Index Funds, Financialization, and Commodity Futures Markets

Cited by (487)

Items 101–200 of 487

1. Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis
   Gunther Capelle‐Blancard, Dramane Coulibaly · 2011 · International Economics
2. Nexus between financialization of agricultural products and food security amid financial crisis: empirical insights from BRICS
   R. L. Manogna, Nishil Kulkarni, D. Akshay Krishna · 2024 · Journal of Agribusiness in Developing and Emerging Economies
3. Local Gaussian correlations in financial and commodity markets
   Quynh Nga Nguyen, Sofiane Aboura, Julien Chevallier, Lyuyuan Zhang, Bangzhu Zhu · 2020 · European Journal of Operational Research
4. Bubbling over! The behaviour of oil futures along the yield curve
   Daniel Tsvetanov, Jerry Coakley, Neil Kellard · 2015 · Journal of Empirical Finance
5. Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?
   Massimo Guidolin, Manuela Pedio · 2020 · Annals of Operations Research
6. Internet, noise trading and commodity futures prices
   Massimo Peri, Daniela Vandone, Lucia Baldi · 2014 · International Review of Economics & Finance
7. Do hedging and speculative pressures drive commodity prices, or the other way round?
   Georg V. Lehecka · 2014 · Empirical Economics
8. Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices
   Umer Shahzad, Sangram Keshari Jena, Aviral Kumar Tiwari, Buhari Doğan, Cosimo Magazzino · 2022 · Resources Policy
9. Speculation and corn prices
   Xiaoli Liao Etienne, Scott H. Irwin, Philip Garcia · 2018 · Applied Economics
10. Is Financial Speculation with Agricultural Commodities Harmful or Helpful?
    Matthias Georg Will, Sören Prehn, Ingo Pies, Thomas Glauben · 2015 · The Journal of Alternative Investments
11. Deconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement
    Joseph P. Janzen, Colin Andre Carter, Aaron Douglas Smith, Michael K. Adjemian · 2014 · SSRN Electronic Journal
12. The Financialization of Food and the 2008–2011 Food Price Spikes
    Field, Sean · 2016 · Environment and Planning A: Economy and Space
13. Testing for speculative bubbles in agricultural commodity prices: a regime switching approach
    Xiaoliang Liu, Guenther Filler, Martin Odening · 2013 · Agricultural Finance Review
14. An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments
    Arjun Chatrath, Hong Miao, Sanjay Ramchander, Tianyang Wang · 2015 · Energy Economics
15. Cryptoliquidity: the blockchain and monetary stability
    James Caton · 2019 · Journal of Entrepreneurship and Public Policy
16. The Impact of China Exchange Rate Policy on its Trading Partners: Evidence Based on the GVAR Model
    Shah Abbas, Van Chien Nguyen, Zhu YANFU, Huu Tinh NGUYEN · 2020 · Journal of Asian Finance Economics and Business
17. Do Commodity Index Traders Destabilize Agricultural Futures Prices
    Martin T. Bohl, Farrukh Javed, Patrick M. Stephan · 2013 · Applied Economics Quarterly
18. Advances in the Commodity Futures Literature: A Review
    George S. Skiadopoulos · 2013 · The Journal of Derivatives
19. Portfolio selection with commodities under conditional copulas and skew preferences
    Carlos González-Pedraz, Manuel Moreno, Juan Ignacio Peña · 2014 · Quantitative Finance
20. Extreme Weather Events and Crop Price Spikes in a Changing Climate: Illustrative global simulation scenarios
    Dirk Willenbockel · 2012 · Issue Lab (Candid)
21. Is Financial Speculation with Agricultural Commodities Harmful or Helpful? – A Literature Review of Current Empirical Research
    Matthias Georg Will, Sören Prehn, Ingo Pies, Thomas Glauben · 2013 · SSRN Electronic Journal
22. Speculative behaviour and oil price predictability
    Ekaterini Panopoulou, Theologos Pantelidis · 2015 · Economic Modelling
23. Equity-commodity contagion during four recent crises: Evidence from the USA, Europe and the BRICS
    Ahmed Ayadi, Marjène Rabah Gana, Stéphane Goutte, Khaled Guesmi · 2021 · International Review of Economics & Finance
24. Unconventional monetary policy and financialization of commodities
    Beyza Mina Ordu‐Akkaya, Uğur Soytaş · 2018 · The North American Journal of Economics and Finance
