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Price Discovery and Futures Spreads ...

Yang, Wei.

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Price Discovery and Futures Spreads for U.S. and Chinese Rice Futures Market.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Price Discovery and Futures Spreads for U.S. and Chinese Rice Futures Market./
Author:	Yang, Wei.
Description:	66 p.
Notes:	Source: Masters Abstracts International, Volume: 54-01.
Contained By:	Masters Abstracts International54-01(E).
Subject:	Agricultural economics. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1569543
ISBN:	9781321353143

Price Discovery and Futures Spreads for U.S. and Chinese Rice Futures Market.
Yang, Wei.

Price Discovery and Futures Spreads for U.S. and Chinese Rice Futures Market. - 66 p.

Source: Masters Abstracts International, Volume: 54-01.

Thesis (M.S.)--University of Arkansas, 2014.

This item must not be sold to any third party vendors.

Rice, the primary staple food for more than half the world's population, is the second world's most consumed food grain. In recent years, world rice price has increased and become more volatile especially in the period 2007-2010. Rice price volatility has a huge impact on Asian countries, especially countries in Southeast Asia where rice is a staple food for millions of households. Private market tools to manage price risk and discover price such as futures markets have been analyzed and assessed as possible solutions to coping with rice price volatility issue. Two primary functions of agricultural commodities futures markets are price discovery and price risk management. This thesis focused attention on the price discovery role of US and Chinese futures price spreads and their ability to impound information on supply and demand and storage costs. Our results show that the U.S. rice futures market responds to supply and demand information and incorporates storage costs. The U.S. rice futures market appears to be fulfilling its price discovery and storage role. Similarly, at least with respect to supply and demand information, the Chinese rice futures market spreads appear to follow the theory of storage and respond to supply and demand information.

ISBN: 9781321353143Subjects--Topical Terms:

3172150
Agricultural economics.

Price Discovery and Futures Spreads for U.S. and Chinese Rice Futures Market.
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020 $a 9781321353143
035 $a (MiAaPQ)AAI1569543
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100 1 $a Yang, Wei. $3 1257167
245 1 0 $a Price Discovery and Futures Spreads for U.S. and Chinese Rice Futures Market.
300 $a 66 p.
500 $a Source: Masters Abstracts International, Volume: 54-01.
500 $a Adviser: Andrew McKenzie.
502 $a Thesis (M.S.)--University of Arkansas, 2014.
506 $a This item must not be sold to any third party vendors.
520 $a Rice, the primary staple food for more than half the world's population, is the second world's most consumed food grain. In recent years, world rice price has increased and become more volatile especially in the period 2007-2010. Rice price volatility has a huge impact on Asian countries, especially countries in Southeast Asia where rice is a staple food for millions of households. Private market tools to manage price risk and discover price such as futures markets have been analyzed and assessed as possible solutions to coping with rice price volatility issue. Two primary functions of agricultural commodities futures markets are price discovery and price risk management. This thesis focused attention on the price discovery role of US and Chinese futures price spreads and their ability to impound information on supply and demand and storage costs. Our results show that the U.S. rice futures market responds to supply and demand information and incorporates storage costs. The U.S. rice futures market appears to be fulfilling its price discovery and storage role. Similarly, at least with respect to supply and demand information, the Chinese rice futures market spreads appear to follow the theory of storage and respond to supply and demand information.
590 $a School code: 0011.
650 4 $a Agricultural economics. $3 3172150
650 4 $a Finance. $3 542899
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690 $a 0508
710 2 $a University of Arkansas. $b Agricultural Economics. $3 2100355
773 0 $t Masters Abstracts International $g 54-01(E).
790 $a 0011
791 $a M.S.
792 $a 2014
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1569543