Commodity Futures Market Reaction to Anticipated Public Reports

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Publisher :
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.:/5 (39 download)

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Book Synopsis Commodity Futures Market Reaction to Anticipated Public Reports by : Li Yang

Download or read book Commodity Futures Market Reaction to Anticipated Public Reports written by Li Yang and published by . This book was released on 1996 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study investigates the reaction of the frozen pork bellies futures market to the release of inventory information. Knight-Ridder releases their analysts' forecasts of the USDA estimate two days prior to the estimate provided by the USDA. A rational expectations model is developed to study how futures markets react to the information release. The model provides a direct link between analysts' forecasts. the USDA estimate, traders' beliefs of the frozen pork bellies inventories in storage, unanticipated information contained in the USDA report, and price movements. It differs from previous models used in commodity markets as price reactions depend on both the information content of the difference between the USDA estimate and the average of the analysts' forecasts, and the dispersion among the analysts' forecasts. It is shown theoretically that previous studies of price reaction based solely on the information content of the difference between the USDA estimate and the average of analysts' forecasts may induce measurement error when the magnitude of the disagreement among analysts is large and the performance of the average of forecasts is poor. Empirical results show that the USDA Cold Storage report contributes additional information to the price discovery process. However, the evidence supporting the importance of incorporating the dispersion of analysts' forecasts is mixed. When analysts' forecasts are an unbiased estimate of the USDA report and the disagreement among analysts is small, measurement error is small.

Managing Climate Risk in the U.S. Financial System

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Publisher : U.S. Commodity Futures Trading Commission
ISBN 13 : 057874841X
Total Pages : 196 pages
Book Rating : 4.5/5 (787 download)

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Book Synopsis Managing Climate Risk in the U.S. Financial System by : Leonardo Martinez-Diaz

Download or read book Managing Climate Risk in the U.S. Financial System written by Leonardo Martinez-Diaz and published by U.S. Commodity Futures Trading Commission . This book was released on 2020-09-09 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: This publication serves as a roadmap for exploring and managing climate risk in the U.S. financial system. It is the first major climate publication by a U.S. financial regulator. The central message is that U.S. financial regulators must recognize that climate change poses serious emerging risks to the U.S. financial system, and they should move urgently and decisively to measure, understand, and address these risks. Achieving this goal calls for strengthening regulators’ capabilities, expertise, and data and tools to better monitor, analyze, and quantify climate risks. It calls for working closely with the private sector to ensure that financial institutions and market participants do the same. And it calls for policy and regulatory choices that are flexible, open-ended, and adaptable to new information about climate change and its risks, based on close and iterative dialogue with the private sector. At the same time, the financial community should not simply be reactive—it should provide solutions. Regulators should recognize that the financial system can itself be a catalyst for investments that accelerate economic resilience and the transition to a net-zero emissions economy. Financial innovations, in the form of new financial products, services, and technologies, can help the U.S. economy better manage climate risk and help channel more capital into technologies essential for the transition. https://doi.org/10.5281/zenodo.5247742

Debt, Risk and Liquidity in Futures Markets

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Publisher : Routledge
ISBN 13 : 1134147317
Total Pages : 314 pages
Book Rating : 4.1/5 (341 download)

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Book Synopsis Debt, Risk and Liquidity in Futures Markets by : Barry Goss

Download or read book Debt, Risk and Liquidity in Futures Markets written by Barry Goss and published by Routledge. This book was released on 2007-09-17 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: The issues of developing country debt crises, increased volatility and risk, and the determination of market liquidity are high on the agendas of policy makers, market participants and researchers in the area of financial markets. These issues are also of major importance to regulators and exchange officials. This book contains a collection of eigh

CFTC Report

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Publisher :
ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis CFTC Report by :

Download or read book CFTC Report written by and published by . This book was released on 1987-07 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

NCR-134 Conference

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Publisher :
ISBN 13 :
Total Pages : 436 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis NCR-134 Conference by : NCR-134 (Committee : U.S.). Conference