25. Order Flows and Financial Investor Impacts in Commodity Futures Markets
    Mark J. Ready, Robert Ready · 2022 · Review of Financial Studies
26. The financialization of food commodity markets
    Christopher L. Gilbert, Simone Pfuderer · 2015
27. The Asymmetric Impact of Global Economic Policy Uncertainty on International Grain Prices
    Shaobo Long, Jieyu Li, Tianyuan Luo · 2022 · Journal of commodity markets
28. Global Liquidity and Commodity Prices
    Hyunju Kang, Bok‐Keun Yu, Jongmin Yu · 2015 · Review of International Economics
29. Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies
    Michael K. Adjemian, Philip Garcia, Scott H. Irwin, Aaron Douglas Smith · 2013 · SSRN Electronic Journal
30. The interaction of speculators and index investors in agricultural derivatives markets
    Benoît Guilleminot, Jean‐Jacques Ohana, Steve Ohana · 2014 · Agricultural Economics
31. An information diffusion-based model of oil futures price
    Ziran Li, Jiajing Sun, Shouyang Wang · 2012 · Energy Economics
32. Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets
    Ilyes Abid, Stéphane Goutte, Khaled Guesmi, Ibrahim Jamali · 2019 · Energy Policy
33. Improving Time-Series Momentum Strategies: The Role of Trading Signals and Volatility Estimators
    Akindynos-Nikolaos Baltas, Robert L. Kosowski · 2012 · SSRN Electronic Journal
34. Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets
    Martin T. Bohl, Patrick M. Stephan · 2012 · SSRN Electronic Journal
35. Measuring price discovery in the European wheat market using the partial cointegration approach
    Teresa Vollmer, Helmut Herwartz, Stephan von Cramon‐Taubadel · 2019 · European Review of Agricultural Economics
36. The rise of passive investing: a systematic literature review applying PRISMA framework
    Priya Malhotra · 2024 · Journal of Capital Markets Studies
37. DYNAMIC VOLATILITY SPILLOVERS BETWEEN AGRICULTURAL AND ENERGY COMMODITIES
    Irene M. Xiarchos, James Wesley Burnett · 2018 · Journal of Agricultural and Applied Economics
38. Food Prices, Ethics and Forms of Speculation
    Don Bredın, Valerio Potì, Enrique Salvador · 2021 · Journal of Business Ethics
39. Trend-Following, Risk-Parity and the Influence of Correlations
    Nick Baltas · 2015 · Elsevier eBooks
40. Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis
    Gunther Capelle‐Blancard, Dramane Coulibaly · 2012 · SSRN Electronic Journal
41. Competitive Storage, Biofuels and the Corn Price
    Christopher L. Gilbert, Harriet Mugera · 2019 · Journal of Agricultural Economics
42. The Price of Oil Risk
    Steven D. Baker, Bryan Routledge · 2018 · Figshare
43. Merchants against the bankers: the financialization of a commodity market
    Jack Seddon · 2019 · Review of International Political Economy
44. Risk spillover effects of international crude oil market on China’s major markets
    Siming Liu, Honglei Gao, Peng Hou, Yong Tan · 2019 · AIMS energy
45. Commodity Markets and Commodity Mutual Funds
    L Christopher Plantier · 2013 · Business Economics
46. Energy futures prices and commodity index investment: New evidence from firm-level position data
    Dwight R. Sanders, Scott H. Irwin · 2014 · Energy Economics
47. Time-varying diversification benefits of commodity futures
    Sercan Demiralay, Selçuk Bayracı, Hatice Gaye Gencer · 2018 · Empirical Economics
48. European Systemic Risk Board
    Aaric Hawke · 2014 · European Union regulations | European Encyclopedia of law
49. The challenges of oil investing: Contango and the financialization of commodities
    Ludwig B. Chincarini, Fabio Moneta · 2021 · Energy Economics
50. Fueling Resistance
    Kate J. Neville · 2021 · Oxford University Press eBooks
51. Convenience yield in commodity price modeling: A regime switching approach
    Abdullah Almansour · 2014 · Energy Economics
52. The “Necessity” of New Position Limits in Agricultural Futures Markets: The Verdict from Daily Firm‐level Position Data
    Dwight R. Sanders, Scott H. Irwin · 2015 · Applied Economic Perspectives and Policy
53. The Impact of Stochastic Extraction Cost on the Value of an Exhaustible Resource: An Application to the Alberta Oil Sands
