Strategic interaction between futures and spot markets

DOI10.1016/S0022-0531(02)00012-1MaRDI QIDQ1810429zbMATH OpenFDO

Authors José Luis Ferreira

Publication date 9 June 2003

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

Full work available at URL https://doi.org/10.1016/S0022-0531(02)00012-1

zbMATH Keywords

CollusionCournot competitionFutures markets

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• Cournot competition, forward markets and efficiency
• Forward trading and collusion in oligopoly
• Softening competition through forward trading
• Futures market equilibrium with heterogeneity and a spot market at harvest
• On the qualitative properties of futures market equilibrium

Cites work

• Collective dynamic consistency in repeated games
• Cournot competition, forward markets and efficiency
• scientific article; zbMATH DE number 49749 (Why is no real title available?)
• Renegotiation in repeated games

Cited in

(5)

• Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework
• Strategic advance sales, demand uncertainty and overcommitment
• Increasing marginal costs are strategically beneficial in forward trading
• Capacity precommitment, price competition and forward markets
• Relaxing competition through speculation: committing to a negative supply slope

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