Download or read book Performance Evaluations of Some Agricultural Futures Markets written by Chang-I. Lin and published by . This book was released on 1982 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Performance Evaluation of Some Agricultural Futures Markets written by Chang-I. Lin and published by . This book was released on 1982 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Performance Evaluation of Agricultural Commodity Futures Market in India written by G R. Sayee Prasanna and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The agricultural commodity futures market in India is constantly evolving due to favorable government policies and continuous reforms since 2002. An important function of the futures market is to aid in efficient price discovery. However, heightened volatility, induced by speculation has arguably distorted prices. This study aims at examining the gaps in the functioning of agricultural commodity futures market by using Johansen's Cointegration, Granger Causality and Johansen's Vector Error Correction Model (VECM). The results indicate oscillating leadership in price discovery between futures and spot markets depending upon the nature of the commodity, time to maturity of the contracts and liquidity in the market. The findings of the paper underscore the need for active intervention by the regulators.

Download or read book Futures Markets Routledge Revivals written by Barry Goss and published by Routledge. This book was released on 2013-05-02 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 1986, this book discusses many important aspects of the theory and practice of Futures Markets. It describes how they, at the time, grew to be an increasingly important feature of the world's major financial centres. Indeed, they adopted the role of being efficient forward pricing mechanisms and this was reflected by the interest of economists in the study of risk, uncertainty and information. Here, the contributors focus on areas that were of concern in the late 1980s such as feasibility, forward pricing and returns, and the modelling of price determination in Futures Markets. Evidence is drawn from twenty-five different commodities representing all the major commodity groups; and from all the world's major centres of Futures Trading.

Download or read book Review the Commodity Futures Trading Commission s Government Performance Results Act Plan written by United States. Congress. House. Committee on Agriculture. Subcommittee on Risk Management and Specialty Crops and published by . This book was released on 1997 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Agricultural Markets as Relative Performance Evaluation written by Brent Hueth and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Relative performance schemes such as tournaments are commonly used in markets for a variety of livestock and processing commodities, while explicit versions of these schemes are rarely used in markets for fresh fruits and vegetables and specialty grains. We show how contracts for these latter commodities do in fact provide relative performance incentives, albeit indirectly, via a payment mechanism that depends on market prices. In such contracts, compensation is often an increasing function of revenue; this implements a relative performance scheme by making each grower's payment an increasing function of his own output but a decreasing function of other's output.

Download or read book Performance of Futures Markets written by Allen B. Paul and published by . This book was released on 1961 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Handbook of Managed Futures written by Carl C. Peters and published by McGraw Hill Professional. This book was released on 1997 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Examines the role of managed futures in the asset allocation process. Highlights recent innovations in managed futures product development. Examines current research into the nature of market inefficiencies.

Download or read book Evaluation of Public Futures Funds written by Barton Wade Brorsen and published by . This book was released on 1984 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Managed Futures written by Carl C. Peters and published by . This book was released on 1994 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Price Determination Processes written by Olan D. Forker and published by . This book was released on 1975 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Report of the Commodity Futures Trading Commission Advisory Committee on the Economic Role of Contract Markets written by United States. Commodity Futures Trading Commission. Advisory Committee on the Economic Role of Contract Markets and published by . This book was released on 1976 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Review of the Findings of the President s Working Group on Financial Markets and the Use of Stock Index Futures and Other Recent Market Developments written by United States. Congress House. Committee on Agriculture and published by . This book was released on 1988 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Rational Expectations and Efficiency in Futures Markets written by Barry Goss and published by Routledge. This book was released on 2005-10-09 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.

Download or read book Methods to Analyse Agricultural Commodity Price Volatility written by Isabelle Piot-Lepetit and published by Springer Science & Business Media. This book was released on 2011-06-10 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the issue of price volatility in agricultural commodities markets and how this phenomenon has evolved in recent years. The factors underlying the price spike of 2007-08 appear to be global and macroeconomic in nature, including the rapid growth in demand by developing countries, the international financial crisis, and exchange rate movements. Some of these factors are new, appearing as influences on price volatility only in the last decade. Although volatility has always been a feature of agricultural commodity markets, the evidence suggests that volatility has increased in certain commodity markets. A growing problem is that agricultural price shocks and volatility disrupt agricultural markets, economic incentives and incomes. With increased globalization and integration of financial and energy markets with agricultural commodity markets, the relationships between markets are expanding and becoming more complex. When a crisis such as a regional drought, food safety scare or a financial crisis hits a particular market, policy-makers often do not know the extent to which it will impact on other markets and affect producer, consumer and trader decisions. Including contributions from experts at the World Bank, the Food and Agriculture Organization of the United Nations, the USDA, and the European Commission, the research developed throughout the chapters of this book is based on current methodologies that can be used to analyze price volatility and provide directions for understanding this volatility and the development of new agricultural policies. The book highlights the challenges facing policy makers in dealing with the changing nature of agricultural commodities markets, and offers recommendations for anticipating price movements and managing their consequences. It will be a practical guide for both present and future policy-makers in deciding on potential price-stabilizing interventions, and will also serve as a useful resource for researchers and students in agricultural economics.

Download or read book Commodity Trading Advisors written by Greg N. Gregoriou and published by John Wiley & Sons. This book was released on 2011-09-02 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an increasingly popular and potentially profitable investment alternative for institutional investors and high-net-worth individuals. Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the "survivorship bias" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of different strategies deployed by CTAs from a sophisticated investor's perspective. A contributed work, its editors and contributing authors are among today's leading voices on the topic of commodity trading advisors and a veritable "Who's Who" in hedge fund and CTA research. Greg N. Gregoriou (Plattsburgh, NY) is a Visiting Assistant Professor of Finance and Research Coordinator in the School of Business and Economics at the State University of New York. Vassilios N. Karavas (Amherst, MA) is Director of Research at Schneeweis Partners. Francois-Serge Lhabitant (Coppet, Switzerland) is a FAME Research Fellow, and a Professor of Finance at EDHEC (France) and at HEC University of Lausanne (Switzerland). Fabrice Rouah (Montreal, Quebec) is Institut de Finance Mathématique de Montréal Scholar in the finance program at McGill University.

Download or read book Agricultural Finance Review written by and published by . This book was released on 2011 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: