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New types of non-trade related participation in commodity futures markets

Author

Listed:
  • Lamon Rutten

    (UNCTAD)

Abstract

This paper explores the growing involvement of new types of non- commodity-sector-related players in commodity futures markets. This includes a discussion on the role of managed funds, the impact of the use of commodity warrants, and the direct involvement of banks. The impact of this new form of "speculation" on the price formation process on commodity futures markets is then examined, and conclusions are drawn as to the use of these markets by commodity sector actors.

Suggested Citation

  • Lamon Rutten, 2003. "New types of non-trade related participation in commodity futures markets," Finance 0301004, University Library of Munich, Germany.
    • Handle: RePEc:wpa:wuwpfi:0301004
    Note: Type of Document - pdf; pages: 25; figures: included. pdf file
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    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0301/0301004.pdf
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    More about this item

    Keywords

    commodity futures market; futures; options; speculation; market efficiency;
    All these keywords.

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
    • D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General

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