New Monetary Approach to Commodity Futures Markets as a Part of Financial Markets
| Project/Area Number |
21653025
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| Research Category |
Grant-in-Aid for Challenging Exploratory Research
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| Allocation Type | Single-year Grants |
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| Research Field |
Public finance/Monetary economics
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| Research Institution | Nagoya University |
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Principal Investigator |
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| Project Period (FY) |
2009 – 2011
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| Project Status |
Completed (Fiscal Year 2011)
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| Budget Amount *help |
¥3,620,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥420,000)
Fiscal Year 2011: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Fiscal Year 2010: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 2009: ¥800,000 (Direct Cost: ¥800,000)
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| Keywords | 商品先物 / コモディティ / 証券市場 / 金融論 / 融合 / ETF / 資産形成 / 投資信託 / 投資 / 商品ファンド / イベントスタディ / 情報開示 / 東京工業品取引所 / 株式市場 / 台湾 |
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| Research Abstract |
This project aims to analyze current situation about the commodity futures markets that is being integrated into a part of financial markets and to consider how to build a reliable commodity futures markets where general investors can safely invest. Concretely, this project consists of three sub-subjects ;(1) Analysis on price movement in the commodity futures markets,(2) Analysis on new investment vehicles that individual investors can use in order to get returns from commodity investment, and(3) Event-study analysis on the impacts of a large commodity futures company's failure. I found that organizational reform and policy have advanced well, but still few investors use commodity futures and commodity-related investment methods. Furthermore, through integrating commodity futures markets into financial markets, new issues emerge.
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Report
(4 results)
Research Products
(27 results)
