Index Funds, Financialization, and Commodity Futures Markets

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

DOI 10.1093/aepp/ppq032

Cited by (487)

Items 301–400 of 487

Is Beta Dead for Commodities?
Sjur Westgaard, Marie Steen · 2017 · The Journal of Investing
The analysis of wheat prices using multiple structural breakpoint co-integration test
Gökhan ÇINAR, Adnan Hushmat · 2021 · Panoeconomicus
Energy Market Financialization and Its Policy Implications
Fei Wu, Dayong Zhang, Qiang Ji · 2023 · Springer eBooks
The impact of deviations from soybean product crushing estimates on return and risk
Hussein Abdoh, Michael Chitavi · 2024 · Agricultural Economics
Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement
Jean Cordier, Alexandre Gohin · 2014 · Économie rurale
Trend Following Strategies in Commodity Markets and the Impact of Financialization
Andreas Neuhierl, Andrew Thompson · 2014
Hedging and Speculation: A Discussion on the Economic Role of Commodity Futures Markets (Including the Oil Markets)
Hilary Till · 2014 · Springer eBooks
Financiarización de commodities: la incidencia de la tasa de interés en el precio del frijol de soya durante el periodo 1990-2014
Gonzalo Rondinone, Esteban Otto Thomasz · 2016 · Análisis Económico
Politics below the Surface
Lindsay Shade · 2017 · UKnowledge (University of Kentucky)
Crawling financialization in Central and Eastern Europe using the example of Agriculture
Justyna Franc‐Dąbrowska · 2020 · ECONOMIA AGRO-ALIMENTARE
Exploring the dynamics of the equity–commodity nexus: A study of base metal futures
Ipsita Saishree, Puja Padhi · 2022 · Journal of Futures Markets
Agricultural price volatility and speculation by commodity index funds: a theoretical analysis
Alexandre Gohin, Jean Cordier · 2017 · Agricultural Finance Review
Speculation in the Agricultural Commodity Market
Katarzyna Czech · 2013 · Zeszyty Naukowe SGGW w Warszawie - Problemy Rolnictwa Światowego
Rising and Volatile Food Prices: Are Index Fund Investors to Blame?
Marcel Prokopczuk, Lazaros Symeonidis, Timo Verlaat · 2014 · SSRN Electronic Journal
Portfolio Selection with Commodities Under Conditional Copulas and Skew Preferences
Carlos González Pedraz, Manuel Moreno, Juan Ignacio Peña · 2012 · SSRN Electronic Journal
Discourse and Regulation Failures: The Ambivalent Influence of NGOs on Political Organizations
Matthias Georg Will, Ingo Pies · 2014 · SSRN Electronic Journal
Are Popular Narratives Regarding Recent Commodity Price Spikes Accurate?
Hilary Till · 2015 · SSRN Electronic Journal
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors
Massimo Guidolin, Manuela Pedio · 2018 · SSRN Electronic Journal
Is the Supply Curve for Commodity Futures Contracts Upward Sloping?
Lei Yan, Scott H. Irwin, Dwight R. Sanders · 2019 · SSRN Electronic Journal
Trade Flows and Retail Investor Impacts in Commodity Futures Markets
Mark J. Ready, Robert Ready · 2018 · SSRN Electronic Journal
Cryptoliquidity: The Blockchain and Monetary Stability
James Caton · 2018 · SSRN Electronic Journal
Agriculture and Finance
Jennifer A. Clapp (University of Waterloo), Sarah J. Martin · 2017 · Springer eBooks
Ride the trend: Is there spread momentum profit in the US commodity markets?
Quanbiao Shang, Teresa Serra, Philip Garcia · 2022 · Journal of Agricultural Economics
Co-movement of commodity futures and stock markets
Yixi Yang · 2024 · Highlights in Business Economics and Management
U.S. PRESIDENTIAL ELECTIONS AND AGRICULTURAL MARKET VOLATILITY. IS THERE A “TRUMP EFFECT” ON GRAIN COMMODITIES?
