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By Borowcki R

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We can represent in our terminology the theory of normal backwardation in the following diagram: $ Expected price (under P) Risk premium Spot price Futures price Months to delivery t T By the 1960s, economists such as Telser (1960) had already stated they found no bias in Futures prices for large markets, such as wheat, cotton and corn. Indeed, at the crux of 34 Commodities and Commodity Derivatives the theory of normal backwardation is the assumption that hedgers are net short as a group. In our view, there are many commodity markets where participants have such a variety of motivations that this assumption is not appropriate, and the theory of normal backwardation may be somewhat obsolete (see below the discussion of electricity), as has been for the last 18 years the theory of ‘‘preferred habitat’’ for interestrate markets.

2000) propose an equilibrium model for storable commodities in which the convenience yield appears as an inventory-dependent endogenous variable and allows one to make predictions about the volatilities of forward prices at different horizons. A third approach directly analyzes the role of inventory in explaining commodity spot price volatility. A statistical study performed by Fama and French (1987) on a number of commodity Futures including metals, wood and animals shows that the variance of prices decreases with inventory levels.

Higher freight rates are mainly hitting bulk-shipping vessels, specialized carriers that transport commodities in their raw form and that account for about one-third of all commercial ocean-going trade. More that 30% of all bulk ships carry iron ore and coal. Fundamentals of Commodity Spot and Futures Markets 17 The other classes of freight ships are: container vessels that carry semifinished and finished goods, such as electronic devices and appliances; and tankers that are used for oil and, more recently, natural gas.

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