The Chicago Wheat Futures Market: Recent Problems in Historical Perspective
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DOI: 10.22004/ag.econ.135592
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- Brennan, Donna C. & Wright, Brian D., 1992.
"Futures Markets, Storage and Convenience Yield,"
1992 Conference (36th), February 10-13, 1992, Canberra, Australia
146425, Australian Agricultural and Resource Economics Society.
- Brennan, Donna & Wright, Brian D., 1992. "Futures Markets, Storage and Convenience Yield," Discussion Papers 232260, University of Western Australia, School of Agricultural and Resource Economics.
- Carter, Colin A. & Revoredo-Giha, Cesar, 2000.
"The Interaction of Working and Speculative Commodity Stocks,"
2000 Annual meeting, July 30-August 2, Tampa, FL
21820, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Carter, Colin A. & Revoredo-Giha, Cesar, 2005. "The Interaction Of Working And Speculative Commodity Stocks," Environmental Economy and Policy Research Discussion Papers 31931, University of Cambridge, Department of Land Economy.
- Carter, C.A & Cesar L. Revoredo Giha, 2005. "The Interaction of Working and Speculative Commodity Stocks," Environmental Economy and Policy Research Working Papers 03.2005, University of Cambridge, Department of Land Economics, revised 2005.
- Strohmaier, Jay S. & Dahl, Reynold P., 1984. "Analyzing Changing Price Relationships Between Wheat Futures Markets," Staff Papers 14090, University of Minnesota, Department of Applied Economics.
- Cesar Revoredo, 2000. "On The Solution Of The Dynamic Rational Expectations Commodity Storage Model In The Presence Of Stockholding By Speculators And Processors," Computing in Economics and Finance 2000 42, Society for Computational Economics.
- Yoon, Byung-Sam & Brorsen, B. Wade, 2002.
"Market Inversion In Commodity Futures Prices,"
Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 34(3), pages 1-18, December.
- Yoon, Byung-Sam & Brorsen, B. Wade, 2002. "Market Inversion in Commodity Futures Prices," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 34(3), pages 459-476, December.
- Yoon, Byung-Sam & Brorsen, B. Wade, 2001. "Market Inversion In Commodity Futures Prices," 2001 Conference, April 23-24, 2001, St. Louis, Missouri 18962, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Zulauf, Carl R. & Zhou, Haijiang & Roberts, Matthew C., 2005. "Updating the Estimation of the Supply of Storage Model," 2005 Annual meeting, July 24-27, Providence, RI 19122, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Anne E. Peck & Jeffrey C. Williams, 1992. "Deliveries on Commodity Futures Contracts," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 63-74, December.
- Thompson, Sarahelen R. & Eales, James S. & Seibold, David, 1993.
"Comparison Of Liquidity Costs Between The Kansas City And Chicago Wheat Futures Contracts,"
Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 18(2), pages 1-13, December.
- Thompson, Sarahelen & Eales, James S. & Seibold, David, 1991. "Comparison of Liquidity Costs Between the Kansas City and Chicago Wheat Futures Contracts," Staff Paper Series 232522, University of Alberta, Department of Resource Economics and Environmental Sociology.
- Zulauf, Carl R. & Sanghyo, Kim, 2014. "Is Storage Rational When the Price is Expected to Decline? An Initial Study Using Data from U.S. Futures and Options Markets," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170593, Agricultural and Applied Economics Association.
- Brajesh Kumar, 2016. "Asymmetric Volatility of Net Convenience Yield: Evidence from Indian Commodity Futures Markets," Proceedings of Economics and Finance Conferences 3205752, International Institute of Social and Economic Sciences.
- Prehn, Sören & Feil, Jan-Henning, 2017. "Why millers prefer to hedge at the KCBoT and grain elevator operators at the CBoT," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261262, European Association of Agricultural Economists.
- repec:dau:papers:123456789/2274 is not listed on IDEAS
- Irwin, Scott H. & Garcia, Philip & Good, Darrel L. & Kunda, Eugene L., 2009. "Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions," Marketing and Outlook Research Reports 183475, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
- Irwin, Scott H., 2020. "Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates," Journal of Commodity Markets, Elsevier, vol. 17(C).
- Omura, Akihiro & Todorova, Neda & Li, Bin & Chung, Richard, 2015. "Convenience yield and inventory accessibility: Impact of regional market conditions," Resources Policy, Elsevier, vol. 44(C), pages 1-11.
- Bobenrieth H, Eugenio S A & Bobenrieth H, Juan R A & Wright, Brian D, 2004. "A Model of Supply of Storage," Economic Development and Cultural Change, University of Chicago Press, vol. 52(3), pages 605-616, April.
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Keywords
Crop Production/Industries; Risk and Uncertainty;Statistics
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