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Implications of regulating commodity derivatives markets in the USA and EU

  • Jayati Ghosh

    ()

    (Centre for Economic Studies and Planning, School of Social Sciences, Jawaharlal Nehru University, New Delhi, India.)

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    The argument for effective financial regulation to curb financial activity and associated volatility in primary commodity markets is now more compelling than ever, in the context of the renewed increase in food prices. However, as in much other financial regulation, the devil is in the detail. This paper considers recent patterns in global food markets and discusses some of the implications of recent moves to regulate financial activity in commodity futures markets in the US and the EU. Specific regulatory issues are considered and alternative strategies are considered.

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    File URL: http://ojs.uniroma1.it/index.php/PSLQuarterlyReview/article/view/9413/9308
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    Article provided by Economia civile in its journal PSL Quarterly Review.

    Volume (Year): 64 (2011)
    Issue (Month): 258 ()
    Pages: 287-304

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    Handle: RePEc:psl:pslqrr:2011:36
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    1. Baffes, John & Haniotis, Tassos, 2010. "Placing the 2006/08 commodity price boom into perspective," Policy Research Working Paper Series 5371, The World Bank.
    2. Christopher L. Gilbert, 2010. "How to Understand High Food Prices," Journal of Agricultural Economics, Wiley Blackwell, vol. 61(2), pages 398-425.
    3. Christopher L. Gilbert, 2010. "Speculative Influences On Commodity Futures Prices 2006-2008," UNCTAD Discussion Papers 197, United Nations Conference on Trade and Development.
    4. Hernandez, Manuel & Torero, Maximo, 2010. "Examining the dynamic relationship between spot and future prices of agricultural commodities," IFPRI discussion papers 988, International Food Policy Research Institute (IFPRI).
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