Issues and research opportunities in agricultural futures markets

Philip Garcia, Raymond M. Leuthold, Thorsten M. Egelkraut

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

This chapter provides a selected review of research literature and contributions to commodity futures markets, focusing primarily on empirical studies. The topics featured include the development of intertemporal price relationships, hedging, price behavior and market efficiency, liquidity costs, and how the trading environment has been affected by fund behavior and the movement to electronic exchanges. Each theme is introduced by assessing the recent contributions. We then identify and motivate future research challenges for agricultural futures markets.

Original languageEnglish (US)
Title of host publicationDebt Risk and Liquidity in Futures Markets
PublisherRoutledge Taylor & Francis Group
Pages75-102
Number of pages28
ISBN (Print)0203940156, 9780203940150
DOIs
StatePublished - Sep 16 2007

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ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)
  • Business, Management and Accounting(all)

Cite this

Garcia, P., Leuthold, R. M., & Egelkraut, T. M. (2007). Issues and research opportunities in agricultural futures markets. In Debt Risk and Liquidity in Futures Markets (pp. 75-102). Routledge Taylor & Francis Group. https://doi.org/10.4324/9780203940150