On the qualitative properties of futures market equilibrium

DOI10.1007/BF01229302zbMath0599.90012OpenAlexW2062944466MaRDI QIDQ1080761

Michael J. P. Magill, Manfred Nermuth

Publication date: 1986

Published in: Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01229302

zbMATH Keywords

speculatorsspot pricefutures market equilibriumrandom final demandrisk-averse producers

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Cites Work

• On the Arrow-Lind theorem
• On the optimality of equilibrium when the market structure is incomplete
• Information, futures prices, and stabilizing speculation
• Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis
• The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
• Some Concepts of Dependence

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