Futures markets: Their purpose, their history, their growth, their successes and failures

Citations

Cited by:

1. Heitor Almeida & Kristine Watson Hankins & Ryan Williams, 2017. "Risk Management with Supply Contracts," NBER Working Papers 23331, National Bureau of Economic Research, Inc.
2. Kapil Gupta & Balwinder Singh, 2009. "Information Memory and Pricing Efficiency of Futures Contracts," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 191-250, May.
3. Frank Fabozzi & Robert Shiller & Radu Tunaru, 2009. "Property Derivatives for Managing European Real-Estate Risk," Yale School of Management Working Papers amz2652, Yale School of Management, revised 01 Sep 2009.
4. Białkowski, Jędrzej & Bohl, Martin T. & Perera, Devmali, 2023. "Commodity futures hedge ratios: A meta-analysis," Journal of Commodity Markets, Elsevier, vol. 30(C).
5. Gary Gorton & K. Geert Rouwenhorst, 2004. "Facts and Fantasies about Commodity Futures," NBER Working Papers 10595, National Bureau of Economic Research, Inc.
6. V. V. Chari & Ravi Jagannathan, 1990. "The simple analytics of commodity futures markets: do they stabilize prices? Do they raise welfare?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 4(Sum), pages 12-24.
7. David Lucking-Reiley & Daniel F. Spulber, 2001. "Business-to-Business Electronic Commerce," Journal of Economic Perspectives, American Economic Association, vol. 15(1), pages 55-68, Winter.
   • David Lucking-Reiley & Daniel F. Spulber, 2000. "Business-to-Business Electronic Commerce," Vanderbilt University Department of Economics Working Papers 0016, Vanderbilt University Department of Economics.
8. Jędrzej Białkowski & Jan Koeman, 2017. "Does the Design of Spot Markets Matter for the Success of Futures Markets? Evidence from Dairy Futures," Working Papers in Economics 17/18, University of Canterbury, Department of Economics and Finance.
9. 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.
10. Schubert, Jens, 2015. "The impact of forward contracting on tacit collusion: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 119(C), pages 109-123.
11. Doane, Michael J & Spulber, Daniel F, 1994. "Open Access and the Evolution of the U.S. Spot Market for Natural Gas," Journal of Law and Economics, University of Chicago Press, vol. 37(2), pages 477-517, October.
12. Jędrzej Białkowski & Jan Koeman, 2018. "Does the design of spot markets matter for the success of futures markets? Evidence from dairy futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(3), pages 373-389, March.
13. Skully, David W., 1999. "The Economics Of Trq Administration," Working Papers 14584, International Agricultural Trade Research Consortium.
14. Edward Stringham, 2002. "The Emergence of the London Stock Exchange as a Self-Policing Club," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 17(Spring 20), pages 1-19.
    • Stringham, Edward, 2002. "The Emergence of the London Stock Exchange as a Self- Policing Club," MPRA Paper 25415, University Library of Munich, Germany.
15. Yi-Min Chen & Feng-Jyh Lin, 2013. "Do financially innovative futures matter?," The Service Industries Journal, Taylor & Francis Journals, vol. 33(9-10), pages 941-957, July.
16. Craig D. Broadbent & David S. Brookshire & Don Coursey & Vince Tidwell, 2017. "Futures Contracts in Water Leasing: An Experimental Analysis Using Basin Characteristics of the Rio Grande, NM," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(3), pages 569-594, November.
17. Gary Gorton & K. Rouwenhorst, 2004. "Facts and Fantasies about Commodity Futures," Yale School of Management Working Papers amz2619, Yale School of Management, revised 01 Mar 2005.
18. Fizaine, Florian, 2018. "Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets," Resources Policy, Elsevier, vol. 59(C), pages 379-388.
    • Florian Fizaine, 2018. "Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets," Post-Print halshs-01957410, HAL.
19. Norton, Seth W, 1997. "Information and Competitive Advantage: The Rise of General Motors," Journal of Law and Economics, University of Chicago Press, vol. 40(1), pages 245-260, April.
20. David K. Ding & Wui Boon Lim, 2024. "Lessons from the Demise of the Brent Crude Oil Futures Contract on the Singapore Exchange," JRFM, MDPI, vol. 17(6), pages 1-22, June.
21. Raymond M. Leuthold, 1994. "Evaluating Futures Exchanges in Liberalising Economies," Development Policy Review, Overseas Development Institute, vol. 12(2), pages 149-164, June.
22. Trin Sittisawad & Pariyada Sukcharoensin, 2018. "Success Factors of Financial Derivatives Markets in Asia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 25(2), pages 71-86, June.
23. Perera, Devmali & Białkowski, Jędrzej & Bohl, Martin T., 2020. "Does the tea market require a futures contract? Evidence from the Sri Lankan tea market," Research in International Business and Finance, Elsevier, vol. 54(C).
24. Emm, Ekaterina E. & Gay, Gerald D. & Shen, Mo, 2020. "Futures commission merchants, customer funds and capital requirements: An organizational analysis of the futures industry," Journal of Commodity Markets, Elsevier, vol. 18(C).
25. Coleman, Andrew, 2018. "Forest-based carbon sequestration, and the role of forward, futures, and carbon-lending markets: A comparative institutions approach," Journal of Forest Economics, Elsevier, vol. 33(C), pages 95-104.
26. Frank J. Fabozzi & Robert J. Shiller & Radu S. Tunaru, 2010. "Property Derivatives for Managing European Real†Estate Risk," European Financial Management, European Financial Management Association, vol. 16(1), pages 8-26, January.
27. Jędrzej Białkowski & Martin T. Bohl & Devmali Perera, 2022. "Commodity Futures Hedge Ratios: A Meta-Analysis," Working Papers in Economics 22/12, University of Canterbury, Department of Economics and Finance.
28. Pirrong, Stephen Craig, 1995. "The Self-Regulation of Commodity Exchanges: The Case of Market Manipulation," Journal of Law and Economics, University of Chicago Press, vol. 38(1), pages 141-206, April.
29. Gurmeet Singh, 2017. "Estimating Optimal Hedge Ratio and Hedging Effectiveness in the NSE Index Futures," Jindal Journal of Business Research, , vol. 6(2), pages 108-131, December.
30. Cavanaugh, Grant & Penick, Michael, 2018. "The lifecycle of exchange-traded derivatives," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 47-68.