The role of financial investments in agricultural commodity derivatives markets
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More about this item
Keywordsfutures markets; commodities; speculation; GARCH; volatility;
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2012-02-20 (Agricultural Economics)
- NEP-ALL-2012-02-20 (All new papers)
- NEP-FMK-2012-02-20 (Financial Markets)
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