An analysis of time-varying commodity market price discovery

2018 ◽  
Vol 57 ◽  
pp. 122-133 ◽  
Author(s):  
Paresh Kumar Narayan ◽  
Susan Sunila Sharma
1978 ◽  
Vol 10 (2) ◽  
pp. 177-182 ◽  
Author(s):  
Don E. Ethridge

Cotton marketing, like the marketing of other agricultural commodities, traditionally has been done through relatively small country markets. Problems for cotton producers resulting from this type of market structure are the limited availability of market price information and the limited degree of buyer competition for their product at the local level. Though these are seemingly inherent problems in local markets, new technologies in the form of electronic markets can help to overcome them.


2019 ◽  
Vol 51 (45) ◽  
pp. 4902-4919
Author(s):  
Gaoxiu Qiao ◽  
Pengfei Zhao ◽  
Weiping Li

2013 ◽  
Vol 380-384 ◽  
pp. 4529-4536
Author(s):  
Chang Kai ◽  
Zhen Yu

Unexpected market information have a different speed change to market price of futures contracts with different maturities, and the paper estimates one-factor and two-factor dynamics hedge ratios and hedging effectiveness evaluation. One-factor and two-factor hedge ratios of futures contracts with different maturities for emissions allowances have time-varying trends. Compared with one-factor hedging, with an increase of span period, market participations can achieve a slight effect on risk reduction of portfolio revenues of futures contracts with different maturities by using two-factor hedge ratios, and especially two-factor hedging policy exhibits better hedging effectiveness for longer-term span period of futures contracts with different maturities for emissions allowances.


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