Download or read book NCR-134 Conference written by NCR-134 (Committee : U.S.). Conference and published by . This book was released on 1996 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Commodity Trading Advisors

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Publisher : John Wiley & Sons
ISBN 13 : 1118160959
Total Pages : 360 pages
Book Rating : 4.1/5 (181 download)

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Book Synopsis Commodity Trading Advisors by : Greg N. Gregoriou

Download or read book Commodity Trading Advisors written by Greg N. Gregoriou and published by John Wiley & Sons. This book was released on 2011-09-02 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Authoritative, up-to-date research and analysis that provides a dramatic new understanding of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an increasingly popular and potentially profitable investment alternative for institutional investors and high-net-worth individuals. Commodity Trading Advisors is one of the first books to study their performance in detail and analyze the "survivorship bias" present in CTA performance data. This book investigates the many benefits and risks associated with CTAs, examining the risk/return characteristics of a number of different strategies deployed by CTAs from a sophisticated investor's perspective. A contributed work, its editors and contributing authors are among today's leading voices on the topic of commodity trading advisors and a veritable "Who's Who" in hedge fund and CTA research. Greg N. Gregoriou (Plattsburgh, NY) is a Visiting Assistant Professor of Finance and Research Coordinator in the School of Business and Economics at the State University of New York. Vassilios N. Karavas (Amherst, MA) is Director of Research at Schneeweis Partners. Francois-Serge Lhabitant (Coppet, Switzerland) is a FAME Research Fellow, and a Professor of Finance at EDHEC (France) and at HEC University of Lausanne (Switzerland). Fabrice Rouah (Montreal, Quebec) is Institut de Finance Mathématique de Montréal Scholar in the finance program at McGill University.

The Handbook of Commodity Investing

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Publisher : John Wiley & Sons
ISBN 13 : 0470293209
Total Pages : 986 pages
Book Rating : 4.4/5 (72 download)

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Book Synopsis The Handbook of Commodity Investing by : Frank J. Fabozzi

Download or read book The Handbook of Commodity Investing written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2008-06-02 with total page 986 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filled with a comprehensive collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. Created with both the professional and individual investor in mind, The Handbook of Commodity Investments covers a wide range of issues, including the risk and return of commodities, diversification benefits, risk management, macroeconomic determinants of commodity investments, and commodity trading advisors. Starting with the basics of commodity investments and moving to more complex topics, such as performance measurement, asset pricing, and value at risk, The Handbook of Commodity Investments is a reliable resource for anyone who needs to understand this dynamic market.

The Economics of Food Price Volatility

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Publisher : University of Chicago Press
ISBN 13 : 022612892X
Total Pages : 394 pages
Book Rating : 4.2/5 (261 download)

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Book Synopsis The Economics of Food Price Volatility by : Jean-Paul Chavas

Download or read book The Economics of Food Price Volatility written by Jean-Paul Chavas and published by University of Chicago Press. This book was released on 2014-10-14 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The conference was organized by the three editors of this book and took place on August 15-16, 2012 in Seattle."--Preface.

Securities and Futures

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Publisher :
ISBN 13 :
Total Pages : 128 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Securities and Futures by : United States. General Accounting Office

Download or read book Securities and Futures written by United States. General Accounting Office and published by . This book was released on 1986 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Food Price Volatility and Its Implications for Food Security and Policy

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Publisher : Springer
ISBN 13 : 3319282018
Total Pages : 620 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Food Price Volatility and Its Implications for Food Security and Policy by : Matthias Kalkuhl

Download or read book Food Price Volatility and Its Implications for Food Security and Policy written by Matthias Kalkuhl and published by Springer. This book was released on 2016-04-12 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Financial Crisis Inquiry Report

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Publisher : Cosimo, Inc.
ISBN 13 : 1616405414
Total Pages : 692 pages
Book Rating : 4.6/5 (164 download)

