Investor demand and spot commodity prices: Reply 2
AbstractThis, our second reply to Östensson, supplements our earlier more technical analysis with a simple intuitive explanation of how investor demand can be driving commodity prices higher even when investor stocks are falling.
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Bibliographic InfoArticle provided by Elsevier in its journal Resources Policy.
Volume (Year): 37 (2012)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/inca/30467
Commodity prices; Investor demand and stocks; Speculation; Strong and weak contango; Spot and futures markets;
Other versions of this item:
- 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
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
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