Relevant bibliographies by topics / Commodity Futures Manipulation ; Manipulation

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Commodity Futures Manipulation ; Manipulation'

Author: Grafiati
Published: 4 June 2021
Last updated: 4 February 2022

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Journal articles on the topic "Commodity Futures Manipulation ; Manipulation"

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Pirrong, Stephen Craig. "Mixed manipulation strategies in commodity futures markets." Journal of Futures Markets 15, no. 1 (1995): 13–38. http://dx.doi.org/10.1002/fut.3990150103.

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Pirrong, Stephen Craig. "Manipulation of the Commodity Futures Market Delivery Process." Journal of Business 66, no. 3 (1993): 335. http://dx.doi.org/10.1086/296608.

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Al-Battaineh, Omar, and Isam A. Kaysi. "Genetically-optimized origin-destination estimation (GOODE) model: application to regional commodity movements in Ontario." Canadian Journal of Civil Engineering 34, no. 2 (2007): 228–38. http://dx.doi.org/10.1139/l06-127.

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The problem of origin-destination (O-D) matrix estimation has attracted significant research attention in the past few decades. This paper proposes a novel approach to estimate a regional freight O-D matrix using different data sources. The genetically optimized origin-destination estimation (GOODE) model takes advantage of the genetic algorithm's (GA) global search procedure to find the O-D matrix that is associated with the minimum deviation between estimated and observed data values. The GOODE-commodity model, an extension of the GOODE model, estimates the freight O-D matrix by interfacing
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Malyshev, Peter, Jennifer Achilles, Jill Ottenberg, and Jessica Stumacher. "CFTC enforcement trends in 2017 and considerations for 2018." Journal of Investment Compliance 19, no. 3 (2018): 17–21. http://dx.doi.org/10.1108/joic-04-2018-0021.

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Purpose This paper aims to discuss the types of cases that were brought by the Commodity Futures Trading Commission (CFTC) in 2017 and what to expect in 2018. Design/methodology/approach This paper discusses the overall statistics regarding enforcement actions brought by the CFTC, as well as the amount of restitution, disgorgement and penalties collected in 2017. These statistics are contrasted with the same statistics from 2016. This paper also discusses the types of enforcement actions brought by the CFTC in 2017 and identifies and analyzes trends. The analysis also includes a discussion of
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Kumar, Praveen, and Duane J. Seppi. "Futures Manipulation with "Cash Settlement"." Journal of Finance 47, no. 4 (1992): 1485. http://dx.doi.org/10.2307/2328948.

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Kumar, Praveen, and DUANE J. SEPPI. "Futures Manipulation with “Cash Settlement”." Journal of Finance 47, no. 4 (1992): 1485–502. http://dx.doi.org/10.1111/j.1540-6261.1992.tb04666.x.

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Trompf, J. P., and P. W. G. Sale. "The impact of commodity prices and seasonal conditions on the adoption of productive pasture technology during the final 18 months of the Grassland’s Productivity Program." Australian Journal of Experimental Agriculture 38, no. 8 (1998): 855. http://dx.doi.org/10.1071/ea98088.

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Summary. Nineteen participants in the Grassland’s Productivity Program were surveyed in autumn 1997 to determine whether they had continued to adopt productive pasture practices during the final 18 months of the program. The objective was to determine whether changes in commodity prices in 1996, involving falls in wool and beef prices and increases in prime lamb prices, and unfavourable seasonal conditions, impacted on the continuing adoption of productive pastures by participants of the Grassland’s Productivity Program. Despite the less favourable market and seasonal conditions, the Grassland
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Pirrong, Craig. "Manipulation of Cash‐Settled Futures Contracts." Journal of Business 74, no. 2 (2001): 221–44. http://dx.doi.org/10.1086/209671.

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Fackler, Paul L. "Delivery and manipulation in futures markets." Journal of Futures Markets 13, no. 6 (1993): 693–702. http://dx.doi.org/10.1002/fut.3990130609.

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Järvinen *, Sami, and Jari Käppi. "Manipulation of the Bund futures market." Applied Financial Economics 14, no. 11 (2004): 799–808. http://dx.doi.org/10.1080/0960310042000238895.

