✦ LIBER ✦

Risk premia and price volatility in futures markets

✍ Scribed by Jisoo Yoo; G. S. Maddala

Publisher: John Wiley and Sons
Year: 1991
Tongue: English
Weight: 705 KB
Volume: 11
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.3990110204

No coin nor oath required. For personal study only.

✦ Synopsis

Another major economic function of the futures market is a price discovery role. Futures price for a commodity represents all the information about the future cash price. So, economic agents make plans and decisions by looking at the futures price.

Jisoo Yo0 is an Assistant professor o f Economics at Yeungnam University in Korea.

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