Author: Publisher:
ISBN:
Category : Agricultural productivity
Languages : en
Pages : 40
Book Description
Price Limits and Volatility in Soybean Meal Futures Markets
Author: Richard CantorPublisher:
ISBN:
Category : Futures market
Languages : en
Pages : 52
Book Description
Trading in Soybean Complex Futures
Author: Trading in Soybean Meal Futures
Author: Chicago Board of TradePublisher:
ISBN:
Category : Soybean meal
Languages : en
Pages : 19
Book Description
World Agricultural Supply and Demand Estimates
Author: Publisher:
ISBN:
Category : Agricultural productivity
Languages : en
Pages : 40
Book Description
Trading in Soybean Meal Futures
Author: Chicago Board of TradePublisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 18
Book Description
Arbitrage Using Soya Bean and Soya Oil Futures Contract
Author: Thian LimPublisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
We investigate the price discovery process among the futures prices of soybean and soya meal contracts in the Dalian Commodity Exchange. Granger Causality Test, Co-integration Test and Error Correction Model (ECM) will be used to measure soybean, and soybean meal future price. If the two commodities' future price have strong relationship in short or long term, the portfolio of cross-species arbitrage was produced through Co-integration Relationship. Other factors such as liquidity, transaction costs, and other market restrictions may produce an empirical lead-lag relationship between price changes in the two markets. Moreover, all the markets do not trade simultaneously for many assets and commodities. We select the main contract from November 15th, 2005 to March 28th, 2012, which contain 1547 data respectively. All the data can be divided into two groups, one is from November 15th, 2005 to December 31th, 2010, which contain 1247 data respectively; the other is from January 4th, 2011 to March 28th. Our test results suggest a strong bi-directional causality in futures prices. We also find that the soybean contract bears the burden of convergence between soybean and soymeal prices.
Speculative Positions in the Soybean Futures Market and Price Volatility
Author: Rachel BarksdaleFood Price Volatility and Its Implications for Food Security and Policy
Author: Matthias KalkuhlPublisher: Springer
ISBN: 3319282018
Category : Business & Economics
Languages : en
Pages : 620
Book Description
This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.
Commodity Price Dynamics
Author: Craig PirrongPublisher: Cambridge University Press
ISBN: 1139501976
Category : Business & Economics
Languages : en
Pages : 239
Book Description
Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.
Annual Report
Author: United States. Commodity Futures Trading CommissionPublisher:
ISBN:
Category :
Languages : en
Pages : 996
Book Description