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The Effect of Futures Markets on the Stability of Commodity Prices

https://doi.org/10.1016/j.jebo.2022.03.025
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-349-02693-7_14openalex-snapshot
Does Futures Trading Reduce Price Fluctuations in the Cash Markets?
inferredcites →https://doi.org/10.1016/0167-2681(94)90039-6openalex-snapshot
Dynamics of the cobweb model with adaptive expectations and nonlinear supply and demand
inferredcites →https://doi.org/10.1016/j.eneco.2010.12.015openalex-snapshot
Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
inferredcites →https://doi.org/10.1016/j.jbef.2015.12.001openalex-snapshot
oTree - An Open-Source Platform for Laboratory, Online, and Field Experiments
inferredcites →https://doi.org/10.1016/j.jbef.2021.100591openalex-snapshot
Expectation formation in finance and macroeconomics: A review of new experimental evidence
inferredcites →https://doi.org/10.1016/j.jebo.2007.06.006openalex-snapshot
Expectations and bubbles in asset pricing experiments
inferredcites →https://doi.org/10.1016/j.jebo.2010.05.011openalex-snapshot
Digital options and efficiency in experimental asset markets
inferredcites →https://doi.org/10.1016/j.jebo.2016.07.010openalex-snapshot
Futures markets, cognitive ability, and mispricing in experimental asset markets
inferredcites →https://doi.org/10.1016/j.jedc.2008.09.009openalex-snapshot
Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation
inferredcites →https://doi.org/10.1016/j.jedc.2012.03.006openalex-snapshot
Individual expectations, limited rationality and aggregate outcomes
inferredcites →https://doi.org/10.1016/j.jedc.2019.103730openalex-snapshot
When speculators meet suppliers: Positive versus negative feedback in experimental housing markets
inferredcites →https://doi.org/10.1016/j.jfineco.2018.04.007openalex-snapshot
Extrapolation and bubbles
inferredcites →https://doi.org/10.1016/j.joep.2010.08.005openalex-snapshot
Positive expectations feedback experiments and number guessing games as models of financial markets
inferredcites →https://doi.org/10.1016/s0165-1889(98)00011-6openalex-snapshot
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
inferredcites →https://doi.org/10.1016/s0167-2681(97)00062-0openalex-snapshot
On the consistency of backward-looking expectations: The case of the cobweb
inferredcites →https://doi.org/10.1017/s0022109016000569openalex-snapshot
Speculators, Prices, and Market Volatility
inferredcites →https://doi.org/10.1017/s0269888912000161openalex-snapshot
Evolution of market heuristics
inferredcites →https://doi.org/10.1017/s107407080000050xopenalex-snapshot
Disentangling Corn Price Volatility: The Role of Global Demand, Speculation, and Energy
inferredcites →https://doi.org/10.1017/s1074070800005150openalex-snapshot
Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets
inferredcites →https://doi.org/10.1017/s1365100507060208openalex-snapshot
LEARNING IN COBWEB EXPERIMENTS
inferredcites →https://doi.org/10.1080/02692171.2015.1102204openalex-snapshot
Conditional price volatility, speculation, and excessive speculation in commodity markets: sheep or shepherd behaviour?
inferredcites →https://doi.org/10.1086/261233openalex-snapshot
The Informational Efficiency of Experimental Asset Markets
inferredcites →https://doi.org/10.1086/261418openalex-snapshot
Price Destabilizing Speculation
inferredcites →https://doi.org/10.1086/261508openalex-snapshot
Informational Externalities and Welfare-Reducing Speculation
inferredcites →https://doi.org/10.1086/296675openalex-snapshot
Futures Contracting and Dividend Uncertainty in Experimental Asset Markets
inferredcites →https://doi.org/10.1093/rfs/hhi003openalex-snapshot
Coordination of Expectations in Asset Pricing Experiments
inferredcites →https://doi.org/10.1093/rfs/hht082openalex-snapshot
Expectations of Returns and Expected Returns
inferredcites →https://doi.org/10.1111/j.1465-7295.1984.tb00668.xopenalex-snapshot
SPECULATIVE STORAGE, FUTURES MARKETS, AND THE STABILITY OF COMMODITY PRICES
inferredcites →https://doi.org/10.1111/j.1468-0106.2006.00308.xopenalex-snapshot
FUTURES MARKETS AND BUBBLE FORMATION IN EXPERIMENTAL ASSET MARKETS*
inferredcites →https://doi.org/10.1111/j.1477-9552.1999.tb00811.xopenalex-snapshot
Futures Markets and Spot Price Volatility: A Case Study
inferredcites →https://doi.org/10.1111/j.1540-6261.1984.tb03887.xopenalex-snapshot
Futures Markets and Informational Efficiency: A Laboratory Examination
inferredcites →https://doi.org/10.1111/jofi.12261openalex-snapshot
Informational Frictions and Commodity Markets
inferredcites →https://doi.org/10.1146/annurev-financial-110613-034432openalex-snapshot
Financialization of Commodity Markets
inferredcites →https://doi.org/10.1257/aer.20140205openalex-snapshot
Stock Price Booms and Expected Capital Gains
inferredcites →https://doi.org/10.1257/mic.4.4.35openalex-snapshot
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments
inferredcites →https://doi.org/10.1287/mnsc.2013.1806openalex-snapshot
From the Horse's Mouth: Economic Conditions and Investor Expectations of Risk and Return
inferredcites →https://doi.org/10.2139/ssrn.384780openalex-snapshot
Coordination of Expectations in Asset Pricing Experiments
inferredcites →https://doi.org/10.22004/ag.econ.135336openalex-snapshot
The Influence of Futures Trading on Cash Cattle Price Variations
inferredcites →https://doi.org/10.22004/ag.econ.136163openalex-snapshot
Price Effects of Futures Trading
inferredcites →https://doi.org/10.2307/1053873openalex-snapshot
Essays in Positive Economics
inferredcites →https://doi.org/10.2307/1235974openalex-snapshot
Onions Revisited
inferredcites →https://doi.org/10.2307/1243900openalex-snapshot
The Effect of Futures Markets and Corners on Storage and Spot Price Variability
inferredcites →https://doi.org/10.2307/1909635openalex-snapshot
Rational Expectations and the Theory of Price Movements
inferredcites →https://doi.org/10.2307/1911361openalex-snapshot
Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets
inferredcites →https://doi.org/10.2307/1912017openalex-snapshot
Macroeconomics and Reality
inferredcites →https://doi.org/10.2307/1912600openalex-snapshot
Asset Valuation in an Experimental Market
inferredcites →https://doi.org/10.2307/2233966openalex-snapshot
The Excess Co-Movement of Commodity Prices
inferredcites →https://doi.org/10.2307/2526724openalex-snapshot
When Do Futures Destabilize Spot Prices?
inferredcites →https://doi.org/10.2307/2648757openalex-snapshot
Price Volatility of Storable Commodities under Rational Expectations in Spot and Futures Markets
inferredcites →https://doi.org/10.2307/2967593openalex-snapshot
Speculation and Economic Stability
inferredcites →https://doi.org/10.2307/2980590openalex-snapshot
The General Theory of Employment, Interest and Money.
inferredcites →https://doi.org/10.5547/issn0195-6574-ej-vol32-no2-7openalex-snapshot
Do Speculators Drive Crude Oil Futures Prices?

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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An investigation of the price discovery role of futures markets: A dynamic time warping analysis of the United States corn markets
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A good hedge or safe haven? The hedging ability of China's commodity futures market under extreme market conditions
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The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
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When speculators meet suppliers: Positive versus negative feedback in experimental housing markets
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Dynamic relationships between spot and futures prices of agricultural commodities in China: fresh insights from an EEMD-based quantile framework
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Multiscale Risk Spillovers and External Driving Factors: Evidence From the Global Futures and Spot Markets of Staple Foods
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Is Futurization the Culprit for the Violent Fluctuation in China’s Apple Spot Price?
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