Michał Wielechowski, Katarzyna Czech · 2025 · Annals of the Polish Association of Agricultural and Agribusiness Economists
Financial investors and cross-commodity markets integration
Mohammad Isleimeyyeh · 2025 · Journal of commodity markets
Commodity Spillovers and Risk Hedging: The Evolving Role of Gold and Oil in the Indian Stock Market
Narayana Maharana, Ashok Kumar Panigrahi, Suman Kalyan Chaudhury · 2025 · Commodities
Speculative Trading in Energy Markets: Evidence from Macroeconomic Surprises
Simon-Pierre Boucher, Marie‐Hélène Gagnon, Gabriel J. Power · 2025 · The Energy Journal
Does Financial Stress Affect Commodity Futures Traders' Positions?
Shengwu Du, Travis D. Nesmith, Yanggen Heppe · 2025 · Journal of Futures Markets
Wie viel Markt und wie viel Regulierung braucht eine nachhaltige Agrarentwicklung?
Astrid Häger, Dieter Kirschke, Konrad Hagedorn, Silke Hüttel · 2014 · Berichte über Landwirtschaft - Zeitschrift für Agrarpolitik und Landwirtschaft
Price Non-Convergence in Commodities: A Case Study of the Wheat Conundrum
Sophie van Huellen · 2013 · SOAS Research Online (SOAS University of London)
'Investing' in Commodity Futures Markets: Are the Lambs Being Led to Slaughter?
Dwight R. Sanders, Scott H. Irwin · 2011 · AgEcon Search (University of Minnesota, USA)
Have food and financial markets integrated? An empirical assessment on aggregate data
Georg V. Lehecka, Lehecka, Georg V. · 2013
Integration of Commodity Derivative Markets: Has It Gone Too Far?
Delphine Lautier, Julien Ling, Franck Raynaud · 2015 · Fields Institute communications
Food Security and Food Price Volatility
Jörg Mayer · 2015 · Springer eBooks
You can't squeeze blood out of a turnip: misconceptions of commodity investments and their disappointing returns
Scott Main · 2014 · Illinois Digital Environment for Access to Learning and Scholarship (University of Illinois at Urbana-Champaign)
THE CHANGING COMMODITY MARKETS - WORK ON EU REGULATIONS
Jan Żelazny · 2015 · Acta academica karviniensia
Financialization of Commodity Market in India: Implications for Intragroup Investing
Ipsita Saishree, Puja Padhi · 2022 · India studies in business and economics
Bonds: Index-linked stochastic coupons*
Belal Ehsan Baaquie · 2018 · Cambridge University Press eBooks
Wykorzystanie surowców w dywersyfikacji portfela wobec zjawiska finansjalizacji
Adam Zaremba · 2014 · Studia Ekonomiczne / Polska Akademia Nauk. Instytut Nauk Ekonomicznych
Makroekonomiczne determinanty stóp zwrotu na rynkach surowców w warunkach finansjalizacji
Adam Zaremba · 2014
The regime-switching risk premium in the gold futures market
Seth J. Kopchak · 2015 · Journal of Economics and Finance
Convenience Yield Risk Premiums 1
Rangga Handika, Olaf Korn, Stefan Trueck · 2014
Tracking spot oil: The elusive quest
Ludwig B. Chincarini · 2019 · Journal of commodity markets
Waren, Wissen und „Raum“: Die Dunklen Seiten globaler Lieferketten im Lebensmittelhandel
Stefan Ouma · 2020 · Springer eBooks
Have institutional investors stocks portfolio strategies affected oil prices in a financialization context?
