Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Investor demand and spot commodity prices
Division of Economics and Business, Colorado School of Mines, Golden, Colorado.
LuleƄ University of Technology, Department of Business Administration, Technology and Social Sciences, Social Sciences.ORCID iD: 0000-0002-7996-6136
2011 (English)In: Resources policy, ISSN 0301-4207, E-ISSN 1873-7641, Vol. 36, no 3, p. 187-195Article in journal (Refereed) Published
Abstract [en]

The on-going debate over the influence of investor demand on spot commodity prices largely attempts to assess this influence by measuring the growth in investor demand in recent years. Given the serious data problems that plague such analyses, this article pursues another approach in the hope of providing useful insights into the impact of investor demand on spot commodity prices. It focuses on the mechanisms by which investor demand affects spot prices, and in particular on two questions. First, how does an increase in investor demand on the futures markets affect the spot market and spot price? Second, when investor demand is increasing and pushing a commodity's price up, do physical stocks of the commodity also have to be rising, as economists and others widely assume? On the first question, the article concludes that a surge in investor demand raising prices on the futures markets will have a direct and comparable effect on the spot market prices when these markets are in strong contango. However, when markets are in weak contango or backwardation, price movements in the futures markets have a much looser effect on spot prices. As a result, changes in investor demand on the futures markets may have little or no influence on spot prices in the absence of a strong contango. Instead, changes in fundamentals (that is, producer supply and consumer demand) and possibly changes in investor demand taking place directly on the spot market largely determine the spot price at such times. On the second question, the article shows that investor demand can be pushing up a commodity's price even when investor stocks are falling, despite the widespread presumption to the contrary.

Place, publisher, year, edition, pages
2011. Vol. 36, no 3, p. 187-195
National Category
Economics
Research subject
Economics
Identifiers
URN: urn:nbn:se:ltu:diva-5179DOI: 10.1016/j.resourpol.2011.01.006ISI: 000294942700001Scopus ID: 2-s2.0-79961026125Local ID: 33670f4e-415b-46bc-a5e9-d13b4a84c3c7OAI: oai:DiVA.org:ltu-5179DiVA, id: diva2:978053
Note
Validerad; 2011; 20110303 (andbra)Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2023-09-05Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records

Radetzki, Marian

Search in DiVA

By author/editor
Radetzki, Marian
By organisation
Social Sciences
In the same journal
Resources policy
Economics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 24 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf