Commodities by Dempster, Michael Alan Howarth

By Dempster, Michael Alan Howarth

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Schwartz and Smith 2000). * Using soybean inventory data, Geman and Nguyen (2005) also show that soybean futures return volatility is negatively related to soybean inventory (or positively related to ‘scarcity’, the reciprocal of inventory), which is consistent with the theory of storage. © 2016 by Taylor & Francis Group, LLC Determinants of Oil Futures Prices and Convenience Yields 11 In this paper, we use a mean-reverting process to model the short-term factor in our three-factor (log) spot price model.

The prices of delivered energy products like electricity and gas are stated in currency per unit volume per unit of time leading to handling the forward price curve for energy flow by bucketing it into different time granularities. , a CAL-17 contract prices delivery over all of 2017. As this year approaches, this year-long contract breaks down into quarterly contracts, which closer to delivery themselves break down into monthly, weekly and finally daily forward contracts. The chapter discusses electricity markets with base, peak and off-peak long forward contracts, separately from gas markets in which long forwards are broken down into delivery in winter or summer.

New evidence on the financialization of commodity markets. Rev. Financ. Studies, 2015, 28, 1285–1311. I. , Valuation of commodity-based swing options. Manage. , 2004, 50, 909–921. , Speculation and economic stability. Rev. Econ. Studies, 1939, 7, 1–27. G. , The analysis of economic time-series—Part I: Prices. J. R. Stat. Soc. A, 1953, 116, 11–34. , Some aspects of commodity markets. , 1923, 13, 784–786. , Theory of rational option pricing. Bell J. Econ. Manage. , 1973, 4, 141–183. , Commodity Price Dynamics: A Structural Approach, 2012 (Cambridge University Press: Cambridge).

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