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Dynamic welfare analysis and commodity futures markets overshooting

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Author Info

  • Rausser, Gordon C.

    ()
    (University of California, Berkeley. Dept of agricultural and resource economics)

  • Walraven, Nicholas

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Bibliographic Info

Paper provided by University of California at Berkeley, Department of Agricultural and Resource Economics and Policy in its series CUDARE Working Paper Series with number 491.

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Length: 26 pages
Date of creation: 1988
Date of revision:
Handle: RePEc:are:cudare:491

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Related research

Keywords: equilibrium; exchange rates; future trading; supply and demand; welfare economics;

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References

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  1. Rausser, Gordon C., 1985. "Macroeconomics and U.S. agricultural policy," CUDARE Working Paper Series 385, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
  2. Rausser, Gordon C. & Carter, Colin, 1981. "Futures market efficiency in the soybean complex," CUDARE Working Paper Series 139R, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
  3. Stein, Jerome L, 1981. "Speculative Price: Economic Welfare and the Idiot of Chance," The Review of Economics and Statistics, MIT Press, vol. 63(2), pages 223-32, May.
  4. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
  5. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
  6. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
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Cited by:
  1. Jumah, Adusei & Kunst, Robert M., 1999. "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series 73, Institute for Advanced Studies.
  2. Vogelvang, E., 1989. "Dynamic interrelationships between spot prices of some agricultural commodities on related markets : a first examination," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Vogelvang, E., 1990. "Testing for co-integration with spot prices of some related agricultural commodities," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

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