Implications of regulating commodity derivatives markets in the USA and EU
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.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Christopher L. Gilbert, 2010. "How to Understand High Food Prices," Journal of Agricultural Economics, Wiley Blackwell, vol. 61(2), pages 398-425.
- Baffes, John & Haniotis, Tassos, 2010. "Placing the 2006/08 commodity price boom into perspective," Policy Research Working Paper Series 5371, The World Bank.
- 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).
- Christopher L. Gilbert, 2010. "Speculative Influences On Commodity Futures Prices 2006-2008," UNCTAD Discussion Papers 197, United Nations Conference on Trade and Development.
When requesting a correction, please mention this item's handle: RePEc:psl:pslqrr:2011:36. 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: (Carlo D'Ippoliti)
If references are entirely missing, you can add them using this form.