Efficiency in Commodity Futures Markets

Efficiency in Commodity Futures Markets

Author: International Monetary Fund

Publisher: International Monetary Fund

Published: 1989-12-29

Total Pages: 40

ISBN-13: 1451946961

DOWNLOAD EBOOK

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, including balance of payments, monetary and fiscal issues, global liquidity, and national and international economic developments.


Book Synopsis Efficiency in Commodity Futures Markets by : International Monetary Fund

Download or read book Efficiency in Commodity Futures Markets written by International Monetary Fund and published by International Monetary Fund. This book was released on 1989-12-29 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, including balance of payments, monetary and fiscal issues, global liquidity, and national and international economic developments.


Improving the Efficiency of Commodity Futures Markets

Improving the Efficiency of Commodity Futures Markets

Author: United States. Congress. Joint Economic Committee

Publisher:

Published: 1984

Total Pages: 148

ISBN-13:

DOWNLOAD EBOOK


Book Synopsis Improving the Efficiency of Commodity Futures Markets by : United States. Congress. Joint Economic Committee

Download or read book Improving the Efficiency of Commodity Futures Markets written by United States. Congress. Joint Economic Committee and published by . This book was released on 1984 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Efficiency in Commodity Futures Markets

Efficiency in Commodity Futures Markets

Author: Graciela Kaminsky

Publisher:

Published: 2006

Total Pages: 37

ISBN-13:

DOWNLOAD EBOOK

This paper undertakes an econometric investigation into the efficiency of commodity futures markets. Despite a considerable amount of empirical literature, there is no general consensus on whether or not the markets are efficient. The results of this study suggest that for certain commodities expected excess returns to futures speculation are non-zero, however, it is argued that these results do not necessarily imply that markets are inefficient, or that agents do not act rationally. The implications of the study for the cost of using the futures markets for hedging, and for the power of futures prices to forecast future spot prices, are also noted.


Book Synopsis Efficiency in Commodity Futures Markets by : Graciela Kaminsky

Download or read book Efficiency in Commodity Futures Markets written by Graciela Kaminsky and published by . This book was released on 2006 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper undertakes an econometric investigation into the efficiency of commodity futures markets. Despite a considerable amount of empirical literature, there is no general consensus on whether or not the markets are efficient. The results of this study suggest that for certain commodities expected excess returns to futures speculation are non-zero, however, it is argued that these results do not necessarily imply that markets are inefficient, or that agents do not act rationally. The implications of the study for the cost of using the futures markets for hedging, and for the power of futures prices to forecast future spot prices, are also noted.


Rational Expectations and Efficiency in Futures Markets

Rational Expectations and Efficiency in Futures Markets

Author: Barry Goss

Publisher: Routledge

Published: 2005-10-09

Total Pages: 252

ISBN-13: 113497521X

DOWNLOAD EBOOK

Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.


Book Synopsis Rational Expectations and Efficiency in Futures Markets by : Barry Goss

Download or read book Rational Expectations and Efficiency in Futures Markets written by Barry Goss and published by Routledge. This book was released on 2005-10-09 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.


Testing for Efficiency in Commodity Futures Markets

Testing for Efficiency in Commodity Futures Markets

Author:

Publisher:

Published: 1996

Total Pages: 0

ISBN-13:

DOWNLOAD EBOOK


Book Synopsis Testing for Efficiency in Commodity Futures Markets by :

Download or read book Testing for Efficiency in Commodity Futures Markets written by and published by . This book was released on 1996 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Futures Markets (Routledge Revivals)

Futures Markets (Routledge Revivals)

Author: Barry Goss

Publisher: Routledge

Published: 2013-05-02

Total Pages: 227

ISBN-13: 1135047502

DOWNLOAD EBOOK

First published in 1986, this book discusses many important aspects of the theory and practice of Futures Markets. It describes how they, at the time, grew to be an increasingly important feature of the world's major financial centres. Indeed, they adopted the role of being efficient forward pricing mechanisms and this was reflected by the interest of economists in the study of risk, uncertainty and information. Here, the contributors focus on areas that were of concern in the late 1980s such as feasibility, forward pricing and returns, and the modelling of price determination in Futures Markets. Evidence is drawn from twenty-five different commodities representing all the major commodity groups; and from all the world's major centres of Futures Trading.


Book Synopsis Futures Markets (Routledge Revivals) by : Barry Goss

Download or read book Futures Markets (Routledge Revivals) written by Barry Goss and published by Routledge. This book was released on 2013-05-02 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 1986, this book discusses many important aspects of the theory and practice of Futures Markets. It describes how they, at the time, grew to be an increasingly important feature of the world's major financial centres. Indeed, they adopted the role of being efficient forward pricing mechanisms and this was reflected by the interest of economists in the study of risk, uncertainty and information. Here, the contributors focus on areas that were of concern in the late 1980s such as feasibility, forward pricing and returns, and the modelling of price determination in Futures Markets. Evidence is drawn from twenty-five different commodities representing all the major commodity groups; and from all the world's major centres of Futures Trading.


Commodities

Commodities

Author: Harold Kent Baker

Publisher: Oxford University Press

Published: 2018

Total Pages: 681

ISBN-13: 0190656018

DOWNLOAD EBOOK

Commodities: Markets, Performance, and Strategies provides a comprehensive look at commodity markets along many dimensions. Its coverage includes physical commodity fundamentals, financial products and strategies for commodity exposure, and current issues relating to commodities. Readers interested in commodity market basics or more nuanced details related to commodity investment can benefit.


Book Synopsis Commodities by : Harold Kent Baker

Download or read book Commodities written by Harold Kent Baker and published by Oxford University Press. This book was released on 2018 with total page 681 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodities: Markets, Performance, and Strategies provides a comprehensive look at commodity markets along many dimensions. Its coverage includes physical commodity fundamentals, financial products and strategies for commodity exposure, and current issues relating to commodities. Readers interested in commodity market basics or more nuanced details related to commodity investment can benefit.


Competition and Efficiency in Commodity Futures Markets

Competition and Efficiency in Commodity Futures Markets

Author: Norman H. Jones

Publisher:

Published: 1978

Total Pages: 319

ISBN-13:

DOWNLOAD EBOOK


Book Synopsis Competition and Efficiency in Commodity Futures Markets by : Norman H. Jones

Download or read book Competition and Efficiency in Commodity Futures Markets written by Norman H. Jones and published by . This book was released on 1978 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Testing Seasonality and Efficiency in Commodity Futures Markets

Testing Seasonality and Efficiency in Commodity Futures Markets

Author:

Publisher:

Published: 1999

Total Pages: 34

ISBN-13:

DOWNLOAD EBOOK


Book Synopsis Testing Seasonality and Efficiency in Commodity Futures Markets by :

Download or read book Testing Seasonality and Efficiency in Commodity Futures Markets written by and published by . This book was released on 1999 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Commodity Futures Price Changes

Commodity Futures Price Changes

Author: Michael A. Hudson

Publisher:

Published: 1986

Total Pages: 40

ISBN-13:

DOWNLOAD EBOOK


Book Synopsis Commodity Futures Price Changes by : Michael A. Hudson

Download or read book Commodity Futures Price Changes written by Michael A. Hudson and published by . This book was released on 1986 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: