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Speculation and Hedging

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  • Cootner, Paul H.

Abstract

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Suggested Citation

  • Cootner, Paul H., 1967. "Speculation and Hedging," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 7(Supplemen), pages 1-42.
    • Handle: RePEc:ags:frisst:134944
    DOI: 10.22004/ag.econ.134944
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    Citations

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    Cited by:

    1. Bernard Michael Gilroy, 1991. "Schweizerische Pflichtlagerhaltung und ihre Finanzierung," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 127(III), pages 431-443, September.
    2. Kahl, Kandice H., 1989. "Determinants of the Storage Season Corn Basis in South Carolina," Working Papers 116878, Clemson University, Department of Agricultural and Applied Economics.
    3. Patricia Fraser & Andrew McKaig, 2001. "Basis variation and a common source of risk: evidence from UK futures markets," The European Journal of Finance, Taylor & Francis Journals, vol. 7(1), pages 39-62.
    4. Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y., 2014. "Do net positions in the futures market cause spot prices of crude oil?," Economic Modelling, Elsevier, vol. 41(C), pages 177-190.
    5. John Hua Fan & Adrian Fernandez‐Perez & Ana‐Maria Fuertes & Joëlle Miffre, 2020. "Speculative pressure," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 575-597, April.
    6. Brennan, Donna & Wright, Brian D. & Williams, Jeffrey, 1992. "Is Convenience Yield a Necessary Hypothesis? 'Supply of Storage' In a Wheat Market," CUDARE Working Papers 198611, University of California, Berkeley, Department of Agricultural and Resource Economics.
    7. Carter, Colin A., 1999. "Commodity futures markets: a survey," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 43(2), pages 1-39, June.
    8. Hurduzeu, Gheorghe & Hurduzeu, Raluca, 2013. "International Diversification of the Asset Portfolio by Investing in Agricultural Commodities. Why Not Use the CAPM Futures Markets?," 135th Seminar, August 28-30, 2013, Belgrade, Serbia 160384, European Association of Agricultural Economists.
    9. Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2013. "The Fundamentals of Commodity Futures Returns," Review of Finance, European Finance Association, vol. 17(1), pages 35-105.
    10. Boum-Jong Choe, 1992. "The precautionary demand for commodity stocks," Policy Research Working Paper Series 935, The World Bank.
    11. Basu, Devraj & Miffre, Joëlle, 2013. "Capturing the risk premium of commodity futures: The role of hedging pressure," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2652-2664.
    12. Sakkas, Athanasios & Tessaromatis, Nikolaos, 2020. "Factor based commodity investing," Journal of Banking & Finance, Elsevier, vol. 115(C).
    13. de Groot, Wilma & Karstanje, Dennis & Zhou, Weili, 2014. "Exploiting commodity momentum along the futures curves," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 79-93.
    14. Li, Ziran, 2017. "Three essays on commodity markets," ISU General Staff Papers 201701010800006361, Iowa State University, Department of Economics.

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    Keywords

    Demand and Price Analysis;

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