APPROACHES TO PRICE FORMATION IN FINANCIALIZED COMMODITY MARKETS
Abstract
A recent debate about the financialization of commodity markets has stimulated the development of new approaches to price formation which incorporate index traders as a new trader category. I survey these new approaches by retracing their emergence to traditional price formation models and show that they arise from a synthesis between commodity arbitrage pricing and behavioural pricing theories in the tradition of Keynesian inspired hedging...
Paper Details
Title
APPROACHES TO PRICE FORMATION IN FINANCIALIZED COMMODITY MARKETS
Published Date
Oct 23, 2019
Journal
Volume
34
Issue
1
Pages
219 - 237
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