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Dissertations / Theses on the topic "Commodity Futures Manipulation ; Manipulation"

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Wang, Chang Yun. "Commodity futures manipulation : theory, evidence, and regulatory implications." Thesis, Queen Mary, University of London, 1998. http://qmro.qmul.ac.uk/xmlui/handle/123456789/25537.

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This thesis is a collection of four separate papers with a core theme: commodity futures manipulation. It aims to answer three important questions. How vulnerable are futures markets to manipulation? What are the effects of manipulation? How should futures markets be regulated? We first set up a one-shot game-theoretical model (Chapter 2) with certain classes of heterogeneously informed traders to consider how vulnerable a futures market to manipulation is, what influences this vulnerability and how manipulation affects the functioning of the market. This model predicts that futures manipulati
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Haaf, Holger M. "Finanzmarktmanipulationen am Beispiel von Futures bei symmetrischer Information." Hamburg Kovač, 2006. http://www.verlagdrkovac.de/978-3-8300-2887-1.htm.

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Haaf, Holger M. "Finanzmarktmanipulationen am Beispiel von Futures bei symmetrischer Information /." Hamburg : Kovač, 2007. http://www.verlagdrkovac.de/978-3-8300-2887-1.htm.

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林倢伃. "The manipulation of Taiwan futures market." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/98773573869683968277.

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碩士<br>國立政治大學<br>國際經營與貿易研究所<br>96<br>This paper uncovers the trade-based manipulative trading in TAIFEX with the detailed trade-level data. The manipulation of closing prices is rather unremarkable. The call auction may be the reason. Revenue and manipulation have a negative remarkable relation. One of the reasons could be that a manipulator trades between different markets at the same time. He can ear more return in one market to cover the loss in another market. The other possible reason is that the informed trader wants to mislead other traders. This paper finds out that the most explainable
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Chan, Nai-Ching, and 詹乃磬. "A Model of Index Futures Manipulation with TAIEX Futures." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/77166896792834136260.

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碩士<br>國立中央大學<br>財務金融研究所<br>93<br>The spot markets are often reported to be very volatile in the final settlement day or expiration day of the futures. The volatility is mostly due to manipulation. To examine the ways in which large traders make profit by manipulation, this article establishes the model of futures manipulation with the TAIEX Futures. This model demonstrates the strategies which the manipulators will take and whether manipulation is worth it or not (i.e does the large trader earn positive expected profits by establishing a futures position and then trading in the spot markets to
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Yu, Wan-Ting, and 游婉婷. "Strategies of Futures Market Manipulation under Hedging Consideration." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/04394878786378489928.

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碩士<br>中原大學<br>工業工程研究所<br>90<br>Abstract The liberalization and internationalization of the money market have become the trend of the times. The investors have more chances to choose the tools when they make their investments. But, how the investors choose the best portfolio and gain the most profits with the acceptant risk is the topic of discussion concerned by each investor. To this part, financial engineers can use some relative tools as their method of analysis, such as statistical analysis, mathematical planning and simulation, which are provided by the operation research. Therefore, the
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Chen, Tse-Hsueh, and 陳則學. "Expiration-Day Effect of SGX MSCI Taiwan Index Futures: Arbitrage or Manipulation?" Thesis, 2010. http://ndltd.ncl.edu.tw/handle/07994341244097640722.

