Autore:
Torricelli, Costanza
Titolo:
The influence of futures on spot price volatility in a model for a storable commodityPeriodico:
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papersAnno:
1991 - Fascicolo:
52 - Pagina iniziale:
3 - Pagina finale:
24The influence of futures on spot prices is investigated in a twodate-one-period model with storage. The characterization of
storage firms as hedgers is new in the literature and sheds light on the way futures affect spot prices in the presence of storage. The paper proves, on analytical grounds, a stabilizing influence of futures on spot prices when storage decisions are taken.
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Testo completo:
http://hdl.handle.net/1814/391Esportazione dati in Refworks (solo per utenti abilitati)
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