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• W2064984328 abstract "Previous articleNext article No AccessFutures Markets: A Consequence of Risk Aversion or Transactions Costs?Jeffrey WilliamsJeffrey Williams Search for more articles by this author PDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 95, Number 5Oct., 1987 Article DOIhttps://doi.org/10.1086/261499 Views: 10Total views on this site Citations: 35Citations are reported from Crossref Copyright 1987 The University of ChicagoPDF download Crossref reports the following articles citing this article:Dmitry Vedenov, Gabriel J. Power We don't need no fancy hedges! Or do we?, International Review of Financial Analysis 81 (May 2022): 102060.https://doi.org/10.1016/j.irfa.2022.102060M. Ali Khan, Lei Qiao, Kali P. Rath, Yeneng Sun Modeling large societies: Why countable additivity is necessary, Journal of Economic Theory 189 (Sep 2020): 105102.https://doi.org/10.1016/j.jet.2020.105102Marcelo José Carrer, Rodrigo Lanna Franco da Silveira, Hildo Meirelles de Souza Filho , Australian Journal of Agricultural and Resource Economics 63, no.11 ( 2019): 1.https://doi.org/10.1111/1467-8489.12282Naomi E. Boyd, Jeffrey H. Harris, Bingxin Li An update on speculation and financialization in commodity markets, Journal of Commodity Markets 10 (Jun 2018): 91–104.https://doi.org/10.1016/j.jcomm.2018.05.005D’Maris Coffman, Andrew Lockley Carbon dioxide removal and the futures market, Environmental Research Letters 12, no.11 (Jan 2017): 015003.https://doi.org/10.1088/1748-9326/aa54e8Bassam Fattouh, Lavan Mahadeva Causes and Implications of Shifts in Financial Participation in Commodity Markets, Journal of Futures Markets 34, no.88 (Apr 2014): 757–787.https://doi.org/10.1002/fut.21674Nicola Secomandi, Sunder Kekre Optimal Energy Procurement in Spot and Forward Markets, Manufacturing & Service Operations Management 16, no.22 (May 2014): 270–282.https://doi.org/10.1287/msom.2013.0473Dana G. Popescu, Sridhar Seshadri Demand Uncertainty and Excess Supply in Commodity Contracting, Management Science 59, no.99 (Sep 2013): 2135–2152.https://doi.org/10.1287/mnsc.1120.1679M. Negrete-Pincetic, S. Meyn Markets for differentiated electric power products in a Smart Grid environment, (Jul 2012): 1–7.https://doi.org/10.1109/PESGM.2012.6345539Nodir Adilov Strategic use of forward contracts and capacity constraints, International Journal of Industrial Organization 30, no.22 (Mar 2012): 164–173.https://doi.org/10.1016/j.ijindorg.2011.08.001Dana Popescu, Sridhar Seshadri Demand Uncertainty and Excess Supply in Commodity Contracting, SSRN Electronic Journal (Jan 2012).https://doi.org/10.2139/ssrn.1993003Ron Alquist, Lutz Kilian What do we learn from the price of crude oil futures?, Journal of Applied Econometrics 25, no.44 (Feb 2010): 539–573.https://doi.org/10.1002/jae.1159Nicholas A Yates Revisiting the Tobin Tax, in the Context of Development and the Financial Crisis, The Law and Development Review 2, no.11 (Jan 2009).https://doi.org/10.2202/1943-3867.1039Lewis Evans, Graeme Guthrie How Options Provided by Storage Affect Electricity Prices, Southern Economic Journal 75, no.33 (Jan 2009): 681–702.https://doi.org/10.1002/j.2325-8012.2009.tb00926.xColin A. Carter, Cesar L. Revoredo Giha The Working Curve and Commodity Storage under Backwardation, American Journal of Agricultural Economics 89, no.44 (Nov 2007): 864–872.https://doi.org/10.1111/j.1467-8276.2007.01021.xColin A Carter, Aaron Smith Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn, Review of