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Department of Economics, WU (Wirtschaftsuniversität Wien) Working papers, Department of Economics, WU (Wirtschaftsuniversität Wien)

No 80:
Handel auf Terminkontraktmärkten

Maria Stückler ()

Abstract: Commodity prices are significantly more volatile than prices of industrial products. This extreme price instability establishes a need for futures markets in commodities. The main functions of futures trading being hedging against, and speculation on price fluctuations; and it is hedging, that determines the role of speculation.

Keywords: commodity price instability; futures markets; futures prices; marking to markets; arbitrage-hedging; hedging; speculation; normal backwardation); (follow links to similar papers)

JEL-Codes: Q00; (follow links to similar papers)

July 2002

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