Investor demand and spot commodity prices: Reply 2
John Tilton (),
David Humphreys and
Marian Radetzki
Resources Policy, 2012, vol. 37, issue 3, 403-404
Abstract:
This, our second reply to Östensson, supplements our earlier more technical analysis with a simple intuitive explanation of how investor demand can be driving commodity prices higher even when investor stocks are falling.
Keywords: Commodity prices; Investor demand and stocks; Speculation; Strong and weak contango; Spot and futures markets (search for similar items in EconPapers)
JEL-codes: G12 L7 Q00 (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0301420712000207
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:jrpoli:v:37:y:2012:i:3:p:403-404
DOI: 10.1016/j.resourpol.2012.03.003
Access Statistics for this article
Resources Policy is currently edited by R. G. Eggert
More articles in Resources Policy from Elsevier
Bibliographic data for series maintained by Catherine Liu ().