Hedging pressure and speculation in commodity markets

DOI10.1007/S00199-018-1115-YzbMath1422.91690OpenAlexW3125467477MaRDI QIDQ2323291

Delphine Lautier, Bertrand Villeneuve, Ivar Ekeland

Publication date: 30 August 2019

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-018-1115-y

zbMATH Keywords

regulationspeculationequilibrium modelfutures marketscommodity

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

A McKean-Vlasov game of commodity production, consumption and trading ⋮ Strategic advance sales, demand uncertainty and overcommitment

Cites Work

• Information, futures prices, and stabilizing speculation
• On the Behaviour of Commodity Prices
• EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES

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