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Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders

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  • Rockwell, Charles S.

Abstract

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Suggested Citation

  • Rockwell, Charles S., 1967. "Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders," Food Research Institute Studies, Stanford University, Food Research Institute.
  • Handle: RePEc:ags:frisst:134945
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    File URL: http://purl.umn.edu/134945
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    Cited by:

    1. Hirshleifer, Jack, 1977. "The Theory of Speculation under Alternative Regimes of Markets," Journal of Finance, American Finance Association, vol. 32(4), pages 975-999, September.
    2. Goss, Barry A., 1980. "Aspects Of Hedging Theory," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 24(03), December.
    3. Henry L. Bryant & David A. Bessler & Michael S. Haigh, 2006. "Causality in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(11), pages 1039-1057, November.
    4. 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 319-331, April.
    5. Changyun Wang, 2001. "Investor Sentiment and Return Predictability in Agricultural Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(10), pages 929-952, October.
    6. J. Hirshleifer, 1975. "Speculation and Equilibrium: Information, Risk, and Markets," The Quarterly Journal of Economics, Oxford University Press, vol. 89(4), pages 519-542.
    7. Bradley Jones, 2014. "Identifying Speculative Bubbles; A Two-Pillar Surveillance Framework," IMF Working Papers 14/208, International Monetary Fund.
    8. repec:sgh:erfinj:v:2:y:2017:i:1:p:23-42 is not listed on IDEAS

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