Price Formation of the Salmon Futures Market Public Deposited

http://ir.library.oregonstate.edu/concern/conference_proceedings_or_journals/p5547w30d

Proceedings of the Eighteenth Biennial Conference of the International Institute of Fisheries Economics and Trade, held July 11-15, 2016 at Aberdeen Exhibition and Conference Center (AECC), Aberdeen, Scotland, UK.

Suggested Bibliographic Reference: Challenging New Frontiers in the Global Seafood Sector: Proceedings of the Eighteenth Biennial Conference of the International Institute of Fisheries Economics and Trade, July 11-15, 2016. Compiled by Stefani J. Evers and Ann L. Shriver. International Institute of Fisheries Economics and Trade (IIFET), Corvallis, 2016.

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  • This study examines price formation of the internationally traded salmon futures exchange. The results show that the futures market price provides the expected role of leading the spot market price. Further, the futures market is efficient but hindered by the presence of risk premium that biases the forecast ability. The futures price volatility and contract length reveals that the shorter the length of the futures contract, the more volatility there is, due to salmon prices exhibiting short-term cyclical and seasonal patterns like agricultural commodities. As such, salmon producers will be better off trading in long-term contracts, ceteris paribus.
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  • 0976343290

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