Does Hedging Aect Commodity Prices? The Role of Producer Default Risk (original) (raw)
Related papers
Hedging vs. speculative pressures on commodity futures returns
Giulio Cifarelli, Giovanna Paladino
2011
Determinants of hedging and risk premia in commodity futures markets
Journal of Financial and Quantitative …, 1989
Limits to arbitrage and hedging: Evidence from commodity markets
Journal of Financial Economics, 2013
Commodity Futures Hedging, Risk Aversion and the Hedging Horizon
SSRN Electronic Journal, 2000
Hedging long‐term commodity risk
Journal of Futures Markets, 2003
Capturing the risk premium of commodity futures: The role of hedging pressure
Journal of Banking & Finance, 2013
Risk, futures pricing, and the organization of production in commodity markets
The Journal of Political Economy, 1988
Commodity Index Trading and Hedging Costs
SSRN Electronic Journal, 2000
Hedging long-term commodity risk: A comment
Journal of Futures Markets, 2004
Hedging pressure and futures price movements in a general equilibrium model
Econometrica, 1990
Futures markets, hedging and international commodity agreements
Food Policy, 1978
Too much of a good thing? Speculative effects on commodity futures curves
Journal of Financial Markets, 2018
Speculative Influences on Commodity Futures Prices 2006-2008
Unctad Discussion Papers, 2010
Hedging and Speculative Trading in Agricultural Futures Markets
American Journal of Agricultural Economics, 2014
Effects of full collateralization in commodity futures investments
Journal of Derivatives & Hedge Funds, 2011
Commodities and the Market Price of Risk
IMF Working Papers, 2008
Risks
Hedging Pressure and Returns in Futures: Evidence Across Asset Classes
2018
Journal of Commodity Markets, 2016
Production and hedging decisions in futures and forward markets
Economics Letters, 1986
How Does “Cost Risk” Influence Producers’ Decision to Hedge? By
2012
SSRN Electronic Journal, 2013
Risk and Return in Commodity Futures
Financial Analysts Journal, 1980
Futures hedging and risk management
2021
Scarcity, Risk Premiums and the Pricing of Commodity Futures - The Case of Crude Oil Contracts
SSRN Electronic Journal, 2011
The inventory effect in commodity futures markets: An empirical study
Journal of Futures Markets, 1987
2019
Speculation, Returns, Volume and Volatility in Commodities Futures Markets
2012
Macro-hedging for commodity exporters
Journal of Development Economics, 2013
An Anatomy of Commodity Futures Risk Premia
The Journal of Finance, 2014
Introduction to Hedging Agricultural Commodities with Futures
Hedging Decisions of Importing Firms for U.S. Commodity with Multiple Risks: The case of Soybeans
2007