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Returns to Speculators: Telser versus Keynes

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  • Paul H. Cootner
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    File URL: http://www.journals.uchicago.edu/cgi-bin/resolve?id=doi:10.1086/258347
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    Bibliographic Info

    Article provided by University of Chicago Press in its journal The Journal of Political Economy.

    Volume (Year): 68 (1960)
    Issue (Month): ()
    Pages: 396

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    Handle: RePEc:ucp:jpolec:v:68:y:1960:p:396

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    Web page: http://www.journals.uchicago.edu/JPE/

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    Cited by:
    1. Gilroy, Bernard Michael, 1991. "Schweizerische Pflichtlagerhaltung und ihre Finanzierung
      [Swiss obligatory stockpiling and its financing]      ," MPRA Paper 21083, University Library of Munich, Germany.
    2. Robert Jarrow, 2010. "Convenience yields," Review of Derivatives Research, Springer, vol. 13(1), pages 25-43, April.
    3. Carter, Colin A & Rausser, Gordon C & Schmitz, Andrew, 1983. "Efficient Asset Portfolios and the Theory of Normal Backwardation," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 319-31, April.
    4. Berck, Peter, 1980. "Portfolio Theory and the Demand for Futures: theory and the case of California cotton," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt58j4t4qp, Department of Agricultural & Resource Economics, UC Berkeley.
    5. Berck, Peter & Cecchetti, Stephen G, 1980. "Portfolio Choice with Uncertain Consumption Prices: a mean-variance approch," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt38t9z8b9, Department of Agricultural & Resource Economics, UC Berkeley.
    6. Berck, Peter & Rosen, Kenneth T., 1984. "Hedging with a Housing Starts Futures Contract," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0789s2xp, Department of Agricultural & Resource Economics, UC Berkeley.
    7. Kocagil, Ahmet E. & Topyan, Kudret, 1997. "An empirical note on demand for speculation and futures risk premium: A Kalman Filter application," Review of Financial Economics, Elsevier, vol. 6(1), pages 77-93.
    8. Bolinger, Mark & Wiser, Ryan & Golove, William, 2006. "Accounting for fuel price risk when comparing renewable to gas-fired generation: the role of forward natural gas prices," Energy Policy, Elsevier, vol. 34(6), pages 706-720, April.
    9. Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012. "Futures basis, inventory and commodity price volatility: An empirical analysis," MPRA Paper 39903, University Library of Munich, Germany.
    10. Adam Zaremba, 2011. "Sources of Return in the Index Futures Markets," Contemporary Economics, University of Finance and Management in Warsaw, vol. 5(2), June.

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