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- W2518189278 abstract "In this paper, we study the impact of futures contract implementation on underlying commodity price return volatility, focused on some Latin American economies. The purpose is to evaluate the potential reduction in the volatility of different commodities prices and its possible economic implications for public policy, as well as to have a better understanding of the financial markets of emerging countries. GARCH processes were modelled to measure the impact on underlying commodity price return volatility, due to the implementation of the futures contracts. Our findings show that three out of six commodities exhibit a statistically significant decrease in spot price return volatility once the corresponding futures contracts were launched. These findings could be relevant to explore the convenience of implementing futures markets for agricultural products, given the importance of these assets for the economic well-being of the population." @default.
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- W2518189278 date "2016-01-01" @default.
- W2518189278 modified "2023-10-01" @default.
- W2518189278 title "Futures contract implementation and the impact on commodity spot price volatility: evidence from Latin America" @default.
- W2518189278 doi "https://doi.org/10.1504/ijbd.2016.078617" @default.
- W2518189278 hasPublicationYear "2016" @default.
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