Alexandre Ribeiro Scarcioffolo and Xiaoli L. Etienne; Commodity futures with thinly traded cash markets: The case of live cattle pp. - Downloads: Ted Schroeder Spot Prices? New Evidence for Commodity Markets - Volume 45 Issue 4 - Martin T. Bohl, Patrick M. Stephan. Journal of Futures Markets 26(2006): 1039- 57. John Hua Fan, Adrian Fernandez‐Perez, Ana‐Maria Fuertes and Joëlle Miffre; Estimating the connectedness of commodity futures using a network approach pp 5 Apr 2019 Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal. Subscribe to this fee journal for more curated 7 Oct 2019 Adoption rates of commodity futures contracts among farmers are the London potato futures market”, Journal of Agricultural Economics, Vol. Information Flows Between the U.S. and China Commodity Futures Trading. Authors; Authors and Journal of Futures Markets 21(11), 1071–1090 (2001).
Spot Prices? New Evidence for Commodity Markets - Volume 45 Issue 4 - Martin T. Bohl, Patrick M. Stephan. Journal of Futures Markets 26(2006): 1039- 57. John Hua Fan, Adrian Fernandez‐Perez, Ana‐Maria Fuertes and Joëlle Miffre; Estimating the connectedness of commodity futures using a network approach pp 5 Apr 2019 Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal. Subscribe to this fee journal for more curated
Designed for all: Futures, E-Mini, Commodity and Currency Futures. The Futures Trading Journal has (8) modifiable Performance-tracking categories, for expert analysis. Tons of great features, functionality and analysis built in to each product version. Sophisticated layout, yet simple to use – even for the most basic of Excel users.
Journal of Futures Markets will continue to sponsor a special issue for the 2020 JPMCC symposium. There will be a best paper award (with the prize of $1,000) and up to two best discussant awards (with the prize of $500 each) for the 2020 symposium. Futures® is an international, refereed, multidisciplinary journal concerned with medium and long-term futures of cultures and societies, science and technology, economics and politics, environment and the planet, individuals and humanity. Covering methods and practices of futures studies, the journal publishes new contributions to knowledge which examine possible and alternative futures of Currencies: Currency quotes are updated in real-time. Sources: FactSet, Tullett Prebon Commodities & Futures: Futures prices are delayed at least 10 minutes as per exchange requirements. Change value during the period between open outcry settle and the commencement of Futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Time Frames. Choose from one of two time-frames from the drop-down list found in the data table's toolbar: Intraday - Intraday prices by commodity will always show prices from the latest session of the market. The 's' after the last price indicates the price has settled for the day. Hedgers are an integral element of most models of futures markets. They are typically viewed as involved in the storage or production process and attempting by futures market transactions to avoid price risk associated with holdings of the underlying commodity. We uncover stylized facts of commodity futures’ price and volatility dynamics in the post-financialization period and find a factor structure in daily commodity volatility that is much stronger than the factor structure in returns. The common factor in commodity volatility relates to stock market volatility as well as to the business cycle. These include commodities, which are mostly accessed through commodity futures. In this article, Skiadopoulos examines the evidence in the finance literature regarding three major issues that arise in treating commodity futures as investment assets. The first question is how much diversification benefit is gained through commodity futures?
John Hua Fan, Adrian Fernandez‐Perez, Ana‐Maria Fuertes and Joëlle Miffre; Estimating the connectedness of commodity futures using a network approach pp 5 Apr 2019 Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal. Subscribe to this fee journal for more curated