources Policy, Elsevier, vol. 69(C).
- Mayer, Herbert & Rathgeber, Andreas & Wanner, Markus, 2017. "Financialization of metal markets: Does futures trading influence spot prices and volatility?," Resources Policy, Elsevier, vol. 53(C), pages 300-316.
- Marek Kwas & Michał Rubaszek, 2021. "Forecasting Commodity Prices: Looking for a Benchmark," Forecasting, MDPI, vol. 3(2), pages 1-13, June.
- Arık, Evren & Mutlu, Elif, 2014. "Chinese steel market in the post-futures period," Resources Policy, Elsevier, vol. 42(C), pages 10-17.
- Duc Huynh, Toan Luu & Burggraf, Tobias & Nasir, Muhammad Ali, 2020. "Financialisation of natural resources & instability caused by risk transfer in commodity markets," Resources Policy, Elsevier, vol. 66(C).
- Hsu, Chih-Hsiang, 2021. "The predictability of the return correlation of futures with different expirations in the Chinese futures market," Resources Policy, Elsevier, vol. 74(C).
More about this item
Keywords
Commodity prices; Investor demand and stocks; Speculation; Strong and weak contango; Spot and futures markets;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q00 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - General
- L7 - Industrial Organization - - Industry Studies: Primary Products and Construction
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jrpoli:v:37:y:2012:i:3:p:403-404. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/30467 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.