Fluctuations in Wheat Futures
Title | Fluctuations in Wheat Futures PDF eBook |
Author | United States. Grain Futures Administration |
Publisher | |
Pages | 142 |
Release | 1926 |
Genre | Speculation |
ISBN |
Fluctuations in Wheat Futures ... A Report of Grain Futures Administration Relative to the Extreme Fluctuation in the Price of Wheat Futures During the Early Part of 1925
Title | Fluctuations in Wheat Futures ... A Report of Grain Futures Administration Relative to the Extreme Fluctuation in the Price of Wheat Futures During the Early Part of 1925 PDF eBook |
Author | United States. Grain Futures Administration |
Publisher | |
Pages | 122 |
Release | 1926 |
Genre | |
ISBN |
Intrasessional Fluctuations in Chicago Wheat Futures Prices
Title | Intrasessional Fluctuations in Chicago Wheat Futures Prices PDF eBook |
Author | Harold Speer Irwin |
Publisher | |
Pages | 186 |
Release | 1941 |
Genre | Wheat |
ISBN |
Seasonal Tendencies in Wheat Futures Prices
Title | Seasonal Tendencies in Wheat Futures Prices PDF eBook |
Author | Harold Speer Irwin |
Publisher | |
Pages | 38 |
Release | 1936 |
Genre | Wheat |
ISBN |
Deconstructing Wheat Price Spikes: a Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement
Title | Deconstructing Wheat Price Spikes: a Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement PDF eBook |
Author | United States Department of Agriculture |
Publisher | CreateSpace |
Pages | 48 |
Release | 2014-12-06 |
Genre | |
ISBN | 9781505398861 |
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
Title | Deconstructing Wheat Price Spikes PDF eBook |
Author | Joseph P. Janzen |
Publisher | |
Pages | 51 |
Release | 2014-06-07 |
Genre | Commodity futures |
ISBN | 9781457855009 |
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.
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
Title | 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 PDF eBook |
Author | United States. Grain Futures Administration |
Publisher | |
Pages | 22 |
Release | 1935 |
Genre | Speculation |
ISBN |