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Book Synopsis The Financial Crisis Inquiry Report by : Financial Crisis Inquiry Commission

Download or read book The Financial Crisis Inquiry Report written by Financial Crisis Inquiry Commission and published by Cosimo, Inc.. This book was released on 2011-05-01 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Financial Crisis Inquiry Report, published by the U.S. Government and the Financial Crisis Inquiry Commission in early 2011, is the official government report on the United States financial collapse and the review of major financial institutions that bankrupted and failed, or would have without help from the government. The commission and the report were implemented after Congress passed an act in 2009 to review and prevent fraudulent activity. The report details, among other things, the periods before, during, and after the crisis, what led up to it, and analyses of subprime mortgage lending, credit expansion and banking policies, the collapse of companies like Fannie Mae and Freddie Mac, and the federal bailouts of Lehman and AIG. It also discusses the aftermath of the fallout and our current state. This report should be of interest to anyone concerned about the financial situation in the U.S. and around the world.THE FINANCIAL CRISIS INQUIRY COMMISSION is an independent, bi-partisan, government-appointed panel of 10 people that was created to "examine the causes, domestic and global, of the current financial and economic crisis in the United States." It was established as part of the Fraud Enforcement and Recovery Act of 2009. The commission consisted of private citizens with expertise in economics and finance, banking, housing, market regulation, and consumer protection. They examined and reported on "the collapse of major financial institutions that failed or would have failed if not for exceptional assistance from the government."News Dissector DANNY SCHECHTER is a journalist, blogger and filmmaker. He has been reporting on economic crises since the 1980's when he was with ABC News. His film In Debt We Trust warned of the economic meltdown in 2006. He has since written three books on the subject including Plunder: Investigating Our Economic Calamity (Cosimo Books, 2008), and The Crime Of Our Time: Why Wall Street Is Not Too Big to Jail (Disinfo Books, 2011), a companion to his latest film Plunder The Crime Of Our Time. He can be reached online at www.newsdissector.com.

Market Microstructure Theory

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Publisher : John Wiley & Sons
ISBN 13 : 0631207619
Total Pages : 310 pages
Book Rating : 4.6/5 (312 download)

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Book Synopsis Market Microstructure Theory by : Maureen O'Hara

Download or read book Market Microstructure Theory written by Maureen O'Hara and published by John Wiley & Sons. This book was released on 1998-03-06 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.

Commodity Price Dynamics

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Publisher : Cambridge University Press
ISBN 13 : 1139501976
Total Pages : 238 pages
Book Rating : 4.1/5 (395 download)

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Book Synopsis Commodity Price Dynamics by : Craig Pirrong

Download or read book Commodity Price Dynamics written by Craig Pirrong and published by Cambridge University Press. This book was released on 2011-10-31 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Situation and Outlook Report

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Publisher :
ISBN 13 :
Total Pages : 232 pages
Book Rating : 4.3/5 (243 download)

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Book Synopsis Situation and Outlook Report by :

Download or read book Situation and Outlook Report written by and published by . This book was released on 1992 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Hearings

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Publisher :
ISBN 13 :
Total Pages : 2310 pages
Book Rating : 4.3/5 (511 download)

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Book Synopsis Hearings by : United States. Congress. House

Download or read book Hearings written by United States. Congress. House and published by . This book was released on 1960 with total page 2310 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Federal Register

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Publisher :
ISBN 13 :
Total Pages : 412 pages
Book Rating : 4.3/5 (121 download)

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Book Synopsis Federal Register by :

Download or read book Federal Register written by and published by . This book was released on 2013-07 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Role of Speculation in Oil Markets

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Publisher :
ISBN 13 : 9781907555442
Total Pages : 25 pages
Book Rating : 4.5/5 (554 download)

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Book Synopsis The Role of Speculation in Oil Markets by : Bassam Fattouh

Download or read book The Role of Speculation in Oil Markets written by Bassam Fattouh and published by . This book was released on 2012 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: