Author: Rollin Edson SmithPublisher:
ISBN:
Category : Speculation
Languages : en
Pages : 63
Book Description
Speculation and the Price of Wheat
Author: Rollin Edson SmithPublisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 72
Book Description
Speculation and the Price of Wheat
Author: Rollin Edson SmithPublisher:
ISBN:
Category : Speculation
Languages : en
Pages : 63
Book Description
Some Aspects of Speculation and Its Effects on the Price of Wheat
Author: Earl William DavisDeconstructing Wheat Price Spikes: a Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement
Author: United States Department of AgriculturePublisher: CreateSpace
ISBN: 9781505398861
Category :
Languages : en
Pages : 48
Book Description
In 2008, wheat futures prices spiked and then crashed along with prices for other agri-cultural and nonagricultural commodities. Market observers offered several theories to explain this common movement, or comovement, in prices, and have proposed policies to address the perceived problem of excessive price volatility. The design of an appropriate policy response would benefit from a better understanding of the cause of the observed price movements. This study uses an econometric model to decompose observed wheat prices into a set of economic factors and measure the relative contribution of each factor to observed price changes. Findings show that market-specific shocks related to supply and demand for wheat were the dominant cause of price spikes in the three U.S. wheat futures markets. Fluctuations in the global macroeconomy associated with broadbased demand shocks were relatively less significant for wheat than for other commodities like crude oil and corn. Finally, little evidence suggests commodity index trading contributed to recent price spikes.
Deconstructing Wheat Price Spikes
Author: Joseph P. JanzenPublisher:
ISBN: 9781457855009
Category : Commodity futures
Languages : en
Pages : 51
Book Description
In 2008, wheat futures prices spiked and then crashed along with prices for other agricultural and nonagricultural commodities. Market observers offered several theories to explain this common movement, or comovement, in prices, and have proposed policies to address the perceived problem of excessive price volatility. The design of an appropriate policy response would benefit from a better understanding of the cause of the observed price movements. This study uses an econometric model to decompose observed wheat prices into a set of economic factors and measure the relative contribution of each factor to observed price changes. Findings show that market-specific shocks related to supply and demand for wheat were the dominant cause of price spikes in the three U.S. wheat futures markets. Fluctuations in the global macroeconomy associated with broadbased demand shocks were relatively less significant for wheat than for other commodities like crude oil and corn. Little evidence suggests commodity index trading contributed to recent price spikes. Tables and figures. This is a print on demand report.
Deconstructing Wheat Price Spikes: a Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement
Author: United States Department of AgriculturePublisher: CreateSpace
ISBN: 9781515045892
Category :
Languages : en
Pages : 48
Book Description
In 2008, wheat futures prices spiked and then crashed along with prices for other agricultural and nonagricultural commodities. Market observers offered several theories to explain this common movement, or comovement, in prices, and have proposed policies to address the perceived problem of excessive price volatility. The design of an appropriate policy response would benefit from a better understanding of the cause of the observed price movements. This study uses an econometric model to decompose observed wheat prices into a set of economic factors and measure the relative contribution of each factor to observed price changes. Findings show that market-specific shocks related to supply and demand for wheat were the dominant cause of price spikes in the three U.S. wheat futures markets. Fluctuations in the global macroeconomy associated with broadbased demand shocks were relatively less significant for wheat than for other commodities like crude oil and corn. Finally, little evidence suggests commodity index trading contributed to recent price spikes.
Relationship Between Daily Price Range and Net Price Change, Opening to Close, of the Dominant Wheat Future and the Daily Volume of Trading in Wheat Futures on the Chicago Board of Trade
Author: United States. Grain Futures AdministrationPublisher:
ISBN:
Category : Speculation
Languages : en
Pages : 22
Book Description
Excessive Speculation in the Wheat Market
Author: United States. Congress. Senate. Committee on Homeland Security and Governmental Affairs. Permanent Subcommittee on InvestigationsPublisher:
ISBN:
Category : Commodity futures
Languages : en
Pages : 522
Book Description
Chicago Wheat Prices for Eighty-one Years
Author: James Ernest BoylePublisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 80
Book Description
The Role of Speculators in Recent Price Volatility in Wheat Futures Markets
Author: Jacob Delane HollowayPublisher:
ISBN:
Category : Speculation
Languages : en
Pages : 35
Book Description