Speculator Spreading Pressure and Commodity Futures Risk Premium

2020 ◽  
Author(s):  
Yujing Gong ◽  
Arie Eskenazi Gozluklu ◽  
Gi Hyun Kim
Keyword(s):  
Risk Premium ◽  
Commodity Futures ◽  
Spreading Pressure

The Role of Financial Investors on Commodity Futures Risk Premium

2018 ◽  
Author(s):  
Mohammad Isleimeyyeh
Keyword(s):  
Risk Premium ◽  
Commodity Futures

scholarly journals Capturing the risk premium of commodity futures: The role of hedging pressure

2013 ◽  
Vol 37 (7) ◽  
pp. 2652-2664 ◽  
Author(s):  
Devraj Basu ◽  
Joëlle Miffre
Keyword(s):  
Risk Premium ◽  
Commodity Futures

Commodity futures risk premium and unstable systematic risk

1987 ◽  
Vol 7 (3) ◽  
pp. 311-326 ◽  
Author(s):  
Jacky C. So
Keyword(s):  
Risk Premium ◽  
Systematic Risk ◽  
Commodity Futures

Capturing the Risk Premium of Commodity Futures: The Role of Hedging Pressure

2009 ◽  
Author(s):  
Devraj Basu ◽  
Joelle Miffre
Keyword(s):  
Risk Premium ◽  
Commodity Futures

The role of financial investors in determining the commodity futures risk premium

2020 ◽  
Vol 40 (9) ◽  
pp. 1375-1397
Author(s):  
Mohammad Isleimeyyeh
Keyword(s):  
Risk Premium ◽  
Commodity Futures

The Commodity Futures Risk Premium: 1871 – 2018

2019 ◽  
Author(s):  
Geetesh Bhardwaj ◽  
Rajkumar Janardanan ◽  
K. Geert Rouwenhorst
Keyword(s):  
Risk Premium ◽  
Commodity Futures

The long-run stability of a small, open economy under crawling peg regime

2002 ◽  
Vol 52 (1) ◽  
pp. 57-78
Author(s):  
S. Çiftçioğlu
Keyword(s):  
Exchange Rate ◽  
Open Economy ◽  
Risk Premium ◽  
Small Open Economy ◽  
Exchange Rate Policy ◽  
Price Stability ◽  
Output Stability ◽  
Long Run ◽  
The Exchange Rate ◽  
The Impact

The paper analyses the long-run (steady-state) output and price stability of a small, open economy which adopts a “crawling-peg” type of exchange-rate regime in the presence of various kinds of random shocks. Analytical and simulation results suggest that with the exception of money demand shocks, an exchange rate policy which involves a relatively higher rate of indexation of the exchange rate to price level is likely to lead to the worsening of price stability for all types of shocks. On the other hand, the impact of adopting such a policy on output stability depends on the type of the shock; for policy shocks to the exchange rate and shocks to output demand, output stability is worsened whereas for the shocks to risk premium of domestic assets, supply price of domestic output and the wage rate, better output stability is achieved in the long run.

Efficient Use of Commodity Futures in Diversified Portfolios

CFA Digest ◽  
2001 ◽  
Vol 31 (1) ◽  
pp. 63-64
Author(s):  
Charles F. Peake
Keyword(s):  
Commodity Futures

Determining the Equity Risk Premium

2002 ◽  
Vol 2002 (3) ◽  
pp. 37-48 ◽  
Author(s):  
Peter L. Bernstein
Keyword(s):  
Risk Premium ◽  
Equity Risk Premium ◽  
Equity Risk
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