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Futures Trading, Storage and Price Stabilization

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  • C.L. Gilbert

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  • C.L. Gilbert, 1989. "Futures Trading, Storage and Price Stabilization," Working Papers 204, Queen Mary University of London, School of Economics and Finance.
    • Handle: RePEc:qmw:qmwecw:204
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    File URL: https://www.qmul.ac.uk
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    Cited by:

    1. Alexandre Mathis & Lucrezia Reichlin, 1991. "Prix des matières premières : un test sur l'hypothèse d'efficience des marchés," Revue de l'OFCE, Programme National Persée, vol. 37(1), pages 123-138.
    2. Figuerola-Ferretti, Isabel & Gilbert, Christopher L., 2001. "Price variability and marketing method in non-ferrous metals: : Slade's analysis revisited," Resources Policy, Elsevier, vol. 27(3), pages 169-177, September.
    3. Brunetti, Celso & Gilbert, Christopher L., 1995. "Metals price volatility, 1972-1995," Resources Policy, Elsevier, vol. 21(4), pages 237-254, December.
    4. Stacie Beck, 2001. "Autoregressive conditional heteroscedasticity in commodity spot prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 115-132.
    5. Pieroni, Luca & Ricciarelli, Matteo, 2008. "Modelling dynamic storage function in commodity markets: Theory and evidence," Economic Modelling, Elsevier, vol. 25(5), pages 1080-1092, September.
    6. Ashish Kumar, 2015. "Impact of Currency Futures on Volatility in Exchange Rate," Paradigm, , vol. 19(1), pages 95-108, June.

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