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Multiple delivery points, pricing dynamics, and hedging effectiveness in futures markets for spatial commodities

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  • Stephen Craig Pirrong
  • Roger Kormendi
  • Philip Meguire

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  • Stephen Craig Pirrong & Roger Kormendi & Philip Meguire, 1994. "Multiple delivery points, pricing dynamics, and hedging effectiveness in futures markets for spatial commodities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(5), pages 545-573, August.
    • Handle: RePEc:wly:jfutmk:v:14:y:1994:i:5:p:545-573
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    Cited by:

    1. Alizadeh, Amir H. & Huang, Chih-Yueh & van Dellen, Stefan, 2015. "A regime switching approach for hedging tanker shipping freight rates," Energy Economics, Elsevier, vol. 49(C), pages 44-59.
    2. Pirrong, Craig, 2017. "The economics of commodity market manipulation: A survey," Journal of Commodity Markets, Elsevier, vol. 5(C), pages 1-17.
    3. Sanjay Mansabdar & Hussain C. Yaganti, 2023. "Optimizing Hedging Effectiveness of Indian Agricultural Commodity Futures: A Simulation Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 13-36, March.
    4. Joost M. E. Pennings & Matthew T. G. Meulenberg, 1998. "New Futures Markets in Agricultural Production Rights: Possibilities and Constraints for the British and Dutch Milk Quota Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 49(1), pages 50-66, March.
    5. Adam-Müller, Axel F. A. & Wong, Kit Pong, 2002. "The impact of delivery risk on optimal production and futures hedging," CoFE Discussion Papers 02/08, University of Konstanz, Center of Finance and Econometrics (CoFE).

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