Index Funds, Financialization, and Commodity Futures Markets

Irwin, Scott H., Sanders, Dwight R.·2011·Applied Economic Perspectives and Policy

Cited by (487)

Items 201–300 of 487

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  2. Increasing Food and Energy Prices in 2008: What Were the Causes and Who Was to Blame?
    Jostein Brobakk, Reidar Almås · 2020 · International journal of sociology of agriculture and food
  3. APPROACHES TO PRICE FORMATION IN FINANCIALIZED COMMODITY MARKETS
    Sophie van Huellen · 2019 · Journal of Economic Surveys
  4. Commodity Price Comovement: The Case of Cotton
    Joseph P. Janzen, Aaron Douglas Smith · 2012 · AgEcon Search (University of Minnesota, USA)
  5. Have food and financial markets integrated?
    Georg V. Lehecka · 2014 · Applied Economics
  6. Commodity market risk from 1995 to 2013: an extreme value theory approach
    Torun Fretheim, Glenn Kristiansen · 2015 · Applied Economics
  7. Investing in Commodities
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  8. Dynamic volatility transfer in the European oil and gas industry
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  9. Price effects of commodity financialization: Review of the evidence
    Moses Mananyi Kupabado, Juergen Kaehler · 2024 · Journal of Economic Surveys
  10. Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?
    Amine Ben Amar, Stéphane Goutte, Mohammad Isleimeyyeh, Ramzi Benkraiem · 2022 · International Review of Financial Analysis
  11. Time-Varying Relation between Oil Shocks and European Stock Market Returns
    César Castro, Rebeca Jiménez‐Rodríguez, Renatas Kizys · 2023 · Journal of risk and financial management
  12. Oil market modelling: A comparative analysis of fundamental and latent factor approaches
    Mark Cummins, Michael Dowling, Fearghal Kearney · 2016 · International Review of Financial Analysis
  13. Continuity and Change in the International Economic Order: Towards a Sraffian Interpretation of the Changing Trend of Commodity Prices in the 2000s
    Franklin Serrano · 2013 · Palgrave Macmillan UK eBooks
  14. EXTREME WEATHER EVENTS AND CROP PRICE SPIKES IN A CHANGING CLIMATE
    Dirk Willenbockel · 2012
  15. Portfolio Diversification with Commodities in Times of Financialization
    Adam Zaremba · 2015 · International Journal of Finance & Banking Studies (2147-4486)
  16. Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates
    Scott H. Irwin · 2018 · Journal of commodity markets
  17. The informational role of spot prices and inventories
    James L. Smith, Rex Thompson, Thomas K. Lee · 2015 · The Journal of Energy Markets
  18. A Bitter Brew? Futures Speculation and Commodity Prices
    Jaap W. B. Bos, M. Van der Molen · 2012 · SSRN Electronic Journal
  19. Deconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement
    Michael K. Adjemian, Joseph P. Janzen, Colin Andre Carter, Aaron Douglas Smith · 2014 · RePEc: Research Papers in Economics
  20. The Impact of Speculation on Commodity Futures – A Review of the Findings of 100 Empirical Studies
    Marco Haase, Yvonne Seiler Zimmermann, Heinz Zimmermann · 2016 · SSRN Electronic Journal
  21. Catching the curl: Wavelet thresholding improves forward curve modelling
    Gabriel J. Power, James Eaves, Calum Greig Turvey, Dmitry V. Vedenov · 2017 · Economic Modelling
  22. Who Wins and Who Loses? Trader Returns and Risk Premiums in Agricultural Futures Markets
    Nicole Moran, Scott H. Irwin, Philip Garcia · 2020 · Applied Economic Perspectives and Policy
  23. Dynamics of a Newly Established Agricultural Commodities Market: Financialization, Hedging and Portfolio Diversification in Turkey
    Türker AÇIKGÖZ, Özge Sezgin Alp, Nazlan Belemir Alkan · 2023 · Annals of Financial Economics
  24. On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model
    Wei Yao, Constantinos Alexiou · 2023 · International Review of Economics & Finance
  25. Implied volatility surface predictability: The case of commodity markets
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  26. Sprawl matters: the evolution of fringe land, natural amenities and disposable income in a Mediterranean urban area
    Luca Salvati, Ioannis Z. Gitas, Tullia Valeria Di Giacomo, Efthymia Sarantakou, Margherita Carlucci · 2015 · Environment Development and Sustainability
  27. Econometrics as evidence? Examining the ‘causal’ connections between financial speculation and commodities prices
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  28. Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices
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  29. When US sneezes, clichés spread: How do the commodity index funds react then?
