Commodity spot and futures prices under supply, demand, and financial trading: single input-output model
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Publication:2180273
DOI10.1007/S10690-019-09280-6zbMATH Open1437.91434OpenAlexW2967555576MaRDI QIDQ2180273FDOQ2180273
Authors: Katsushi Nakajima 
Publication date: 13 May 2020
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-019-09280-6
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Cites Work
Cited In (12)
- COMMODITY CONTENT IN A GENERAL INPUT-OUTPUT MODEL: A COMMENT
- Convenience yields
- Determinants of oil futures prices and convenience yields
- Title not available (Why is that?)
- An equilibrium model for spot and forward prices of commodities
- Futures trading and commodity spot market volatility: empirical evidence on selected commodities in Indian market
- Modelling and measuring price discovery in commodity markets
- Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework
- Commodity spot and futures prices under supply, demand, and financial trading: single input-output model
- Hedging pressure and speculation in commodity markets
- Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
- Commodities
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