Antonio Focacci · 2021 · Studies in Economics and Finance
Resilience of Grain Storage Markets to Upheaval in Futures Markets
Emma Hayhurst, B. Wade Brorsen · 2023 · Research on World Agricultural Economy
Financialization in Commodity Markets: Disentangling the Crisis from the Style Effect
Zeno Adams, Thorsten W. Glück · 2013 · SSRN Electronic Journal
Quantifying the Effects of New Derivative Introduction on Exchange Volatility, Efficiency and Liquidity
Shaen Corbet · 2012 · SSRN Electronic Journal
국제곡물가격의 변동성 요인분석과 한국의 정책적 대응 (The Determinants of Price Volatility in Food Crops and Policy Implications for Korea)
Jin Kyo Suh, Jun Lee, Hanho Kim · 2013 · SSRN Electronic Journal
Essays on commodity futures markets
Χαρούλα Δασκαλάκη · 2012
A Financialization Model of Crude Oil Markets
Takashi Kanamura · 2015 · SSRN Electronic Journal
Price Volatility in the Food Markets
Hilary Till · 2011 · SSRN Electronic Journal
Financialization of Agricultural Commodity Markets: Do Financial Data Help to Forecast Agricultural Prices
Xiaoli Liao Etienne, Etienne, Xiaoli L. · 2015 · RePEc: Research Papers in Economics
Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis
Lucia Baldi, Massimo Peri, Daniela Vandone · 2016 · RePEc: Research Papers in Economics
Agricultural Commodity Futures Price Volatility: A Market Regulatory Policy Study
George P. Apperson, Apperson, George P. · 2017 · RePEc: Research Papers in Economics
Agriculture and Finance
Jennifer A. Clapp (University of Waterloo), Sarah J. Martin · 2014 · Springer eBooks
Hedging Efficiency of Gold Option Contracts in India
Velmurugan Palaniappan Shanmugam, Johnson Clement · 2019 · SSRN Electronic Journal
Agriculture and Finance
Jennifer A. Clapp (University of Waterloo), Sarah J. Martin · 2017 · Springer eBooks
Measuring Financial Investor Presence through Term Structure Deflection
Zeno Adams, Solène Collot, Andrei Kirilenko · 2022 · SSRN Electronic Journal
Dynamic Volatility Transfer in the European Oil and Gas Industry
Balazs Bence Kotro, Zsuzsa R. Huszár · 2023 · SSRN Electronic Journal
The Role of Index Traders in the Financialization of Commodity Markets: A Behavioral Finance Approach
Marc Joëts, Camille Aït-Youcef · 2023 · SSRN Electronic Journal
When Benchmarks Fail: The Causes and Consequences of Negative Oil Prices
Erik P. Gilje, Robert Ready, Nikolai L. Roussanov, Jérôme P. Taillard · 2023 · SSRN Electronic Journal
Financialization of Commodity : the Role of Financial Investors in Commodity Markets
Mohammad Isleimeyyeh · 2017
Entre a fome e a burocracia : políticas públicas e a segurança alimentar na Índia
James Augusto Pires Tibúrcio · 2015
Examination on the Flow Characteristic of Crude Oil: Evidence from the Risk-Neutral Moments
Arjun Chatrath, Hong Miao, Sanjay Ramchander, Tianyang Wang · 2015 · SSRN Electronic Journal
Dynamics of Commodity Prices. A Potential Function Approach with Numerical Implementation
Giuseppe Ciociola · 2013 · Aisberg (University of Bergamo)
The Impact of Financialization on the Benefits of Incorporating Commodity Futures in Actively Managed Portfolios
Ramesh Adhikari, Kyle J. Putnam, Neal C. Maroney · 2014 · SSRN Electronic Journal
Two Essays in Finance: “Selection Biases and Long-run Abnormal Returns” And “The Impact of Financialization on the Benefits of Incorporating Commodity Futures in Actively Managed Portfolios”
Ramesh Adhikari · 2015 · ScholarWorks @ The University of New Orleans (The University of New Orleans)
Integration of Commodity Derivative Markets: Has it Gone Too Far ?
Delphine Lautier, Julien Ling, Franck Raynaud · 2014 · SSRN Electronic Journal
Markets and Prices
J.M. Welch, Carl E. Shafer, David A. Bessler · 2014 · Elsevier eBooks
ANÁLISE DA INFLUÊNCIA DO MERCADO FINANCEIRO SOBRE O MERCADO FUTURO AGROPECUÁRIO NO BRASIL
Viviane Araujo da Silva, Leonardo Bornacki de Mattos, Alexandre Bragança Coelho · 2014 · Revista de Economia
I fattori che determinano l'andamento dei prezzi dei cereali e la loro volatilità: un approccio econometrico mediante l'impiego di modelli in forma ECM e in differenze.
