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Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts

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  • Garbade, Kenneth D
  • Silber, William L

Abstract

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  • Garbade, Kenneth D & Silber, William L, 1983. "Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts," The Journal of Business, University of Chicago Press, vol. 56(3), pages 249-272, July.
    • Handle: RePEc:ucp:jnlbus:v:56:y:1983:i:3:p:249-72
    DOI: 10.1086/296201
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    Citations

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    Cited by:

    1. Anne E. Peck & Jeffrey C. Williams, 1992. "Deliveries on Commodity Futures Contracts," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 63-74, December.
    2. 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.
    3. O'Connor, Fergal A. & Lucey, Brian M. & Batten, Jonathan A. & Baur, Dirk G., 2015. "The financial economics of gold — A survey," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 186-205.
    4. Sanjay Mansabdar & Hussain C. Yaganti, 2023. "Optimizing Hedging Effectiveness of Indian Agricultural Commodity Futures: A Simulation Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 13-36, March.
    5. Kenneth Barbade & Paul Bennett & John Kambhu, 2000. "Enhancing the liquidity of U.S. Treasury securities in an era of surpluses," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 89-119.
    6. Kane, Alex & Marcus, Alan J, 1986. "Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market," Journal of Finance, American Finance Association, vol. 41(1), pages 195-207, March.
    7. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    8. Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Pérez-Pico, Ada María & Ribeiro-Navarrete, Belén, 2018. "Does social network sentiment influence the relationship between the S&P 500 and gold returns?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 57-64.
    9. Kenneth D. Garbade & Frank M. Keane, 2017. "The Treasury Market Practices Group: creation and early initiatives," Staff Reports 822, Federal Reserve Bank of New York.
    10. Adam-Müller, Axel F. A. & Wong, Kit Pong, 2002. "The impact of delivery risk on optimal production and futures hedging," CoFE Discussion Papers 02/08, University of Konstanz, Center of Finance and Econometrics (CoFE).
    11. Semeyutin, Artur & Downing, Gareth, 2022. "Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors," International Review of Financial Analysis, Elsevier, vol. 81(C).
    12. Lien, Donald & Tse, Yiu Kuen, 2006. "A survey on physical delivery versus cash settlement in futures contracts," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 15-29.
    13. Prehn, Sören & Feil, Jan-Henning, 2017. "Why millers prefer to hedge at the KCBoT and grain elevator operators at the CBoT," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261262, European Association of Agricultural Economists.
    14. Paul Bennett & Kenneth Garbade & John Kambhu, 1999. "Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-083, New York University, Leonard N. Stern School of Business-.
    15. Christopher L. Gilbert, 2021. "Regional premiums in nonferrous metals markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1693-1714, November.

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