IDEAS home Printed from
   My bibliography  Save this article

Speculation and Hedging


  • Cootner, Paul H.


No abstract is available for this item.

Suggested Citation

  • Cootner, Paul H., 1967. "Speculation and Hedging," Food Research Institute Studies, Stanford University, Food Research Institute.
  • Handle: RePEc:ags:frisst:134944

    Download full text from publisher

    File URL:
    Download Restriction: no


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Bernard Michael Gilroy, 1991. "Schweizerische Pflichtlagerhaltung und ihre Finanzierung," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 127(III), pages 431-443, September.
    2. Kahl, Kandice H., 1989. "Determinants of the Storage Season Corn Basis in South Carolina," Working Papers 116878, Clemson University, Department of Agricultural and Applied Economics.
    3. Patricia Fraser & Andrew McKaig, 2001. "Basis variation and a common source of risk: evidence from UK futures markets," The European Journal of Finance, Taylor & Francis Journals, vol. 7(1), pages 39-62.
    4. Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y., 2014. "Do net positions in the futures market cause spot prices of crude oil?," Economic Modelling, Elsevier, vol. 41(C), pages 177-190.
    5. Carter, Colin A., 1999. "Commodity futures markets: a survey," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 43(2).
    6. Hurduzeu, Gheorghe & Hurduzeu, Raluca, 2013. "International Diversification of the Asset Portfolio by Investing in Agricultural Commodities. Why Not Use the CAPM Futures Markets?," 135th Seminar, August 28-30, 2013, Belgrade, Serbia 160384, European Association of Agricultural Economists.
    7. Boum-Jong Choe, 1992. "The precautionary demand for commodity stocks," Policy Research Working Paper Series 935, The World Bank.
    8. Basu, Devraj & Miffre, Joƫlle, 2013. "Capturing the risk premium of commodity futures: The role of hedging pressure," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2652-2664.
    9. de Groot, Wilma & Karstanje, Dennis & Zhou, Weili, 2014. "Exploiting commodity momentum along the futures curves," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 79-93.
    10. Anonymous, 1982. "Research Review," Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, issue 1.
    11. Li, Ziran, 2017. "Three essays on commodity markets," ISU General Staff Papers 201701010800006361, Iowa State University, Department of Economics.

    More about this item


    Demand and Price Analysis;


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:frisst:134944. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (AgEcon Search). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.