Price discovery in commodity derivatives: Speculation or hedging?
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Futures Markets"
DOI: 10.1002/fut.22021
Abstract: We investigate whether commodity futures or options markets play a more important role in the price discovery process in the six most actively traded markets: crude oil, natural gas, gold, silver, corn, and soybeans. Using… read more here.
Keywords: speculation; commodity derivatives; price discovery; price ... See more keywords
REGULATING EXCESSIVE SPECULATION: COMMODITY DERIVATIVES AND THE GLOBAL FOOD CRISIS
Sign Up to like & getrecommendations! Published in 2017 at "International and Comparative Law Quarterly"
DOI: 10.1017/s0020589317000136
Abstract: Abstract Evidence suggests that commodity derivatives speculation contributed to extraordinary patterns of grain price volatility that led to a global food crisis in 2007–11. People in countries throughout the world are increasingly dependent on international… read more here.
Keywords: food crisis; commodity; speculation; global food ... See more keywords
Gambling on Hunger? The Right to Adequate Food and Commodity Derivatives Trading
Sign Up to like & getrecommendations! Published in 2018 at "Human Rights Law Review"
DOI: 10.1093/hrlr/ngy008
Abstract: Non-governmental organizations (NGOs) have claimed that financial speculators, by gambling on food prices via commodity derivative instruments, contributed to the global food crisis from 2007 to 2011. Commodity futures contracts began life as a form… read more here.
Keywords: adequate food; food; right adequate; commodity derivatives ... See more keywords
Pricing of Commodity Derivatives on Processes with Memory
Sign Up to like & getrecommendations! Published in 2020 at "Risks"
DOI: 10.3390/risks8010008
Abstract: Spot option prices, forwards and options on forwards relevant for the commodity markets are computed when the underlying process S is modelled as an exponential of a process ξ with memory as, e.g., a Volterra… read more here.
Keywords: derivatives processes; pricing commodity; processes memory; commodity derivatives ... See more keywords