This article examines the theoretical and empirical implications of asymmetric information in commodity futures markets. In particular, it formulates and tests a theoretical model that recognizes two distinct categories of traders: hedgers, who participate in both spot and futures markets, and specu
โฆ LIBER โฆ
Asymmetric Information and Volatility Forecasting in Commodity Futures Markets
โ Scribed by Liu, Qingfu; Wong, Ieokhou; An, Yunbi; Zhang, Jinqing
- Book ID
- 121495628
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 400 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0927-538X
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