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碩士<br>國立高雄第一科技大學<br>風險管理與保險所<br>98<br>This paper investigates the fact that causes expiration-day effect in Taiwan stock market when SGX MSCI Taiwan Index Futures expired. According to the examination, there is an abnormal phenomenon for the stock volumes and the price volatilities in the last five minutes before closing when the future contracts are expired. The times of price reversion are also higher than other non-expiration days. In the regression analysis, we find that arbitrage is not the main reason to make expiration-day effect happened. However, the stock market returns and the order
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Huang, Feng-Nan, and 黃豐南. "Price Manipulation on Settlement Dates: the Cases of TAIFEX TAIEX Futures and SGX MSCI Taiwan Index Futures." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/12724876057036571062.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>94<br>The purposes of the present paper are four folds: (1) Examine price manipulation on the settlement dates of TAIFEX TAIEX futures (TAIFEX TF) and SGX MSCI Taiwan Index futures (SGX TF). (2) Inquire the predictability on the binary directions of either pulling up index or squeezing down index on the settlement dates via an industry based model. (3) Survey the effects of the settlement institutional changes on the alienation of the price manipulation phenomenon. The empirical data used in this study spans 1998.7.22-2005.10.19, covering the available eighty six
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Cheng, Sheng-Liang, and 鄭聖良. "Expiration-Day Effects on Taiwan Stock Index Futures :An Empirical Analysis of Price Manipulation of Foreign Institutional Investors in the Pre-Period and the Post-Period about Settlement Rule Changes." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/67196254651195433405.

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碩士<br>靜宜大學<br>財務金融學系<br>99<br>This study examines the pre-period and the post-period of settlement rule changes at 2008.11.21 on Taiwan stock index futures, to research not only expiration-day effects but also price manipulation of foreign institutional investors. The data was used in this study which spans 2007.7.02 - 2010.12.31. The data of this research comes from intraday transaction and high-frequency transaction database of Taiwan Futures Exchange Crop, Taiwan Stock Exchange Crop. The main evidences are: 1.The expiration-day effects did not have any significant effect on the pre-period
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Books on the topic "Commodity Futures Manipulation ; Manipulation"

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Markham, Jerry W. Commodities regulation: Fraud, manipulation & other claims. 2nd ed. Thomson/West, 2001.

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Markham, Jerry W. Commodities regulation: Fraud, manipulation & other claims. C. Boardman Co., 1987.

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Commodities regulation: Fraud, manipulation & other claims. West Group, 1987.

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Markham, Jerry W. Commodities regulation: Fraud, manipulation & other claims. Clark Boardman Callaghan, 1987.

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The economics, law, and public policy of market power manipulation. Kluwer Academic Publishers, 1996.

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Jeffrey, Williams. Manipulation on trial: Economic analysis and the Hunt silver case. Cambridge University Press, 1995.

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United, States Congress Senate Committee on Commerce Science and Transportation. Energy market manipulation and federal enforcement regimes: Hearing before the Committee on Commerce, Science, and Transportation, United States Senate, One Hundred Tenth Congress, second session, June 3, 2008. U.S. Government Printing Office, 2013.

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Agarwalla, Sobhesh Kumar. High frequency manipulation at futures expiry: The case of cash settled Indian single stock futures. Indian Institute of Management, 2014.

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United States. Government Accountability Office. Spot cheese market: Market oversight has increased, but concerns remain about potential manipulation : report to congressional requesters. GAO, 2007.

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Energy speculation: Is greater regulation necessary to stop price manipulation? : hearing before the Subcommittee on Oversight and Investigations of the Committee on Energy and Commerce, House of Representatives, One Hundred Tenth Congress. U.S. G.P.O., 2008.

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Book chapters on the topic "Commodity Futures Manipulation ; Manipulation"

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Pirrong, S. Craig, David Haddock, Roger Kormendi, et al. "Maintaining the Integrity of Grain Futures Contracts: The Economics of Manipulation and Its Prevention." In Grain Futures Contracts: An Economic Appraisal. Springer US, 1993. http://dx.doi.org/10.1007/978-1-4615-3238-5_4.

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Pirrong, Stephen Craig. "The Economics of Market Power in a Futures Contract: The Delivery “End Game”." In The Economics, Law, and Public Policy of Market Power Manipulation. Springer US, 1996. http://dx.doi.org/10.1007/978-1-4615-6259-7_2.

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Hill, Berkeley. "International trade." In An introduction to economics: concepts for students of agriculture and the rural sector, 5th ed. CABI, 2021. http://dx.doi.org/10.1079/9781800620063.0009.

