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Futures Markets, Storage and Convenience Yield

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  • Brennan, Donna C.
  • Wright, Brian D.

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  • Brennan, Donna C. & Wright, Brian D., 1992. "Futures Markets, Storage and Convenience Yield," 1992 Conference (36th), February 10-13, 1992, Canberra, Australia 146425, Australian Agricultural and Resource Economics Society.
    • Handle: RePEc:ags:aare92:146425
    DOI: 10.22004/ag.econ.146425
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    References listed on IDEAS

    as
    1. Eugene F. Fama & Kenneth R. French, 2015. "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 4, pages 79-102, World Scientific Publishing Co. Pte. Ltd..
    2. Holbrook Working, 1948. "Theory of the Inverse Carrying Charge in Futures Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 30(1), pages 1-28.
    3. Robert L. Gustafson, 1958. "Implications of Recent Research on Optimal Storage Rules," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 40(2), pages 290-300.
    4. Working, Holbrook, 1933. "Price Relations Between July And September Wheat Futures At Chicago Since 1885," Wheat Studies, Stanford University, Food Research Institute, vol. 9(06), March.
    5. Gustafson, Robert L., 1958. "Carryover levels for grains: A method for determining amounts that are optimal under specified conditions," Technical Bulletins 157231, United States Department of Agriculture, Economic Research Service.
    6. Fama, Eugene F & French, Kenneth R, 1988. " Business Cycles and the Behavior of Metals Prices," Journal of Finance, American Finance Association, vol. 43(5), pages 1075-1093, December.
    7. Lester G. Telser, 1958. "Futures Trading and the Storage of Cotton and Wheat," Journal of Political Economy, University of Chicago Press, vol. 66(3), pages 233-233.
    8. Gibson, Rajna & Schwartz, Eduardo S, 1990. "Stochastic Convenience Yield and the Pricing of Oil Contingent Claims," Journal of Finance, American Finance Association, vol. 45(3), pages 959-976, July.
    9. Gray, Roger W. & Peck, Anne E., 1981. "The Chicago Wheat Futures Market: Recent Problems in Historical Perspective," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 18(1), pages 1-28.
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