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  30. Commodity and Asset Pricing Models: An Integration
    Gonzalo Cortázar, Ivo Kovačević, Eduardo S. Schwartz · 2013 · National Bureau of Economic Research
  31. The Financialization of Food?
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  32. Index trading and agricultural commodity prices: A panel Granger causality analysis
    Gunther Capelle‐Blancard, Dramane Coulibaly · 2012 · Économie internationale
  33. Theoretical and methodological aspects of ensuring the sustainable development of agro-food systems
    Marina Ye. Kadomtseva · 2022 · Izvestiya of Saratov University Economics Management Law
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  37. The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets
    Alankrita Goswami, Michael K. Adjemian, Berna Karali · 2022 · Food Policy
  38. How Could We Have Been So Wrong? The Puzzle of Disappointing Returns to Commodity Index Investments
    Scott Main, Scott H. Irwin, Dwight R. Sanders, Aaron Douglas Smith · 2013
  39. Financialization of the Commodities Markets: A Non-technical Introduction
    Rene A. Carmona · 2015 · Fields Institute communications
  40. State regulation of mining in a post-fordist economy: Local vulnerability in the shadow of hierarchy
    Simon Haikola, Jonas Anshelm · 2017 · Political Geography
  41. Commodity Prices in Empirical Research
    Jean-François Carpantier · 2020 · Dynamic modeling and econometrics in economics and finance
  42. Is the interest rate more important than inventories? The case of agricultural commodities in the context of the financialization process
    Universidad de Buenos Aires, Esteban Otto Thomasz, Juan Miguel Massot, Universidad de Buenos Aires, Gonzalo Rondinone, Universidad de Buenos Aires · 2016 · Lecturas de Economía
  43. Does the Masters Hypothesis Explain Recent Food Price Spikes?
    Scott H. Irwin, Irwin, Scott H. · 2012 · RePEc: Research Papers in Economics
  44. Der Einfluss von Long-only-Indexfonds auf die Preisfindung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten
    Sören Prehn, Thomas Glauben, Jens‐Peter Loy, Ingo Pies, Matthias Georg Will · 2013 · RePEc: Research Papers in Economics
  45. Comovement, Index Investing and the Financialization of Commodities
    Matteo Bonato, Luca Taschini · 2015 · SSRN Electronic Journal
  46. Managing High and Volatile Food Prices
    Will J. Martin, Martin, William J. · 2012 · RePEc: Research Papers in Economics
  47. Systemic risk and oil price volatility shocks
    Ioannis Chatziantoniou, Gönül Çolak, Michail Filippidis, George N. Filis, Panagiotis Tzouvanas · 2025 · Journal of Financial Stability
  48. The Essence of Relationships between the Crude Oil Market and Foreign Currencies Market Based on a Study of Key Currencies
    Marek Szturo, Bogdan Włodarczyk, Ireneusz Miciuła, Karolina Szturo · 2021 · Energies
  49. Comparing factors affecting Chinese institutional investors’ willingness to pay for green bonds in Beijing, Shanghai, and Shenzhen
    Yoshihiro Zenno, Kentaka Aruga · 2023 · Cogent Business & Management
  50. FINANCEIRIZAÇÃO E O MERCADO DE COMMODITIES: UMA AVALIAÇÃO A PARTIR DO SETOR DE MINERAL
    Bruno Milanez, Maíra Sertã Mansur, Luiz Jardim Wanderley · 2019 · Revista Tamoios
  51. $25 spring wheat was a bubble, right?