    Abdullah Almansour, Margaret C. Insley · 2013 · The Energy Journal
54. The Role of Speculation in the Determination of Energy Prices
    Umar Mustapha · 2012 · International Journal of Energy Economics and Policy
55. Can we still blame index funds for the price movements in the agricultural commodities market?
    Rafael Baptista Palazzi, Antônio Carlos Figueiredo Pinto, Marcelo Cabús Klötzle, Erick Meira · 2019 · International Review of Economics & Finance
56. Financialization, common stochastic trends, and commodity prices
    Moses Mananyi Kupabado, Juergen Kaehler · 2021 · Journal of Futures Markets
57. Do supply chain pressures affect consumer prices in major economies? New evidence from time-varying causality analysis
    Zouhair Mrabet, Mouyad Alsamara, Karim Mimouni, Abdulkareem Salameh Awwad · 2024 · Economic Modelling
58. Interdependence between cash crop and staple food international prices across periods of varying financial market stress
    El Mamoun Amrouk, Stephanie‐Carolin Grosche, Thomas Heckelei · 2019 · Applied Economics
59. What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors?
    Jun Ma, Andrew J. Vivian, Mark E. Wohar · 2019 · Oxford Bulletin of Economics and Statistics
60. Discourse Failures and the NGO Sector: How Campaigning Can Undermine Advocacy
    Matthias Georg Will, Ingo Pies · 2016 · VOLUNTAS International Journal of Voluntary and Nonprofit Organizations
61. Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil
    You‐How Go, Wee‐Yeap Lau · 2017 · Resources Policy
62. Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example
    Krzysztof Drachal · 2018 · Energy Economics
63. Do cointegrated commodities bubble together? the case of hog, corn, and soybean
    Christos A. Alexakis, Guillaume Bagnarosa, Michael Dowling · 2017 · Finance research letters
64. Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach
    Ayça Dönmez, Emiliano Magrini · 2013 · RePEc: Research Papers in Economics
65. Futures Trading and the Excess Comovement of Commodity Prices
    Yannick Le Pen, Benoît Sévi · 2012 · SSRN Electronic Journal
66. New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets
    Xiaoli Liao Etienne, Scott H. Irwin, Philip Garcia · 2017 · RePEc: Research Papers in Economics
67. Portfolio Speculation and Commodity Price Volatility in a Stochastic Storage Model
    James A. Vercammen, Ali Doroudian · 2014 · American Journal of Agricultural Economics
68. Too much of a good thing? Speculative effects on commodity futures curves
    Sophie van Huellen · 2018 · Journal of Financial Markets
69. Bitcoin’s bubbly behaviors: does it resemble other financial bubbles of the past?
    Sergio Luis Náñez Alonso, Javier Jorge-Vázquez, Miguel Ángel Echarte Fernández, David Sanz Bas · 2024 · Humanities and Social Sciences Communications
70. Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach
    Elroi Hadad, D.K. Malhotra, Evangelos Vasileiou · 2024 · Finance research letters
71. The making of mining expectations: mining romanticism and historical memory in a neoliberal political landscape
    Simon Haikola, Jonas Anshelm · 2017 · Social & Cultural Geography
72. Permanent and transitory price shocks in commodity futures markets and their relation to speculation
    Marco Haase, Yvonne Zimmermann, Heinz Zimmermann · 2018 · Empirical Economics
73. The role of financial investors in determining the commodity futures risk premium
    Mohammad Isleimeyyeh · 2020 · Journal of Futures Markets
74. Does the tea market require a futures contract? Evidence from the Sri Lankan tea market
    Devmali Perera, Jedrzej Pawel Bialkowski, Martin T. Bohl · 2020 · Research in International Business and Finance
