PRICE DEPENDENCE AND FUTURES PRICE THEORY

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dc.creatorBlank, Steven C.
dc.date2017-04-01T16:59:49Z
dc.date.accessioned2026-07-09T04:03:22Z
dc.descriptionA new interpretation of commodity futures price theory is evaluated because, currently, many products exhibit price behavior which cannot be explained with existing theory. A method for classifying products according to the particular price theory relevant to them is provided. The classification method uses the futures price dependence enforced by arbitrage opportunities in spot market as its base. The futures markets for beef cattle and corn are used as examples.
dc.identifierdoi:10.22004/ag.econ.28955
dc.identifierhttps://ageconsearch.umn.edu/record/28955/files/14020169.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/28955
dc.identifier.urihttp://hdl.handle.net/123456789/544129
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/28955
dc.titlePRICE DEPENDENCE AND FUTURES PRICE THEORY
dc.typeText

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