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An Autoregressive Forecast of the World Sugar Future Option Market
Published online by Cambridge University Press: 19 October 2009
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
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