The Role of Observability in Futures Markets
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DOI: 10.2202/1534-598X.1266
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- Ferreira, José Luis, 2001. "The role of observability in futures markets," UC3M Working papers. Economics we015316, Universidad Carlos III de Madrid. Departamento de EconomÃa.
References listed on IDEAS
- Ferreira, Jose Luis, 2003.
"Strategic interaction between futures and spot markets,"
Journal of Economic Theory, Elsevier, vol. 108(1), pages 141-151, January.
- Ferreira, José Luis, 2000. "Strategic interaction between futures and spot markets," UC3M Working papers. Economics 7273, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Hughes, John S. & Kao, Jennifer L., 1997. "Strategic forward contracting and observability," International Journal of Industrial Organization, Elsevier, vol. 16(1), pages 121-133, November.
Citations
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Cited by:
- Le Coq, Chloe & Orzen, Henrik, 2006.
"Do forward markets enhance competition?: Experimental evidence,"
Journal of Economic Behavior & Organization, Elsevier, vol. 61(3), pages 415-431, November.
- Le Coq, Chloé & Orzen, Henrik, 2002. "Do Forward Markets Enhance Competition? Experimental Evidence," SSE/EFI Working Paper Series in Economics and Finance 506, Stockholm School of Economics, revised 01 Oct 2004.
- Hesamzadeh, M.R. & Biggar, D.R. & Bunn, D.W. & Moiseeva, E., 2020. "The impact of generator market power on the electricity hedge market," Energy Economics, Elsevier, vol. 86(C).
- Holmberg, Pär & Willems, Bert, 2015.
"Relaxing competition through speculation: Committing to a negative supply slope,"
Journal of Economic Theory, Elsevier, vol. 159(PA), pages 236-266.
- Holmberg, P. & Willems, Bert, 2012. "Relaxing Competition through Speculation : Committing to a Negative Supply Slope," Other publications TiSEM 2d1fb9b4-fb84-44ab-92e9-f, Tilburg University, School of Economics and Management.
- Holmberg, P. & Willems, Bert, 2012. "Relaxing Competition through Speculation : Committing to a Negative Supply Slope," Discussion Paper 2012-039, Tilburg University, Tilburg Law and Economic Center.
- Holmberg, Pär & Willems, Bert, 2012. "Relaxing Competition through Speculation: Committing to a Negative Supply Slope," Working Paper Series 937, Research Institute of Industrial Economics.
- Holmberg, P. & Willems, B., 2012. "Relaxing competition through speculation: Committing to a negative supply slope," Cambridge Working Papers in Economics 1252, Faculty of Economics, University of Cambridge.
- Pär Holmberg & Bert Willems, 2012. "Relaxing competition through speculation: Committing to a negative supply slope," Working Papers EPRG 1224, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Holmberg, P. & Willems, Bert, 2012. "Relaxing Competition through Speculation : Committing to a Negative Supply Slope," Other publications TiSEM 29ee1be9-d566-4b3b-9ba0-0, Tilburg University, School of Economics and Management.
- Holmberg, Par & Willems, Bert, 2015. "Relaxing competition through speculation : Committing to a negative supply slope," Other publications TiSEM e39e21c0-d1d3-495e-83c5-b, Tilburg University, School of Economics and Management.
- Holmberg, P. & Willems, Bert, 2012. "Relaxing Competition through Speculation : Committing to a Negative Supply Slope," Discussion Paper 2012-088, Tilburg University, Center for Economic Research.
- Remco van Eijkel & Jose Luis Moraga, 2010. "Do Firms sell forward for Strategic Reasons? An Application to the Wholesale Market for Natural Gas," Tinbergen Institute Discussion Papers 10-058/1, Tinbergen Institute.
- Sébastien Mitraille & Henry Thille, 2020.
"Strategic advance sales, demand uncertainty and overcommitment,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(3), pages 789-828, April.
- Sebastien Mitraille & Henry Thille, 2017. "Strategic advance sales, demand uncertainty and overcommitment," Working Papers 1708, University of Guelph, Department of Economics and Finance.
- José Luis Ferreira & Praveen Kujal & Stephen Rassenti, 2016. "Multiple Openings and Competitiveness of Forward Markets: Experimental Evidence," PLOS ONE, Public Library of Science, vol. 11(7), pages 1-16, July.
- Miguel Vazquez, 2012.
"Analysis of the strategic use of forward contracting in electricity markets,"
RSCAS Working Papers
2012/13, European University Institute.
- Miguel Vazquez & Michelle Hallac, 2014. "Analysis Of The Strategic Use Of Forward Contracting In Electricity Markets," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 129, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Newbery, D., 2008.
"Predicting market power in wholesale electricity markets,"
Cambridge Working Papers in Economics
0837, Faculty of Economics, University of Cambridge.
- David Newbery, 2009. "Predicting Market Power in Wholesale Electricity Markets," EUI-RSCAS Working Papers 3, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
- David Newbery, 2009. "Predicting Market Power in Wholesale Electricity Markets," RSCAS Working Papers 2009/03, European University Institute.
- David Newbery, 2008. "Predicting market power in wholesale electricity markets," Working Papers EPRG 0821, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Geert Van Moer, 2024. "Secret Bilateral Forward Contracting," Journal of Industrial Economics, Wiley Blackwell, vol. 72(2), pages 807-847, June.
- Lenhard, Severin, 2022. "Imperfect competition with costly disposal," International Journal of Industrial Organization, Elsevier, vol. 82(C).
- ABADA, Ibrahim & EHRENMANN, Andreas & SMEERS, Yves, 2014. "Endogenizing long-term contracts in gas market models," LIDAM Discussion Papers CORE 2014036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nathan H. Miller & Joseph U. Podwol, 2020. "Forward Contracts, Market Structure and the Welfare Effects of Mergers," Journal of Industrial Economics, Wiley Blackwell, vol. 68(2), pages 364-407, June.
- Lenhard, Severin, 2022. "Imperfect Competition with Costly Disposal," VfS Annual Conference 2022 (Basel): Big Data in Economics 264038, Verein für Socialpolitik / German Economic Association.
- Pär Holmberg, 2011. "Strategic Forward Contracting in the Wholesale Electricity Market," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 169-202.
- Adilov, Nodir, 2012. "Strategic use of forward contracts and capacity constraints," International Journal of Industrial Organization, Elsevier, vol. 30(2), pages 164-173.
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Keywords
futures markets; observability; arbitrage; cournot competition;All these keywords.
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