Economics and Statistics 89, no.33 (Aug 2007): 522–533.https://doi.org/10.1162/rest.89.3.522Haim Mendelson, Tunay I. Tunca Strategic Spot Trading in Supply Chains, Management Science 53, no.55 (May 2007): 742–759.https://doi.org/10.1287/mnsc.1060.0649Lewis T. Evans, Graeme Guthrie How Options Provided by Storage Affect Electricity Prices, SSRN Electronic Journal (Jan 2007).https://doi.org/10.2139/ssrn.960878Carl R. Zulauf, Haijiang Zhou, Matthew C. Roberts Updating the estimation of the supply of storage, Journal of Futures Markets 26, no.77 (Jul 2006): 657–676.https://doi.org/10.1002/fut.20205Colin A. Carter, Aaron D. Smith Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn, SSRN Electronic Journal (Jan 2006).https://doi.org/10.2139/ssrn.711322Aaron Smith Partially overlapping time series: a new model for volatility dynamics in commodity futures, Journal of Applied Econometrics 20, no.33 (Jan 2005): 405–422.https://doi.org/10.1002/jae.846D. Watts, F.L. Alvarado The influence of futures markets on real time price stabilization in electricity markets, (Jan 2004): 7 pp..https://doi.org/10.1109/HICSS.2004.1265167Aaron D. Smith Partially Overlapping Time Series: A New Model for Volatility Dynamics in Commodity Futures, SSRN Electronic Journal (Jan 2004).https://doi.org/10.2139/ssrn.711386Sébastien Mitraille Comportements microéconomiques de stockage et de vente à terme état de l'analyse économique, Revue d'économie politique Vol. 113, no.55 (Oct 2003): 649–669.https://doi.org/10.3917/redp.135.0649José Luis Ferreira Strategic interaction between futures and spot markets, Journal of Economic Theory 108, no.11 (Jan 2003): 141–151.https://doi.org/10.1016/S0022-0531(02)00012-1Jeffrey C. Williams Chapter 13 Commodity futures and options, (Jan 2001): 745–816.https://doi.org/10.1016/S1574-0072(01)10021-6Rachael E. Goodhue, Gordon C. Rausser Chapter 21 Production and Marketing, (Jan 2001): 1183–1209.https://doi.org/10.1016/S1574-0072(01)10029-0Joaqu�n Arias, B. Wade Brorsen, Ardian Harri Optimal hedging under nonlinear borrowing cost, progressive tax rates, and liquidity constraints, Journal of Futures Markets 20, no.44 (Apr 2000): 375–396.https://doi.org/10.1002/(SICI)1096-9934(200004)20:4<375::AID-FUT5>3.0.CO;2-UJohn P. Townsend, B. Wade Brorsen Cost of Forward Contracting Hard Red Winter Wheat, Journal of Agricultural and Applied Economics 32, no.11 (Apr 2015): 89–94.https://doi.org/10.1017/S107407080002784XDonna Brennan, Jeffrey Williams, Brian D. Wright Convenience Yield without the Convenience: A Spatial–Temporal Interpretation of Storage under Backwardation, The Economic Journal 107, no.443443 (Jan 2012): 1009–1022.https://doi.org/10.1111/j.1468-0297.1997.tb00004.xMichael E. Sykuta Futures trading and supply contracting in the oil refining industry, Journal of Corporate Finance 2, no.44 (Jul 1996): 317–334.https://doi.org/10.1016/0929-1199(96)00004-1 Book Reviews, The Journal of Finance 50, no.11 (Apr 2012): 377–400.https://doi.org/10.1111/j.1540-6261.1995.tb05179.xMICHAEL BOWE The Costs of Arbitrage and Futures Market Trading Activity, International Journal of the Economics of Business 1, no.22 (Jan 1994): 247–270.https://doi.org/10.1080/758516798Paul Kofman, Jean-Marie Viaene Exchange Rates and Storables Prices, (Jan 1991): 125–152.https://doi.org/10.1007/978-94-011-3354-8_5Joe Kerkvliet, Jason F. Shogren Innovative upstream investments and input supply contracts, (): 327–348.https://doi.org/10.1016/S1048-4736(01)13011-0" @default.
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