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Agricultural Commodity Futures Price Volatility: A Market Regulatory Policy Study

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  • Apperson, George P.

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  • Apperson, George P., 2017. "Agricultural Commodity Futures Price Volatility: A Market Regulatory Policy Study," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258210, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea17:258210
    DOI: 10.22004/ag.econ.258210
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    References listed on IDEAS

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    1. Irwin, Scott H. & Sanders, Dwight R., 2012. "Financialization and Structural Change in Commodity Futures Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 44(3), pages 1-26, August.
    2. L. Wray, 2008. "Money Manager Capitalism and the Commodities Market Bubble," Challenge, Taylor & Francis Journals, vol. 51(6), pages 52-80.
    3. Brian D. Wright, 2011. "The Economics of Grain Price Volatility," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(1), pages 32-58.
    4. John Baffes, 2005. "The "Cotton Problem"," The World Bank Research Observer, World Bank, vol. 20(1), pages 109-144.
    5. Bahram Adrangi & Arjun Chatrath, 1999. "Margin requirements and futures activity: Evidence from the soybean and corn markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 19(4), pages 433-455, June.
    6. L. Randall Wray, 2008. "The Commodities Market Bubble: Money Manager Capitalism and the Financialization of Commodities," Economics Public Policy Brief Archive ppb_96, Levy Economics Institute.
    7. Jian Yang & Michael Haigh & David Leatham, 2001. "Agricultural liberalization policy and commodity price volatility: a GARCH application," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 593-598.
    8. Christopher L. Gilbert, 2010. "Speculative Influences On Commodity Futures Prices 2006-2008," UNCTAD Discussion Papers 197, United Nations Conference on Trade and Development.
    9. Robles, Miguel & Torero, Maximo & von Braun, Joachim, 2009. "When speculation matters:," Issue briefs 57, International Food Policy Research Institute (IFPRI).
    10. Irwin, Scott H. & Sanders, Dwight R. & Merrin, Robert P., 2009. "Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 41(2), pages 377-391, August.
    11. Peterson, Paul, 2012. "More on Position Limits, Excessive Speculation and the Dodd-Frank Act," farmdoc daily, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, vol. 2, October.
    12. Peterson, Paul, 2012. "Position Limits, Excessive Speculation and the Dodd-Frank Act," farmdoc daily, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, vol. 2, October.
    13. Pirrong,Craig, 2012. "Commodity Price Dynamics," Cambridge Books, Cambridge University Press, number 9780521195898, September.
    14. Jennifer Clapp & Eric Helleiner, 2012. "Troubled futures? The global food crisis and the politics of agricultural derivatives regulation," Review of International Political Economy, Taylor & Francis Journals, vol. 19(2), pages 181-207.
    15. Power, Gabriel J. & Robinson, John R.C., 2009. "Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53044, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    16. Janzen, Joseph P., 2010. "Reconciling Theoretical Hedging Models with the Experience of Cotton Merchants in March 2008," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61453, Agricultural and Applied Economics Association.
    17. Xiaoli L. Etienne & Scott H. Irwin & Philip Garcia, 2015. "Price Explosiveness, Speculation, and Grain Futures Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 97(1), pages 65-87.
    18. Scott H. Irwin & Dwight R. Sanders, 2011. "Index Funds, Financialization, and Commodity Futures Markets," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(1), pages 1-31.
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    Keywords

    Agricultural Finance; Agricultural and Food Policy; Demand and Price Analysis;
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