Intelligent Commodity Trading and Risk Management

17 Pages Posted: 31 May 2015

See all articles by Hilary Till

Hilary Till

Premia Research LLC; EDHEC-Risk Institute; J.P. Morgan Center for Commodities, University of Colorado Denver Business School; Global Commodities Applied Research Digest

Date Written: February 16, 2011

Abstract

This paper discusses intelligent risk-management techniques and new product innovation in the commodity futures markets. First, though, it reviews the century-plus debate on the role of commodity speculators, given the prevalent concerns that this activity may have a destabilizing impact on commodity prices.

Keywords: futures trading, risk-management, commodity index, speculator

JEL Classification: G1,G11, G18

Suggested Citation

Till, Hilary, Intelligent Commodity Trading and Risk Management (February 16, 2011). Available at SSRN: https://ssrn.com/abstract=2612245 or http://dx.doi.org/10.2139/ssrn.2612245

Hilary Till (Contact Author)

Premia Research LLC ( email )

United States
312-583-1137 (Phone)
312-873-3914 (Fax)

HOME PAGE: http://customindices.spindices.com/custom-index-calculations/premia/all

EDHEC-Risk Institute

Nice
France

HOME PAGE: http://risk.edhec.edu/

J.P. Morgan Center for Commodities, University of Colorado Denver Business School ( email )

1475 Lawrence St.
Denver, CO 80202
United States

HOME PAGE: http://www.business.ucdenver.edu/commodities

Global Commodities Applied Research Digest ( email )

J.P. Morgan Center for Commodities
1475 Lawrence Street
Denver, CO 80202
United States

HOME PAGE: http://www.jpmcc-gcard.com/hilary-till

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