Manipulation of commodity prices

• Main Authors: Oh, Boon Long, Wang, Yi Quan, Toh, Chao Zhang
• Other Authors: Suman Banerjee
• Format: Final Year Project
• Language: English
• Published: 2010
• Subjects: DRNTU::Business
• Online Access: http://hdl.handle.net/10356/33610
• Institution: Nanyang Technological University

This paper has shown, in a two-period model, the five conditions in which an informed speculator (henceforth informed) has to satisfy before he can successfully exploit the vulnerability of futures pricing in a highly rational and efficient market to mislead firms into buying mispriced forward contr...