New types of non-trade related participation in commodity futures markets

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New types of non-trade related participation in commodity futures markets

Author Info

Lamon Rutten (UNCTAD)

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Lamon Rutten

Abstract

This paper explores the growing involvement of new types of non- commodity-sector-related players in commodity futures markets. This includes a discussion on the role of managed funds, the impact of the use of commodity warrants, and the direct involvement of banks. The impact of this new form of "speculation" on the price formation process on commodity futures markets is then examined, and conclusions are drawn as to the use of these markets by commodity sector actors.

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Publisher Info
Paper provided by EconWPA in its series Finance with number 0301004.

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Length: 25 pages
Date of creation: 03 Jan 2003
Date of revision:
Handle: RePEc:wpa:wuwpfi:0301004

Note: Type of Document - pdf; pages: 25; figures: included. pdf file
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Web page: http://129.3.20.41

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Find related papers by JEL classification:
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
D40 - Microeconomics - - Market Structure and Pricing - - - General
D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General

This paper has been announced in the following NEP Reports:

NEP-ALL-2003-01-05 (All new papers)
NEP-CFN-2003-01-05 (Corporate Finance)
NEP-FIN-2003-01-05 (Finance)
NEP-MFD-2003-01-05 (Microfinance)
NEP-RMG-2003-01-05 (Risk Management)

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This page was last updated on 2009-12-13.

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