Inter-Temporal Price Relationships with Forward Markets: A Method of Analysis

M. H. Peston and B. S. Yamey

Chapter 7 in The Economics of Futures Trading, 1976, pp 131-137 from Palgrave Macmillan

Abstract: Abstract In this paper we present a method of approach to the analysis of inter-temporal price relationships in markets with forward dealings. The method involves, first, a five-fold classification of types of behaviour, and second, the application of traditional supply and demand analysis. It is used here to elucidate a simplified problem. The relevance of the classification of types of behaviour extends, we believe, beyond the narrow confines of the particular problem, whereas the method of analysis as applied to the problem may, we should like to think, serve as a basis for a more comprehensive analytical treatment of price formation in markets with forward dealings.

Keywords: Market Risk; Price Formation; Present Period; Future Trading; Forward Market (search for similar items in EconPapers)
Date: 1976
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-349-02693-7_8

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DOI: 10.1007/978-1-349-02693-7_8

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