The Need for Transparency in Commodity and Commodity Derivatives Markets
Download full text from publisher
References listed on IDEAS
- Paul Cashin & C. John McCDermott, 2002.
"The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability,"
IMF Staff Papers, Palgrave Macmillan, vol. 49(2), pages 1-2.
- Paul Cashin & C. John McDermott, 2001. "The Long-Run Behavior of Commodity Prices; Small Trends and Big Variability," IMF Working Papers 2001/068, International Monetary Fund.
- Margaret E. Slade & Henry Thille, 2006. "Commodity Spot Prices: An Exploratory Assessment of Market Structure and Forward‐Trading Effects," Economica, London School of Economics and Political Science, vol. 73(290), pages 229-256, May.
- Manolis Kavussanos & Nikos Nomikos, 2003. "Price Discovery, Causality and Forecasting in the Freight Futures Market," Review of Derivatives Research, Springer, vol. 6(3), pages 203-230, October.
- Garbade, Kenneth D & Silber, William L, 1983. "Price Movements and Price Discovery in Futures and Cash Markets," The Review of Economics and Statistics, MIT Press, vol. 65(2), pages 289-297, May.
- Jacks, David S., 2007. "Populists versus theorists: Futures markets and the volatility of prices," Explorations in Economic History, Elsevier, vol. 44(2), pages 342-362, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Most related itemsThese are the items that most often cite the same works as this one and are cited by the same works as this one.
- Thuraisamy, Kannan S. & Sharma, Susan Sunila & Ali Ahmed, Huson Joher, 2013.
"The relationship between Asian equity and commodity futures markets,"
Journal of Asian Economics, Elsevier, vol. 28(C), pages 67-75.
- Thuraisamy, Kannan & Sharma, Susan S. & Ahmed, Huson Ali, 2012. "The relationship between Asian equity and commodity futures markets," Working Papers fe_2012_07, Deakin University, Department of Economics.
- Zhige Wu & Alex Maynard & Alfons Weersink & Getu Hailu, 2018. "Asymmetric spot‐futures price adjustments in grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1549-1564, December.
- Martin T. Bohl & Alexander Pütz & Pierre L. Siklos & Christoph Sulewski, 2021. "Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(2), pages 226-244, February.
- Yang, Linghubo & Zhang, Dongxiang, 2013. "Can futures price be a powerful predictor? Frequency domain analysis on Chinese commodity market," Economic Modelling, Elsevier, vol. 35(C), pages 264-271.
- Steinmetz, Alexander, 2010. "Price and inventory dynamics in an oligopoly industry: A framework for commodity markets," W.E.P. - Würzburg Economic Papers 82, University of Würzburg, Chair for Monetary Policy and International Economics.
- Shernaz Bodhanwala & Harsh Purohit & Nidhi Choudhary, 2020. "The Causal Dynamics in Indian Agriculture Commodity Prices and Macro-Economic Variables in the Presence of a Structural Break," Global Business Review, International Management Institute, vol. 21(1), pages 241-261, February.
- Mizrach, Bruce & Otsubo, Yoichi, 2014.
"The market microstructure of the European climate exchange,"
Journal of Banking & Finance, Elsevier, vol. 39(C), pages 107-116.
- Bruce Mizrach & Yoichi Otsubo, 2010. "The Market Microstructure of the European Climate Exchange," Departmental Working Papers 201005, Rutgers University, Department of Economics.
- Yoichi Otsubo & Bruce Mizrach, 2012. "The Market Microstructure of the European Climate Exchange," LSF Research Working Paper Series 12-7, Luxembourg School of Finance, University of Luxembourg.
- Cécile Couharde & Vincent Géronimi & Armand Taranco, 2012.
"Les hausses récentes des cours des matières premières traduisent-elles l'entrée dans un régime de prix plus élevés ?,"
Revue Tiers-Monde, Armand Colin, vol. 0(3), pages 13-34.
- Cécile Couharde & Vincent Geronimi & Armand Taranco, 2012. "Les hausses récentes des cours des matières premières traduisent-elles l'entrée dans un régime de prix plus élevés?," Post-Print hal-01385858, HAL.
- Silvério, Renan & Szklo, Alexandre, 2012. "The effect of the financial sector on the evolution of oil prices: Analysis of the contribution of the futures market to the price discovery process in the WTI spot market," Energy Economics, Elsevier, vol. 34(6), pages 1799-1808.
- Jan Hanousek & Libor Nemecek, 2002.
