Price discovery in commodity derivatives: Speculation or hedging?

Author:

Bohmann Marc J. M.1ORCID,Michayluk David1,Patel Vinay1

Affiliation:

1. UTS Business School, Department of FinanceUniversity of Technology Sydney Sydney New South Wales Australia

Funder

Capital Markets CRC Limited

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference41 articles.

1. Acworth W.(2017 March 10).2016 annual volume survey—Global futures and options volume reaches record level. Retrieved fromhttp://marketvoicemag.org/?q=content/2016‐annual‐volume‐survey

2. Has crude oil become a financial asset? Evidence from ten years of financialization;Adams Z.;St. Gallen School of Finance Working Paper Series,2017

3. Price discovery and common factor models

4. Hedge performance of SPX index options and S&P 500 futures

5. Price discovery and investor structure in stock index futures

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