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Trading commodities and financial futures : a step-by-step guide to mastering the markets
As an asset class, commodities are now as important as stocks and bonds-- and with rapid growth in demand, profit opportunities in commodities are larger than ever. But today's computer-driven markets are volatile and chaotic. Fortunately, you can profit consistently-- and this tutorial will show you how.
Book
Law Enforcement and the History of Financial Market Manipulation
First Published in 2014. Routledge is an imprint of Taylor & Francis, an informa company.
Introduction 1. Manipulation: Some History 2. Market Manipulation and the New Deal Legislation 3. Postwar Manipulation and Speculation 4. Manipulation of Commodity Prices in a Time of Inflation 5. Manipulation Setbacks Under the Federal Securities Laws 6. The Battle over OTC Derivatives 7. The Dodd-Frank Act 8. Challenges for the New Manipulation Standards
Jerry W. Markham is a Professor of Law at the Florida International University College of Law in Miami, USA.
\"Professor Markham has written another masterpiece. His book provides a rich history and detailed analysis of financial fraudulence, commonly known as manipulation, from a regulatory policy perspective, and the ways that case law has evolved and characterized this fraud. Markham then properly addresses the new theories that have been developed since the passage of Dodd-Frank in 2010 and places them in the context of the rich enforcement traditions of the Commodity Futures Trading Commission, the Securities and Exchange Commission, the Federal Trade Commission, the Federal Energy Regulatory Commission, and others. The book is a must read for financial services lawyers and regulators as well as academics.\" -- Ronald Filler, New York Law School
\"Jerry Markham as always provides an insightful analysis on the history of the financial markets--this time focusing on law enforcement and market manipulation.\" -- Thomas Lee Hazen, School of Law, University of North Carolina at Chapel Hill
eBook
Investigating the impact of geopolitical risks on the commodity futures
This paper examines the effect of real-time global geopolitical risks (GPRs), acts (GPAs), and threats (GPTs) indices on monthly returns and volatility of several American commodity futures. By modeling volatility via an Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH), we provide evidence that GPRs and GPTs do not only impact but trigger adverse effects on the returns of crude oil, gold, platinum, and silver, while GPAs negatively affect the returns of crude oil, heating oil, platinum, and sugar futures. Furthermore, GPTs have a weak positive effect on corn futures volatility. Overall, our findings provide portfolio diversification benefits by showing how the impact of global GPRs, GPAs and GPTs on portfolio returns could be mitigated.
Journal Article
Commodity derivatives : a guide for future practitioners
Commodity Derivatives: A Guide for Future Practitioners describes the origins and uses of these important markets. Commodities are often used as inputs in the production of other products, and commodity prices are notoriously volatile. Derivatives include forwards, futures, options and swaps; all are types of contracts that allow buyers and sellers to establish the price at one time and exchange the commodity at another. These contracts can be used to establish a price now for a purchase or sale that will occur later, or establish a price later for a purchase or sale now. This book provides detailed examples for using derivatives to manage prices by hedging, using futures, options and swaps. It also presents strategies for using derivatives to speculate on price levels, relationships, volatility, and the passage of time. Finally, because the relationship between a commodity price and a derivative price is not constant, this book examines the impact of basis behavior on hedging results, and shows how the basis can be bought and sold like any other price. The material in this book is based on the author's 30-year career in commodity derivatives, and is essential reading for students planning careers as commodity merchandisers, traders, and related industry positions. Not only does it provide them with the necessary theoretical background, but it also covers the practical applications that employers expect new hires to understand. Examples are coordinated across chapters using consistent prices and formats, and uses industry terminology so students can become familiar with standard terms and concepts. This book is organized into 18 chapters, corresponding to approximately one chapter per week for courses on the semesters\"-- Provided by publisher.
Book
Dynamic Comovement between Indian Commodity Futures, Economic Policy Uncertainty and Geopolitical Risk: Evidence from Wavelet Analysis
The present study examines the dynamic comovements between two global risk factors and commodity futures returns. The study considers the daily futures price of nine commodities spanning from January 4th, 2012 to September 29th, 2023. The study employs wavelet analysis and wavelet- based Granger causality tests to analyze dynamic comovement and causal relationship between global risk factors and commodity futures return at different time horizons. The study results show a strong comovement between the US economic policy uncertainty (USEPU) and commodity futures return except for silver and mentha oil. On the other hand, the geopolitical risk (GPR) exhibits a weak relationship with gold, lead, zinc, and energy commodities across all-time frequencies. Further, the Wavelet Granger causality test results provide strong evidence that commodities futures return cause the USEPU in all the time horizons. Followed by the geopolitical risk reports significant evidence that commodities futures return causes GPR in all time horizons.
Journal Article
Commodity Trader's Almanac 2013
An indispensable resource for today's active commodity, currency, futures, and ETF trader In the 2013 Edition of the Commodity Trader's Almanac, Jeffrey Hirsch has once again put together an essential tool for both professional traders and those who are just getting started and need to understand the complex and exciting world of alternatives. Created in a similar fashion to the Stock Trader's Almanac-trusted for over 40 years-the Commodity Trader's Almanac is a comprehensive guide featuring monthly strategies, patterns, trends, and trading techniques geared towards the major commodities and currencies, as well as ETFs, futures, and options. It also contains in-depth insights on various topics of interest to the active trader and investing public; as well as market highlights that cover key supply, demand, and seasonal tendencies on markets including crude oil, ethanol, and precious metals; critical agricultural products such as corn, wheat, and cattle; and foreign currencies like the British pound and the Euro. The Commodity Trader's Almanac also describes how investors can utilize futures, options, and ETFs in their endeavors. Helps you understand how commodity pricing works and offers great insight into investing in them Alerts you to little-known market patterns and tendencies to help forecast commodity market trends with accuracy and confidence Contains expanded coverage on timing tools with tips on utilizing candlesticks and pivot points to better time seasonal trades, and more Includes business cycle analysis and trading tips for the current climate Intended for active traders and investors interested in making the most out of today's commodity, ETF, futures, options, and currencies markets, this guide will make you a better trade in the search for greater profits.
eBook
The world for sale : money, power and the traders who barter the Earth's resources
The modern world is built on commodities - from the oil that fuels our cars to the metals that power our smartphones. We rarely stop to consider where they come from. But we should. In 'The World for Sale', two leading journalists lift the lid on one of the least scrutinised corners of the economy: the workings of the billionaire commodity traders who buy, hoard and sell the earth's resources. It is the story of how a handful of swashbuckling businessmen became indispensable cogs in global markets: enabling an enormous expansion in international trade, and connecting resource-rich countries - no matter how corrupt or war-torn - with the world's financial centres.
Book
Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics
This study examines the impact of the global pandemic on the returns and volatility of China’s commodity futures market from December 2019 to April 2021. Our analysis reveals that the regimes of futures returns in the general commodity, industrial, and metal markets are positively correlated with the regimes of pandemic cases, while the regimes of pandemic cases are negatively correlated with the returns of energy and precious metal futures. In contrast, futures volatilities exhibit inverse relationships with pandemic cases. With the exception of precious metals, which are widely considered safe-haven assets, the risk level of the commodity futures market, as measured by return volatility, is heightened by the level of pandemic cases. Bivariate SVAR results suggest that the pandemic has a greater but short-run impact on futures returns, while its effects on futures volatilities are relatively lesser but long-lasting.
Journal Article