Federico Trevisiol · 2014
Modeling Financial Markets with Heterogeneous Agents
Steven D. Baker · 2013 · KiltHub Repository
The impact of excessive speculation on commodity market prices
Adam J. Mathews · 2012 · Utrecht University Repository (Utrecht University)
Options trading in agricultural futures markets: A reasonable instrument of risk hedging, or a driver of agricultural price volatility?
Thomas Glauben, Sören Prehn, Tebbe Dannemann, Bernhard Brümmer, Jens‐Peter Loy · 2014 · AgEcon Search (University of Minnesota, USA)
Speculation and Return Volatility: Evidence from the WTI Crude Oil Market
Rui Wang · 2013
Featured Article The Economics of Grain Price Volatility
Brian D. Wright · 2010
Agricultural Commodity Futures Market Volatility: A Case for Punctuated Equilibrium
George P. Apperson, Apperson, George P. · 2014 · RePEc: Research Papers in Economics
The impact of long-only index funds on price discovery and market performance in agricultural futures markets [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 · 2014 · RePEc: Research Papers in Economics
Skepticism About Commodity Futures Markets: An Answer
Hilary Till · 2015 · SSRN Electronic Journal
Essays in Risk Management for Crude Oil Markets
Abdullah Al Mansour · 2012 · UWSpace (University of Waterloo)
Derivative hedging strategies for bitumen price risk
Lönnrot, Melina · 2016 · Doria (University of Helsinki)
Food price changes and food security in developing countries: a multidimensional analysis
Banchayehu Tessema Assefa, Koos Gardebroek · 2015
Lessons from History on Commodity Futures Trading Controversies
Hilary Till · 2015 · SSRN Electronic Journal
Modelling the behaviour of arbitragers and speculators in the crude oil futures market
Obaid Anwar Awan · 2016 · RMIT Research Repository (RMIT University Library)
The Role of Index Traders in Agricultural Commodities
Rita Guerra Junqueiro Sapage · 2012 · Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)
Commodities I: Derivatives Markets
Luc Nijs · 2014 · Palgrave Macmillan UK eBooks
Financialisation of goods in China
Zehao Liu · 2017 · Economic and Political Studies
Financialization of Commodity Markets and Regulation of European Union Commodity Derivatives Market
Jacek Dariusz Tomaszewski · 2016 · Zeszyty Naukowe Uniwersytetu Szczecińskiego. Finanse, Rynki Finansowe, Ubezpieczenia
The Commodity Derivatives Markets from a Broadly Conceptual Perspective
Hilary Till · 2017 · SSRN Electronic Journal
Examining the influence of intellectuals on commodity speculation
Sean Field · 2017 · Geoforum
Volatility Transmission across Commodity Futures Markets
Frankie Chau · 2018 · Oxford University Press eBooks
Analyzing the Structural Transformation of Commodity Markets: Financialization Revisited
Filippo Natoli · 2018 · SSRN Electronic Journal
Prospects of development futures market in agrarian sector of economy
Oksana B. Sadura, М. Богач · 2016 · AGRARIAN ECONOMY
Recent movement of oil prices and future scenarios
Fernando Antônio Lucena Aiube, Ariel Levy · 2019 · Nova Economia
Can Gaussian factor models of commodity prices capture the financialization phenomenon?
Fernando Antônio Lucena Aiube, Winicius Botelho Faquieri · 2019 · The North American Journal of Economics and Finance
The Impact of Macroeconomic Information Releases and Information Asymmetry on Market Quality and Price Discovery in Modern Derivatives Markets
Michael Garcia Santana · 2019 · Research Online (University of Wollongong)
Análise da dinâmica do preço relativo da agropecuária
Lívea Silveira Coda · 2020
Path integral of asset prices*
Belal Ehsan Baaquie · 2018 · Cambridge University Press eBooks