    Xiaoli Liao Etienne, Scott H. Irwin, Philip Garcia · 2015 · Agricultural Finance Review
  52. Betreiben Indexfonds Agrarspekulation? Erläuterungen zum Geschäftsmodell und zum weiteren Forschungsbedarf
    Söven Prehn, Thomas Glauben, Ingo Pies, Matthias Georg Will, Jens‐Peter Loy · 2013 · De Gruyter eBooks
  53. Schadet oder nützt die Finanzspekulation mit Agrarrohstoffen? — Ein Literaturüberblick zum aktuellen Stand der empirischen Forschung
    Matthias Georg Will, Sören Prehn, Ingo Pies, Thomas Glauben · 2013 · List Forum für Wirtschafts- und Finanzpolitik
  54. Die zivilgesellschaftliche Kampagne gegen Finanzspekulationen mit Agrarrohstoffen – Eine wirtschaftsethische Stellungnahme
    Ingo Pies · 2013 · De Gruyter eBooks
  55. Factors behind the price increase in the agricultural sector at the beginning of the twenty-first century: Rent, wages, oil and productivity
    Hernán Alejandro Roitbarg · 2021 · Revista Desarrollo y Sociedad
  56. The impact of long-only index funds on price discovery and market performance in agricultural futures markets
    Sören Prehn, Thomas Glauben, Jens‐Peter Loy, Ingo Pies, Matthias Georg Will · 2014 · RePEc: Research Papers in Economics
  57. Price Discovery in Agricultural Commodities: The Shifting Relationship Between Spot and Future Prices
    Lucia Baldi, Massimo Peri, Daniela Vandone · 2011 · RePEc: Research Papers in Economics
  58. Arbitrage and the Financial-Physical Nexus in Commodity Markets
    Louis H. Ederington, Chitru S. Fernando, Kateryna V. Holland, Thomas K. Lee, Scott C. Linn · 2012 · SSRN Electronic Journal
  59. An Analysis of the Impact of the Financialization of Commodity Markets
    T. Ndawona, Gavin Keeton, Nicolette Cattaneo, Laurence Mann · 2019 · Studies in Economics and Econometrics
  60. Explaining the Rise in Agricultural Prices: Impact of Neoliberal Policies on the Agrarian Economy
    Shouvik Chakraborty · 2015 · Agrarian South Journal of Political Economy A triannual Journal of Agrarian South Network and CARES
  61. The Politics of Commodity Derivatives Reform in the EU and the USA
    Jakob Engel · 2019 · Cambridge University Press eBooks
  62. Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis
    Christopher Burns, Daniel Prager · 2024 · Journal of commodity markets
  63. Prefeasibility Study of an ASEAN Rice Futures Market
    Andrew M. McKenzie · 2012
  64. Could packers manipulate spot markets by tying contracts to futures prices? And do they?
    Tian Xia, John M. Crespi, Kevin C. Dhuyvetter · 2018 · Canadian Journal of Agricultural Economics/Revue canadienne d agroeconomie
  65. Motives, Forms and Directions of Financial Investors' Involvement in Commodity Markets
    Jerzy Dudziński · 2011
  66. Nearby and Deferred Quotes: What They Tell Us about Linkages and Adjustments to Information
    Mindy Lyn Mallory, Philip Garcia · 2015 · AgEcon Search (University of Minnesota, USA)
