Download or read book Improving the Efficiency of Commodity Futures Markets written by United States. Congress. Joint Economic Committee and published by . This book was released on 1984 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Efficiency in Commodity Futures Markets written by International Monetary Fund and published by International Monetary Fund. This book was released on 1989-12-29 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, including balance of payments, monetary and fiscal issues, global liquidity, and national and international economic developments.
Download or read book Improving the Efficiency of Commodity Futures Markets written by United States. Congress. Joint Economic Committee and published by . This book was released on 1984 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Commodities written by H. Kent Baker and published by Oxford University Press. This book was released on 2018-03-06 with total page 681 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodities: Markets, Performance, and Strategies provides a comprehensive view of commodity markets by describing and analyzing historical commodity performance, vehicles for investing in commodities, portfolio strategies, and current topics. It begins with the basics of commodity markets and various investment vehicles. The book then highlights the unique risk and return profiles of commodity investments, along with the dangers from mismanaged risk practices. The book also provides important insights into recent developments, including high frequency trading, financialization, and the emergence of virtual currencies as commodities. Readers of Commodities: Markets, Performance, and Strategies can gain an in-depth understanding about the multiple dimensions of commodity investing from experts from around the world. Commodity markets can be accessed with products that create unique risk and return dynamics for investors worldwide. The authors provide insights in a range of areas, from the economics of supply and demand for individual physical commodities through the financial products used to gain exposure to commodities. The book balances useful practical advice on commodity exposure while exposing the reader to various pitfalls inherent in these markets. Readers interested in a basic understanding will benefit as will those looking for more in-depth presentations of specific areas within commodity markets. Overall, Commodities: Markets, Performance, and Strategies provides a fresh look at the myriad dimensions of investing in these globally important markets.
Download or read book Improving the Efficiency of Commodity Futures Markets written by United States. Congress. Joint Economic Committee and published by . This book was released on 1984 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Testing for Efficiency in Commodity Futures Markets written by and published by . This book was released on 1996 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Issues Involving the Use of the Futures Markets to Invest in Commodity Indexes written by and published by DIANE Publishing. This book was released on with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Marketing of Cash Crops written by Madhoo G. Pavaskar and published by Bombay : Economic and Political Weekly. This book was released on 1971 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Re examining the Futures Market Efficiency Using a New Approach in the Presence of a Time Varying Risk Premium written by Duminda Kuruppuarachchi and published by . This book was released on 2014 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt: We re-examine the market efficiency of commodity futures using a new approach that accounts for both time-varying risk premium and conditional heteroscedasticity of spot prices. The conventional market efficiency tests so far in the literature are based on either risk neutral or constant risk premium assumptions as such they are biased towards the rejection of the market efficiency hypothesis especially for commodity futures. The time varying risk premium is estimated using a state space model with a modified Kalman filter. Using a Monte Carlo simulation, we show that the proposed test produces robust and superior results under varying market conditions compared to the conventional approaches. By employing the proposed test we analyse the efficiency of crude oil, corn, copper and gold futures and find that gold futures is inefficient throughout the sample period 2000-2011 while others are efficient especially after the global financial crisis (GFC) in 2008. We also find significant changes in the underlying risk premiums due to the GFC. We extend the analysis to a comprehensive sample of 85 commodities traded on 16 exchanges worldwide and find that efficiency and risk premiums vary across the four market sectors while GFC has caused to increase both efficiency and risk premiums in all markets other than precious metals.
Download or read book Do Commodity Futures Help Forecast Spot Prices written by Mr.David A Reichsfeld and published by International Monetary Fund. This book was released on 2011-11-01 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: We assess the spot price forecasting performance of 10 commodity futures at various horizons up to two years and test whether this performance is affected by market conditions. We reject efficient markets based on in-sample tests but, out-of-sample, we find that the forecast from the futures market is hard to beat. We find that the forecasting performance of futures does not depend on the slope of the futures curve, in contrast to the predictions of well-known models of commodity markets. We also find futures' forecasting performance to be invariant to whether prices are in an upswing or downswing, casting doubt on aspersions that uninformed investors participating during bull markets impede the price discovery process.
Download or read book Learn How to Trade Commodities Collection written by George Kleinman and published by FT Press. This book was released on 2013-04-27 with total page 1423 pages. Available in PDF, EPUB and Kindle. Book excerpt: A brand new collection of high-profit commodity trading techniques and insights All the knowledge you need to start earning consistent profits in commodities trading! You can make huge profits by trading commodities – if you know how. You must know how these markets work, how they’re different, where the risks are hidden, and how to avoid the mistakes too many beginners make. You need realistic, up-to-the-minute strategies, skills, and knowledge from experts who trade commodities every single day. This unique 2 book package delivers all that. In A Trader’s First Book on Commodities: An Introduction to the World’s Fastest Growing Market, Second Edition, Carley Garner offers specific and current guidance on accessing commodity markets cost-effectively, and systematically improving your odds of successful, profitable trades. Garner covers new trading platforms, contracts, fees, and strategies, and offers a clear-eyed look at today’s realities, including the scandalous failures of MF Global and PFG Best. Drawing on extensive experience teaching traders, Garner shows how to calculate profit, loss, and risk in commodities; and choose the best brokerage firm, service level, data sources, and more. She demystifies the industry’s colorful language, helps you clearly understand every trade you make, walks you through the entire process, and illuminates everything from logistics to psychology. Next, in Trading Commodities and Financial Futures, A Step-by-Step Guide to Mastering the Markets, Fourth Edition, George Kleinman introduces powerful new trend-based techniques for identifying trades that fit right into your “sweet spot” for profits. You’ll learn how these markets have changed—and how to successfully use discipline to avoid today’s “shark-infested waters.” Building on 30+ years of success, Kleinman offers updated coverage of electronic trading, new contracts, and advanced techniques, including his exclusive Pivot Indicator approach. You’ll learn how to develop the deep discipline that characterizes all winning commodities and futures traders, as you gain critical knowledge about each leading market, including agricultural commodities, energy, metals, soft commodities, and financials. Kleinman helps you master today’s most valuable technical analysis tools for trading commodities, and even reveals 25 indispensable trading secrets of the pros. From world-renowned commodities trading experts George Kleinman and Carley Garner
Download or read book Efficiency in Commodity Futures Markets written by Graciela Kaminsky and published by . This book was released on 2006 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper undertakes an econometric investigation into the efficiency of commodity futures markets. Despite a considerable amount of empirical literature, there is no general consensus on whether or not the markets are efficient. The results of this study suggest that for certain commodities expected excess returns to futures speculation are non-zero, however, it is argued that these results do not necessarily imply that markets are inefficient, or that agents do not act rationally. The implications of the study for the cost of using the futures markets for hedging, and for the power of futures prices to forecast future spot prices, are also noted.
Download or read book A Treatise on Markets written by Joseph M. Burns and published by Studies in Economic Policy. This book was released on 1979 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Competition and Efficiency in Commodity Futures Markets written by Norman H. Jones and published by . This book was released on 1978 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Handbook of Commodity Investing written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2008-07-08 with total page 1018 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filled with a collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. The handbook covers a range of issues, including the risk and return of commodities and diversification benefits.
Download or read book Commodity Futures Price Changes written by Michael A. Hudson and published by . This book was released on 1986 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Impact on Agricultural Commodity Futures Markets Efficiency of Electronic Trading written by John Mayne and published by . This book was released on 2001 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt:
