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The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty

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  • Grauer, Frederick L A
  • Litzenberger, Robert H

Abstract

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  • Grauer, Frederick L A & Litzenberger, Robert H, 1979. "The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty," Journal of Finance, American Finance Association, vol. 34(1), pages 69-83, March.
  • Handle: RePEc:bla:jfinan:v:34:y:1979:i:1:p:69-83
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    Cited by:

    1. Hakan Yilmazkuday, 2017. "Individual tax rates and regional tax revenues: a cross-state analysis," Regional Studies, Taylor & Francis Journals, vol. 51(5), pages 701-711, May.
    2. Lange, Mark D. & Huffman, Wallace E., 1981. "Farm Household Production: Demand for Wife's Labor, Capital Services and the Capital-Labor Ratio," 1981 Annual Meeting, July 26-29, Clemson, South Carolina 279324, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Berck, Peter & Cecchetti, Stephen G, 1980. "Portfolio Choice with Uncertain Consumption Prices: a mean-variance approch," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt38t9z8b9, Department of Agricultural & Resource Economics, UC Berkeley.
    4. Fernandes, Cecilia Melo, 2021. "ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty," Working Paper Series 2582, European Central Bank.
    5. Loïc Maréchal, 2023. "A tale of two premiums revisited," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(5), pages 580-614, May.
    6. Berck, Peter & Cecchetti, Stephen G., 1980. "The Consumer'S Use Of Futures," 1980 Annual Meeting, July 27-30, Urbana-Champaign, Illinois 278903, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Berck, Peter & Cecchetti, Stephen G, 1980. "Portfolio Choice with Uncertain Consumption Prices: a mean-variance approch," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt38t9z8b9, Department of Agricultural & Resource Economics, UC Berkeley.
    8. Nima Nonejad, 2019. "Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(2), pages 246-276, May.
    9. Yulia Merkoulova, 2020. "Predictive abilities of speculators in energy markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(5), pages 804-815, May.

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