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Abstract This chapter discusses the theory of comparative advantage, specialization, and trade in surpluses. A two-country and two-commodity model of the gains from specialization and trade is presented, which is then extended to include many countries and many commodities. Also discussed are: transactions involving currencies; arguments put in support of trade restrictions; balance of payments; monetary matters; and government manipulation of the trade balance and exchange rates.
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Martin, Liebi, Markham Jerry W, Brown-Hruska Sharon, De Carvalho Robalo Pedro, Meakin Hannah, and Tan Peter. "4 Trading Regulations." In Regulation of Commodities Trading. Oxford University Press, 2020. http://dx.doi.org/10.1093/law/9780198799962.003.0004.

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This chapter focuses on trading regulations. Derivative trading in financial instruments on organized exchanges consists largely of the following instruments: futures, options, options on futures, and swaps. Those transactions are differentiated from ‘cash’ transactions and ‘forward’ contracts. Forward and cash contracts are traded in over-the-counter (OTC) markets, which are generally subject to the day-to-day oversight of a government financial services regulator. Nevertheless, OTC cash and forward transactions may not entirely be free of governmental restrictions. For example, in the US, the anti-manipulation prohibitions in the Commodity Exchange of 1936 (CEA) may be applied to trading in cash and forward contracts where they are effected in order to create artificial prices. Particular OTC derivative transactions involving retail customers in foreign currency are also subject to regulation by US authorities, including the Commodity Futures Trading Commission (CFTC), the Securities and Exchange Commission (SEC), and banking regulators. The purpose of those regulations is to protect unsophisticated retail customers from fraudulent business conduct and dealer failures. Meanwhile, the trading in OTC derivatives in the EU and the European Economic Area (EEA) is regulated under the European Market Infrastructure Regulation (EMIR) as amended by EMIR Refit.
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"Manipulation of Commodity Prices in a Time of Inflation." In Law Enforcement and the History of Financial Market Manipulation. Routledge, 2015. http://dx.doi.org/10.4324/9781315702940-4.

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Verdier, Pierre-Hugues. "“I Think We Got Away with It”." In Global Banks on Trial. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780190675776.003.0002.

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This chapter examines the enforcement campaign against manipulation of interest rate and foreign exchange benchmarks by traders and other employees of global banks. After reviewing the history, functioning, and weaknesses of LIBOR, the world’s most important interest rate benchmark, the chapter relates how the banking industry, banking regulators, and central bankers responded ineffectively to signs of LIBOR manipulation that emerged in 2008. By contrast, robust enforcement actions spearheaded by the U.S. Department of Justice and the Commodities Futures Trading Commission, beginning with the Barclays case in 2012, attracted worldwide attention. They led directly to parliamentary investigations, leadership turnover at some banks, and significant domestic and international benchmark reforms, culminating with an industry-wide shift away from LIBOR toward more reliable indices. Likewise, the foreign exchange manipulation scandal and related prosecutions led to the adoption of international reforms. In both cases, several individuals were also charged criminally, most notably UBS trader Tom Hayes. By using its authority over global banks to protect the integrity of widely used financial benchmarks that have the characteristics of public goods, U.S. actions benefited users of these benchmarks around the world.
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Boden, Rebecca. "The financial system: money makes the world go around." In Data in Society. Policy Press, 2019. http://dx.doi.org/10.1332/policypress/9781447348214.003.0017.

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This chapter argues that money is data reified through financial systems, which in turn constitute and reflect dominant global power structures. Financial systems have hegemonic power over the ‘real economy’, significantly affecting the everyday lives of citizens. This is less data in society but rather data as society. Financial systems comprise a myriad of interacting actors and technologies. Financialisation is enabled through escalating debt and its securitisation, by which debt is turned into a tradeable commodity. The chapter gives examples of student debt and public service provision as examples of how our social lives are now determined by the operations of data-led financial markets. The scale and complexity of financial systems’ activities makes regulatory control and democratic accountability problematic. In particular, control over or regulation of financial systems requires access to data – transparency. The chapter discusses the manipulation of Libor – an important financial data index – and the tax system to explain how data in financial systems is relatively easy to manipulate and hide. In a globalised world, the interconnectedness, speed and scale of data all conspire to make finance a ‘dark domain’.
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Martin, Liebi, Markham Jerry W, Brown-Hruska Sharon, De Carvalho Robalo Pedro, Meakin Hannah, and Tan Peter. "6 Benchmark." In Regulation of Commodities Trading. Oxford University Press, 2020. http://dx.doi.org/10.1093/law/9780198799962.003.0006.

