Variability in soyabean futures prices: an integrated framework

Article Abstract:

The development of a better prototype of the variance of changes in futures prices including information, market structure and economic variables led to the discovery of the nonlinear nature of the Samuelson effect, the limited importance of seasonal variables, the reduction of price volatility due to speculation, the increase of volatility when large traders on the short side enjoy a consolidation of open interest, and the existence of a clear distributed lag in the models.

Author: Tomek, William G., Streeter, Deborah H.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 1992
Analysis, Futures market, Futures markets, Futures, Soybean, Soybeans

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Optimal contract design: For whom?

Article Abstract:

A 1997 change in derivative contracts at the Chicago Mercantile Exchange did not asffect accessibility but did increase market revenue.

Author: Bollen, Nicolas P.B., Whaley, Robert E., Smith, Tom
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
United States, Securities and Commodity Exchanges, Contracts & orders received, Security and commodity exchanges, Commodity Exchanges, Contracts & orders let, Contracts, Derivatives (Financial instruments), Contract agreement, Commodities industry, Chicago Mercantile Exchange Inc.

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