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 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 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:

Download or read book Alternative Measures of Volatility in Agricultural Futures Markets written by Yuanfang Wang and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: The three essays of this thesis focus on modeling and forecasting agricultural futures market volatility utilizing two nonparametric volatility measures, realized volatility and range-based volatility. Special attention is given to comparing the performance of time series models used previously in the literature with these two measures. The first essay investigates the properties of realized volatility in the soybean futures market. The results indicate that the distributional properties of realized volatility based on 5-minute returns largely correspond with existing literature. The findings of three volatility measures confirm that the Mixture-of-Distributions-Hypothesis (MDH) is valid. In contrast, the standardized daily returns display some different properties compared with stock and exchange rate data. Moreover, the parametric ARFIMA and GARCH models reflect same patterns as described in nonparametric analysis. The second essay compares the performance of GARCH models, range-based GARCH models, and log-range based simple regression models in terms of their forecasting abilities. Realized volatility is used as the forecasting evaluation criterion. In-sample fitting results reveal that range-based GARCH models outperform standard GARCH models. Out-of-sample tests indicate that GARCH models extended with daily ranges work better than the log-range based ARMA models. The third essay examines the economic value of realized volatility in the context of hedging. Specifically, it provides an analysis of incorporating information contained in intraday prices into multivariate GARCH models and evaluates the statistical performance of the augmented GARCH models. Then, effectiveness of different optimal hedge ratios depending on different estimation procedures is compared by examining the in-sample and out-of-sample performance of the ratios. Results reveal that the use of the augmented GARCH models, while statistically appropriate, provides only marginal gains to the hedger.

Download or read book The Complete Guide to Investing in Commodity Trading and Futures written by Mary B. Holihan and published by Atlantic Publishing Company. This book was released on 2008 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many people have become very rich in the commodity markets. It is one of a few investment areas where an individual with limited capital can make extraordinary profits in a relatively short period of time. Commodities are agreements to buy and sell virtually anything that is harvested except onions. (A 1958 federal law prohibits trading onions.) Such goods are raw or partly refined materials whose value mainly reflects the costs of finding or gathering them. They are traded for processing or incorporation into final goods. Examples are crude oil, cotton, rubber, grains, and metals and other minerals. Since it is impractical to transport these bulky, often perishable materials, what is actually traded are commodities futures contracts, or options, that are agreements to buy or sell at an agreed upon price on a specific date. Trading in futures and options is speculative in nature and there is a substantial risk of loss. These investments are not suitable for everyone, and only risk capital should be used. As with many other business segments, the Internet and technology have opened up this attractive marketplace to a new breed of individual investors and speculators working part-time. You and I can now stand on an even playing field with the largest banks, wealthiest individuals, and trading institutions from the comfort of home. Commodity trading can provide you with very high, secure rate of return, in some cases as high as 12%, 18%, 24%, or even 300% or more per year. If performed correctly, commodity trading will far outpace all other investments. The key is to know how to perform this process correctly. This all sounds great, but what is the catch? There really is none, except you must know what you are doing! This book will provide everything you need to know to get you started generating high investment returns from start to finish. In this easy to read and comprehensive book you will learn what commodity trading and futures are, how to set up your account online, how to choose software to use in trading, how to invest in commodities, evaluate their performance, and handle fees and taxes. This book explores numbers of investing strategies and tactics, charting techniques, and position trading. You will pick up the language of a trader so that you recognize terminology and know how to use leverage, call options, put options, advancing and declining issues, advancing and declining volume, the Commodity Channel Index (CCI), and commodity charts, among others. Like the pros who have been trading commodities for years, you will learn how to pinpoint entry, exits, and targets for your trades, and use insider secrets to help you double or even triple your investment all while avoiding the common traps and pitfalls. Aside from learning the basics of commodity and futures trading you will be privy to their secrets and proven successful ideas. Instruction is great, but advice from experts is even better, and the experts chronicled in this book are earning millions. If you are interested in learning essentially everything there is to know about commodity and futures investing in addition to hundreds of tactics, tricks, and tips on how to earn enormous profits in commodity trading while controlling your investments, then this book is for you. Atlantic Publishing is a small, independent publishing company based in Ocala, Florida. Founded over twenty years ago in the company presidentâe(tm)s garage, Atlantic Publishing has grown to become a renowned resource for non-fiction books. Today, over 450 titles are in print covering subjects such as small business, healthy living, management, finance, careers, and real estate. Atlantic Publishing prides itself on producing award winning, high-quality manuals that give readers up-to-date, pertinent information, real-world examples, and case studies with expert advice. Every book has resources, contact information, and web sites of the products or companies discussed.