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The Storage and Term Structure of Commodity Futures Prices
[Le stockage et la structure par terme des prix à terme des matières premières]

Author

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  • Christophe Gouel

    (ECO-PUB - Economie Publique - INRA - Institut National de la Recherche Agronomique - AgroParisTech)

Abstract

Les objectifs de ce chapitre sont: - de comprendre les déterminants de la structure par terme des marchés à terme de matières premières. La "structure par terme" désigne la relation entre les prix de contrats à des échéances différentes. - d'apporter des informations permettant de répondre à la question: les marchés à terme sont-ils de bons outils pour prédire les prix spot? En d'autres termes, sont-ils biaisés? - quel est le lien entre quantités physiques, stockage et prix à terme?

Suggested Citation

  • Christophe Gouel, 2018. "The Storage and Term Structure of Commodity Futures Prices [Le stockage et la structure par terme des prix à terme des matières premières]," Post-Print hal-02785912, HAL.
    • Handle: RePEc:hal:journl:hal-02785912
    as

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