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Efficiency in Commodity Futures Markets

Efficiency in Commodity Futures Markets »

Source: Efficiency in Commodity Futures Markets

Volume/Issue: 1989/106

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 December 1989

ISBN: 9781451946963

Keywords: futures prices, forecasting, futures markets, equation, commodity futures

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Time Varying Risk Premia in Futures Markets

Time Varying Risk Premia in Futures Markets »

Source: Time Varying Risk Premia in Futures Markets

Volume/Issue: 1990/116

Series: IMF Working Papers

Author(s): Graciela Kaminsky , and Manmohan Kumar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1990

ISBN: 9781451941968

Keywords: futures markets, equation, commodity futures, forecasting, futures prices

This paper undertakes an econometric investigation into the presence of risk premium in commodity futures markets. The statistical tests are derived from a formal model of asset pricing and are applied to futures p...

Efficiency in Commodity Futures Markets

Efficiency in Commodity Futures Markets »

Volume/Issue: 1989/106

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 December 1989

DOI: http://dx.doi.org/10.5089/9781451946963.001

ISBN: 9781451946963

Keywords: futures prices, forecasting, futures markets, equation, commodity futures

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Time Varying Risk Premia in Futures Markets

Time Varying Risk Premia in Futures Markets »

Volume/Issue: 1990/116

Series: IMF Working Papers

Author(s): Graciela Kaminsky , and Manmohan Kumar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1990

DOI: http://dx.doi.org/10.5089/9781451941968.001

ISBN: 9781451941968

Keywords: futures markets, equation, commodity futures, forecasting, futures prices

This paper undertakes an econometric investigation into the presence of risk premium in commodity futures markets. The statistical tests are derived from a formal model of asset pricing and are applied to futures p...

Derivative Market Competition

Derivative Market Competition »

Source: Derivative Market Competition : OTC Versus Organized Derivative Exchanges

Volume/Issue: 2004/61

Series: IMF Working Papers

Author(s): Jens Nystedt

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2004

ISBN: 9781451848205

Keywords: Derivative market competition, security design, regulatory reform, otc, investors, derivative markets, risk exposure, commodity futures, Financial Institutions and Services: Government Policy and Regulation,

Recent regulatory initiatives in the United States have again raised the issue of a 'level regulatory and supervisory playing field' and the degree of competition globally between over-the-counter (OTC) derivatives...

China's Footprint in Global Commodity Markets

China's Footprint in Global Commodity Markets »

Source: China's Footprint in Global Commodity Markets

Volume/Issue: 2016/06

Series: Spillover Notes

Author(s): Christina Kolerus , Papa N'Diaye , and Christian Saborowski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 September 2016

ISBN: 9781475541069

Keywords: Crude oil, Food prices, Asia and Pacific, Commodities, Commodity prices, China, Spillovers, Industrial production, footprint, global commodity markets

This note assesses empirically the role Chinese activity plays in global commodities markets, showing that the strength of China's economic activity has a significant bearing on commodity prices, but that the impac...

Derivative Market Competition
			: OTC Versus Organized Derivative Exchanges

Derivative Market Competition : OTC Versus Organized Derivative Exchanges »

Volume/Issue: 2004/61

Series: IMF Working Papers

Author(s): Jens Nystedt

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2004

DOI: http://dx.doi.org/10.5089/9781451848205.001

ISBN: 9781451848205

Keywords: Derivative market competition, security design, regulatory reform, otc, investors, derivative markets, risk exposure, commodity futures, Financial Institutions and Services: Government Policy and Regulation,

Recent regulatory initiatives in the United States have again raised the issue of a 'level regulatory and supervisory playing field' and the degree of competition globally between over-the-counter (OTC) derivatives...

China's Footprint in Global Commodity Markets

China's Footprint in Global Commodity Markets »

Volume/Issue: 2016/06

Series: Spillover Notes

Author(s): Christina Kolerus , Papa N'Diaye , and Christian Saborowski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 September 2016

DOI: http://dx.doi.org/10.5089/9781475541069.062

ISBN: 9781475541069

Keywords: Crude oil, Food prices, Asia and Pacific, Commodities, Commodity prices, China, Spillovers, Industrial production, footprint, global commodity markets

This note assesses empirically the role Chinese activity plays in global commodities markets, showing that the strength of China's economic activity has a significant bearing on commodity prices, but that the impac...