Internet, noise trading and commodity futures prices
β Scribed by Peri, Massimo; Vandone, Daniela; Baldi, Lucia
- Book ID
- 121790487
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 463 KB
- Volume
- 33
- Category
- Article
- ISSN
- 1059-0560
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Equilibrium pricing of futures contracts within the capital market -how are they related to the prices of other risky assets? This study is concerned with the second issue; specifically, whether there exists nonlinear dynamic structure and, in particular, chaotic structure in the behavior of future
This article examines the pattern of volatility over time of a series of commodity futures prices, and focuses in particular on the futures price variability as the maturity date of the futures contract approaches. In a rational expectations model of asymmetric information, the article provides cond