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Commodity Futures Markets-- Are Changes Needed?

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  • Wisner, Robert N.

Abstract

The usefulness of commodity futures markets for hedging is affected by delivery conditions, contract size and related contract details. Impediments to delivery or contract specifications designed primarily for large hedgers can reduce competition in such markets, thus lowering risk-shifting performance under certain conditions. Reduced risk-shifting performance was evident in grain futures markets in 1973.

Suggested Citation

  • Wisner, Robert N., 1974. "Commodity Futures Markets-- Are Changes Needed?," 1974 Annual Meeting, August 18-21, College Station, Texas 284550, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea74:284550
    DOI: 10.22004/ag.econ.284550
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    Marketing;

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