Futures markets promise improved price transparency and risk mitigation for staple
commodities important to many developing countries, but they can fail even in developed …

This study builds upon the existing literature on the Working curve and backwardation to
explore the impact of storage regimes on the volatility measures of substitute agricultural …

This article examines whether USDA announcements and commodity index fund rolling
activity have an impact on liquidity costs, measured by the bid‐ask spread. Using Huang …

We develop a theoretical framework and propose a relevant empirical analysis of the
soybean-complex prices' cointegration relationships in a high-frequency setting. We allow …

This paper investigates the effect of algorithmic trading activity, as measured by quoting, on
the corn, soybean, and live cattle commodity futures market quality. Using the CME's limit …

This paper examines the relationships among maize prices for four countries to determine if
newly emerging exporters, Brazil and Ukraine, influence the international price of maize. Our …

Many financial markets use designated market makers (DMMs), but the impacts of DMMs on
agricultural futures markets–and in particular, how to arrange DMMs among contracts …

Emerging economies often establish commodity futures markets to discover price signals,
manage price risks and improve market integration, but establishing a futures market may …

The Commodity Futures Trading Commission (CFTC) recently identified large intra‐day
price changes or “flash events” in continuously traded commodity futures markets. These …

Purpose The purpose of this paper is to investigate and compare the impact of order
imbalance on returns, liquidity and price volatility in agricultural futures markets on an …