Research articles for the 2019-06-22
Book of Pitches: 2018 UQ Pitching Research Competition Final
SSRN
Similar to Faff et al (2017a, 2017b, 2018a), the current paper documents the pitches presented by finalists of a “pitching research†(Faff, 2015, 2018, 2019) competition held in 2018, at the University of Queensland. As an international example, see also Faff (2018b), commemorating the inaugural Pitching Research competition in Pakistan, 2017-18. Like its predecessors, the 2018 event encompassed many disciplines: Human Movement and Nutrition Sciences; Health and Rehabilitation Sciences; Education; Neuroscience; Dentistry. Along with Faff et al (2017a, 2017b, 2018a, 2018b), this paper delivers a rich resource for any novice researcher, embarking on a new journey of scholarly endeavor.
SSRN
Similar to Faff et al (2017a, 2017b, 2018a), the current paper documents the pitches presented by finalists of a “pitching research†(Faff, 2015, 2018, 2019) competition held in 2018, at the University of Queensland. As an international example, see also Faff (2018b), commemorating the inaugural Pitching Research competition in Pakistan, 2017-18. Like its predecessors, the 2018 event encompassed many disciplines: Human Movement and Nutrition Sciences; Health and Rehabilitation Sciences; Education; Neuroscience; Dentistry. Along with Faff et al (2017a, 2017b, 2018a, 2018b), this paper delivers a rich resource for any novice researcher, embarking on a new journey of scholarly endeavor.
Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?
SSRN
Previous literature on price discovery in commodity markets is mainly focused on the question of whether the spot or the futures market dominates the price discovery process. Little attention, however, has been paid to the question of how the price discovery process is affected by futures speculation. Using different measures for speculation and hedging and a new price discovery metric, the present study analyzes this relationship for various agricultural commodities. On the whole, the results suggest that speculative activity reduces the level of noise in the futures markets under analysis, while increasing their relative contribution to the price discovery process.
SSRN
Previous literature on price discovery in commodity markets is mainly focused on the question of whether the spot or the futures market dominates the price discovery process. Little attention, however, has been paid to the question of how the price discovery process is affected by futures speculation. Using different measures for speculation and hedging and a new price discovery metric, the present study analyzes this relationship for various agricultural commodities. On the whole, the results suggest that speculative activity reduces the level of noise in the futures markets under analysis, while increasing their relative contribution to the price discovery process.