"Mispricing and lasting arbitrage between parallel markets in the Czech Republic,"
The European Journal of Finance, Taylor & Francis Journals, vol. 8(1), pages 46-69.
- Jan Hanousek & Libor Nemecek, 2001. "Mispricing and Lasting Arbitrage between Parallel Markets in the Czech Republic," Finance 0012007, University Library of Munich, Germany.
- Gabriel Srour, 2004. "Economic Integration, Sectoral Diversification, and Exchange Rate Policy in a Developing Economy," IMF Working Papers 2004/060, International Monetary Fund.
- Cuddington, John T. & Nülle, Grant, 2014.
"Variable long-term trends in mineral prices: The ongoing tug-of-war between exploration, depletion, and technological change,"
Journal of International Money and Finance, Elsevier, vol. 42(C), pages 224-252.
- John T. Cuddington & Grant Nülle, 2013. "Variable Long-Term Trends in Mineral Prices: The Ongoing Tug-of-War between Exploration, Depletion, and Technological Change," Working Papers 2013-02, Colorado School of Mines, Division of Economics and Business.
- Martin T. Bohl & Alexander Pütz & Pierre L. Siklos & Christoph Sulewski, 2018. "Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896," CQE Working Papers 7618, Center for Quantitative Economics (CQE), University of Muenster.
- Krätschell, Karoline & Schmidt, Torsten, 2013. "Long-run trends or short-run fluctuations What establishes the correlation between oil and food prices?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79798, Verein für Socialpolitik / German Economic Association.
- Gary Gorton & K. Geert Rouwenhorst, 2004. "Facts and Fantasies about Commodity Futures," NBER Working Papers 10595, National Bureau of Economic Research, Inc.
- Vincenzo Candila & Salvatore Farace, 2018. "On the Volatility Spillover between Agricultural Commodities and Latin American Stock Markets," Risks, MDPI, Open Access Journal, vol. 6(4), pages 1-16, October.
- Ballocchi, Giuseppe & Dacorogna, Michel M. & Hopman, Carl M. & Muller, Ulrich A. & Olsen, Richard B., 1999. "The intraday multivariate structure of the Eurofutures markets," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 479-513, December.
- Gabriela Simonet & Julie Subervie & Driss Ezzine-De-Blas & Marina Cromberg & Amy Duchelle, 2015.
"Paying smallholders not to cut down the amazon forest: impact evaluation of a REDD+ pilot project,"
1514, Chaire Economie du climat.
- Gabriela Simonet & Julie Subervie & Driss Ezzine-de-Blas & Marina Cromberg & Amy Duchelle, 2015. "Paying smallholders not to cut down the Amazon forest: Impact evaluation of a REDD+ pilot project," Working Papers 15-14, LAMETA, Universtiy of Montpellier, revised Oct 2015.
- Rabah Arezki & Daniel Lederman & Hongyan Zhao, 2014.
"The Relative Volatility of Commodity Prices: A Reappraisal,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(3), pages 939-951.
- Arezki, Rabah & Lederman, Daniel & Zhao, Hongyan, 2011. "The relative volatility of commodity prices : a reappraisal," Policy Research Working Paper Series 5903, The World Bank.
- Rabah Arezki & Daniel Lederman & Hongyan Zhao, 2011. "The Relative Volatility of Commodity Prices: A Reappraisal," Working Papers 660, Economic Research Forum, revised 12 Jan 2011.
- Rabah Arezki & Daniel Lederman & Hongyan Zhao, 2011. "The relative volatility of commodity prices: a reappraisal," NCID Working Papers 05/2011, Navarra Center for International Development, University of Navarra.
- Rabah Arezki & Daniel Lederman & Hongyan Zhao, 2011. "The Relative Volatility of Commodity Prices: A Re-Appraisal," OxCarre Working Papers 070, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Rabah Arezki & Daniel Lederman & Hongyan Zhao, 2011. "The Relative Volatility of Commodity Prices: A Reappraisal," CESifo Working Paper Series 3694, CESifo.
- Rabah Arezki & Daniel Lederman & Hongyan Zhao, 2011. "The Relative Volatility of Commodity Prices; A Reappraisal," IMF Working Papers 2011/279, International Monetary Fund.
- Yao, Can-Zhong & Lin, Qing-Wen, 2017. "The mutual causality analysis between the stock and futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 478(C), pages 188-204.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eps:ecmiwp:1589. 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: (Margarita Minkova). General contact details of provider: https://edirc.repec.org/data/cepssbe.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.