Futures Prices ina Production Economy with Investment Constraint s ⁄ Leonid Koga n y, Dmitry Livdan z, and Amir Yaron x This Draft: November 2003 Abstract We ...
Risk Premiain Crude Oil Futures Prices ∗ JamesD. Hamilton † Department of Economics University of California, San Diego Jing CynthiaWu ‡ Booth Schoolof Business ...
Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1025 August 2011 Evaluating the Forecasting Performance of Commodity ...
Forecasting Commodity Prices: Futures Versus Judgment - Chakriya Bowman and Aasim M. Husain - IMF Working Paper WP/04/41
CONTENTS Introduction 5 Section 1: Price Behavior 9 Risk and Return Patterns on Overnight Holdings of Livestock Futures 13 Robert M. Bear The Relation Between ...
Stochastic Convenience Yield, Optimal Hedging and the Term Structure of Open Interest and Futures Prices Harrison Hon g ∗ July 23,2001 Abstract This paper ...
11 Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices T~~ SP~CT~CULAR GROw~'~ in the volume of trading in stock index futures contracts reveals ...
ANALYTICAL BOUNDS FOR TREASURY BOND FUTURES PRICES ABSTRACT The pricing of the delivery options, timing options particularly, in Treasury bond futures are ...
SUHDANNE 2006:2 084 Commodity Futures Prices as Predictors of Future Spot Prices PAAVO SUNI Researcher ETLA Commodities futures differ from financial futures because ...
Subject: Comparison of AEO 2010 Natural Gas Price Forecast to NYMEX Futures Prices Comparison of AEO 2009 Natural Gas Price Forecast to NYMEX Futures Prices