  67. Fourteen large commodity trading disasters: What happened and what can we learn?
    Sjur Westgaard, Stein Frydenberg, Sunil K. Mohanty · 2021 · Journal of commodity markets
  68. Inflation, Business Cycles, and Commodity Investing in Financialized Markets
    Adam Zaremba · 2015 · Business and Economics Research Journal
  69. The Role of Financial Investors on Commodity Futures Risk Premium
    Mohammad Isleimeyyeh · 2018 · SSRN Electronic Journal
  70. The Impact of Biodiversity Risk on US Agricultural Futures Markets
    Hongjun Zeng, Mohammad Zoynul Abedin · 2026 · Journal of Futures Markets
  71. Benefits and Consequences of Diversification: Evidence from Financialzed Commodity Portfolios
    Rangga Handika, Mahjus Ekananda · 2019 · Asian Business Research Journal
  72. The role of index traders in the financialization of commodity markets: A behavioral finance approach
    Camille Aït-Youcef, Marc Joëts · 2024 · Energy Economics
  73. Is Financialization Killing Commodity Investments?
    Adam Zaremba · 2015 · The Journal of Alternative Investments
  74. The Dynamic Volatilities and Correlations between German Stock Market Indices and Commodities: Evidence from Wavelet and MGARCH-DCC Approaches
    Ahmad Monir Abdullah, Maizatulakma Binti Abdullah, Romlah Jaffar · 2022 · Asian Economic and Financial Review
  75. Do Extreme CIT Position Changes Move Prices in Grain Futures Markets?
    Jiarui Li, Scott H. Irwin, Xiaoli Liao Etienne · 2022 · Journal of Agricultural and Applied Economics
  76. Handbook on Sustainable Investments: Background Information and Practical Examples for Institutional Asset Owners
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  77. Investor sentiment and market fundamentals: the impact of index investment on energy and metals markets
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  78. NEGATIVE CORRELATION BETWEEN STOCK AND FUTURES RETURNS: AN UNEXPLOITED HEDGING OPPORTUNITY?
    Parantap Basu, William T. Gavin · 2016 · Bulletin of Economic Research
  79. Agricultural and Soft Markets
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  80. Liquidity Timing in Commodity Markets and the Impact of Financialization
    Andreas Neuhierl, Andrew Thompson · 2015 · SSRN Electronic Journal
  81. Speculation, Embedding and Food Prices: A Cointegration Analysis
    A. Jason Windawi · 2012 · SSRN Electronic Journal
  82. ‘Because it matters’
    B Bayley · 2024 · Journal of Agricultural Economics
  83. The predictive effect of heterogeneous investor behavior on commodity pricing
    Hang Shao, Li Zhou · 2025 · Humanities and Social Sciences Communications
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    Zunxin Zheng, Gaiyan Zhang, Yingzhao Ni · 2024 · Journal of Futures Markets
  85. Commodity financialization and firm investment:Implications for market efficiency and economic stability in emerging markets
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  86. Discussion: Agricultural Commodities and Agribusiness Stocks as Financial Assets
    B. Wade Brorsen · 2012 · Journal of Agricultural and Applied Economics
  87. Macroeconomic Determinants of Commodity Returns in Financialized Markets
    Adam Zaremba · 2014 · International Journal of Economics and Finance
  88. Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896
    Martin T. Bohl, Alexander Pütz, Pierre L. Siklos, Christoph Sulewski · 2020 · Journal of Futures Markets
  89. International Interdependence between Cash Crop and Staple Food Futures Price Indices: A Dynamic Assessment
    El Mamoun Amrouk, Thomas Heckelei, Stephanie‐Carolin Grosche · 2019 · Journal of Agricultural and Applied Economics
  90. New evidence on commodity stocks
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  91. Co-movement of Commodity Prices - Results from Dynamic Time Warping Classification
    Sławomir Śmiech · 2015 · Krakow Review of Economics and Management/Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie
  92. Financialisation of Commodity Markets: Evidence from India
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  93. Low-Frequency Volatility in China’s Gold Futures Market and Its Macroeconomic Determinants
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  94. Agricultural Futures Markets
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  95. An empirical analysis of the correlation between large daily changes in grain and oil futures prices
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