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This chapter addresses benchmarks. A benchmark is essentially a standard or point of reference against which things may be compared. Benchmarks are referenced in many contracts including commodity derivatives. They can be determined in a number of different ways, from calculation of factual data such as information about transactions executed through to exercise of expert judgement. In recent years, there has been a focus on the need to ensure that benchmarks accurately reflect the market they claim to measure, are transparent about how they are determined, and that they are not influenced by potential conflicts of interest. This action started at international level, with the G20 leaders declaring in 2011 to prepare recommendations to improve the functioning and oversight of the oil price reporting agencies (PRAs). PRAs are publishers and information providers who report prices transacted in physical and some derivatives markets, and give an informed assessment of price levels at distinct points in time. The International Organization of Securities Commissions (IOSCO) subsequently published a set of Principles for Financial Benchmarks (IOSCO Principles) in light of investigations and enforcement actions regarding attempted manipulation of major interest rate benchmarks.
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Beinart, William, and Lotte Hughes. "Water, Irrigation, and Agrarian Society in India and Egypt." In Environment and Empire. Oxford University Press, 2007. http://dx.doi.org/10.1093/oso/9780199260317.003.0013.

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Water drives the world. Without it, our bodies cannot function, settlement is impossible, livestock die, and farmers cannot grow crops that feed millions. Great civilizations have been built upon irrigation, and fallen when the irrigation failed. Water carried armies, navies, commodities and labour across the globe, into places unreachable by land transport, and at far lower cost. When harnessed it produced steam engines and electricity, and helped to power industrial society. This natural resource, both fresh and salt, helped shape the patterns of empire in terms of the location of settlement and routes of communication. Irrigation became a major enterprise in the British Empire. Dammed and channelled water did not become a commodity in quite the same way as sugar, furs, or teak. But direct charges were often made for channelled water, and its value was also materialized in crops and livestock. In many places, control of water was intimately bound up with command over territory. State-owned irrigation is a highly visible assertion of power, and management of water has sometimes required a centralized and ruthless bureaucracy, not least in order to collect the new revenues generated. As with forestry, colonial states tended to claim that their approach to water involved greater rationality and efficiency, in contrast to existing indigenous practices—though individual engineers did praise the ingenuity of the latter. Some scholars have argued that despotism has followed human attempts to assert authority over water and its products, because it is a very basic way in which one group of people can dominate other, weaker groups. Such controls could also be a bedfellow of capitalist enterprise and empire. Making the link between the control of water and the rise of empires, Donald Worster has written of the American West: ‘[It] can best be described as a modern hydraulic society, which is to say, a social order based on the intensive, large-scale manipulation of water and its products in an arid setting…The technological control of water was the basis of a new West’. Ultimately, it helped to make California the leading state in America.
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Conference papers on the topic "Commodity Futures Manipulation ; Manipulation"

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Scerbo, Siroberto, and Doug Bowman. "Design issues when using commodity gaming devices for virtual object manipulation." In the International Conference. ACM Press, 2012. http://dx.doi.org/10.1145/2282338.2282406.

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Chadha, Shyam, Daniel Hung, and Samir Rashid. "A Novel Approach to Evaluating Leak Detection CPM System Sensitivity/Reliability Performance Trade-Offs." In 2014 10th International Pipeline Conference. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/ipc2014-33650.

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As defined in American Petroleum Institute Recommended Practice 1130 (API RP 1130), CPM system leak detection performance is evaluated on the basis of four distinct but interrelated metrics: sensitivity, reliability, accuracy and robustness. These performance metrics are captured to evaluate performance, manage risk and prioritize mitigation efforts. Evaluating and quantifying sensitivity performance of a CPM system is paramount to ensure the performance of the CPM system is acceptable based on a company’s risk profile for detecting leaks. Employing API RP 1130 recommended testing methodologie
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