75. Do speculators drive commodity prices away from supply and demand fundamentals?
    Raymond P. H. Fishe, Aaron Douglas Smith · 2018 · Journal of commodity markets
76. Do Cointegrated Commodities Bubble Together? The Case of Hog, Corn, and Soybean
    Christos A. Alexakis, Guillaume Bagnarosa, Michael Dowling · 2017 · SSRN Electronic Journal
77. The ‘Necessary Evil’ in Chinese Commodity Markets
    John Hua Fan, Di Mo, Tingxi Zhang · 2019 · Journal of commodity markets
78. Dynamic impact of China's stock market on the international commodity market
    Shaobo Wen, Haizhong An, Shupei Huang, Xueyong Liu · 2018 · Resources Policy
79. Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies
    Michael K. Adjemian, Philip Garcia, Scott H. Irwin, Aaron Douglas Smith · 2013 · AgEcon Search (University of Minnesota, USA)
80. Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility
    Venegas, María del Rosario, Feregrino, Jorge, Lay, Nelson, Espinosa-Cristia, Juan Felipe · 2024 · International Journal of Financial Studies
81. Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market
    Antonio Focacci · 2023 · China Finance Review International
82. Commodity futures with thinly traded cash markets: The case of live cattle
    Ted C. Schroeder, Glynn T. Tonsor, Brian K. Coffey · 2018 · Journal of commodity markets
83. The market response to government crop news under different release regimes
    Michael K. Adjemian, Scott H. Irwin · 2019 · Journal of commodity markets
84. Price bubbles and market integration in global sugar futures markets
    Huilian Huang, Tao Xiong · 2019 · Journal of Applied Economics
85. Long‐short speculator sentiment in agricultural commodity markets
    Oliver Borgards, Robert Czudaj · 2022 · International Journal of Finance & Economics
86. Hedging and Speculative Pressures: An Investigation of the Relationships among Trading Positions and Prices in Commodity Futures Markets
    Georg V. Lehecka, Lehecka, Georg V. · 2013 · AgEcon Search (University of Minnesota, USA)
87. Biofuel policies and the impact of developing countries’ policy responses to the 2007–2008 food price boom
    Harry de Gorter, Dušan Drábik · 2016 · Global Food Security
88. Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures
    Marco Haase, Matthias Huss · 2017 · Journal of commodity markets
89. Dynamic co-movements and directional spillovers among energy futures
    Sercan Demiralay, Nikolaos L. Hourvouliades, Athanasios Fassas · 2020 · Studies in Economics and Finance
90. Price volatility, market regulation and risk management: challenges for the future of the CAP
    Vincent Chatellier, Chatellier, Vincent · 2011 · RePEc: Research Papers in Economics
91. Financialization and Commodity Markets Serial Dependence
    Zhi Da, Ke Tang, Yubo Tao, Liyan Yang · 2018 · SSRN Electronic Journal
92. Trading commodity ETFs: Price behavior, investment insights, and performance analysis
    Elroi Hadad, D.K. Malhotra, Srinivas Nippani · 2024 · Journal of Futures Markets
93. Speculation and its impact on liquidity in commodity markets
    Michael Ludwig · 2018 · Resources Policy
94. Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it?
    Ioannis Chatziantoniou, Stavros Antonios Degiannakis, George N. Filis, T A Lloyd · 2020 · The Energy Journal
95. Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets
    Amine Ben Amar, Stéphane Goutte, Mohammad Isleimeyyeh · 2022 · The Quarterly Review of Economics and Finance
96. Empirical study of speculation roles in international copper price bubble formation
    Liuguo Shao, Xuehong Zhu, Jianbai Huang, Hongsheng Li · 2013 · Transactions of Nonferrous Metals Society of China
97. Classical field theory
    Belal Ehsan Baaquie · 2018 · Cambridge University Press eBooks
98. Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization
    Zeno Adams, Maria Kartsakli · 2017 · SSRN Electronic Journal
99. Hedging firm's idiosyncratic risk from commodity financialization
    Baochen Yang, Peixuan Geng, Ying Fan · 2023 · International Review of Economics & Finance
100. When will food price bubbles burst? A review
     Xiaoqing Wang, Chi‐Wei Su, Ran Tao, Oana‐Ramona Lobonţ · 2018 · Agricultural Economics (Zemědělská ekonomika)