Hostname: page-component-78c5997874-4rdpn Total loading time: 0 Render date: 2024-11-15T08:22:04.555Z Has data issue: false hasContentIssue false
  • English
  • Français

An Autoregressive Forecast of the World Sugar Future Option Market

Published online by Cambridge University Press:  19 October 2009

James E. Meyer  and
Young Y. Kim
Get access Rights & Permissions [Opens in a new window]

Extract

The dramatic surge of the commodity option market over the past few years may well be illustrated by the growth (before its collapse) of one leading option writer, Goldstein, Samuelson, Inc., whose sales rose from $1 million in 1971 to over $45 million by the end of 1972. The commodity option market is closely related to the commodity futures market, except that options are available only on the so-called “international” commodities.

Type
Research Article
Information
Journal of Financial and Quantitative Analysis , Volume 10 , Issue 5 , December 1975 , pp. 821 - 835
Copyright
Copyright © School of Business Administration, University of Washington 1975

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

[1]Box, C. E. P., and Jenkins, G. M., Time Series Analysis, Forecasting and Control. San Francisco: Holden Day, 1970.Google Scholar
[2]Latane, Henry A., and Tuttle, Donald L.. Security Analysis and Portfolio Management. New York: The Ronald Press, 1970.Google Scholar
[3]The Wall Street Journal. New York: Dow Jones and Company.Google Scholar