A Survey Page 1 Issues in Futures Markets: A Survey Avraham Kamara T article reviews the
major contributions in several issues in the literature of futures markets. In Section I the theory …

This paper provides a selected review of the research literature on commodity futures and
options markets, focusing primarily on empirical studies. The topics featured include the …

Three eminent economists provide in this book a rigorous, self-contained treatment of
modern economic dynamics. Nancy L. Stokey, Robert E. Lucas, Jr., and Edward C. Prescott …

This paper applies the standard rational expectations competitive storage model to the study
of thirteen commodities. It explains the skewness, and the existence of rare but violent …

This paper is a theoretical study of the determination of prices, interest rates and currency
exchange rates, set in an infinitely-lived two-country world which is subject both to stochastic …

AT ITS MOST GENERAL LEVEL, the theory of efficient capital markets is just the theory of
competitive equilibrium applied to asset markets. An important idea in the theory of …

We analyze the market efficiency of 25 commodity futures across various groups—metals,
energies, soft commodities, grains and other agricultural commodities. To do so, we utilize …

Stock price prediction is a prevalent research field in both industry and academia. There is a
pressing demand to develop a prediction model that captures the pattern of the financial …

This paper studies the price fluctuations of storable commodities that are traded in open
markets and are subject to random shocks to demand or, more particularly, to supply. It …

Theory of Valuation : RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF
HOMOGENEOUS HOUSEHOLDS Page 1 Econometrica, Vol. 48, No. 6 (September, 1980) …