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 401–487 of 487

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  10. Conclusions
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  11. Introduction
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  12. Renormalization group and phase transitions
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  13. Strategic Asset Allocation in the Times of Financialized Commodity Markets
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  15. Operator expectation and S matrix
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  18. Commodity Market Contagion Under Uncertainty: Evidence from the Perspective of Financialization Versus Hedging Strategy
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  19. A Structural Approach to Disentangling Speculative and Fundamental Influences on the Price of Corn
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  20. Scalar quantum field
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  22. Agriculture and Finance
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  23. A literatura sobre financeirização a partir de uma abordagem bibliométrica (1992 - 2017)
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  24. Risks and Risk Premiums in Commodity Markets
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  25. Acceleration action
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  26. Synopsis
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  27. Two-dimensional quantum electrodynamics
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  28. Fields of Gold
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  29. Simulation of nonlinear interest rates*
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  30. Forward interest rates’ quantum field*
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  31. Index
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  32. Foreword
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  33. β-function; fixed points
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  34. Nonlinear interest rates’ quantum field*
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  35. Futures asset prices*
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  36. Epilogue
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  37. Risky interest rates’ quantum fields*
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  38. Preface
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  39. Nonlinear scalar field: Feynman diagrams
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  40. Photon gauge field
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  41. References
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  42. Is Financialization Killing Commodity Investments?
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  43. Effective action
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  44. Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty
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  45. Renormalization
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  46. Bosonic string theory
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  47. Option theory*
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  48. Quantum mechanics
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  49. Interest rate range accrual swap*
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  50. Agriculture and Finance
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  56. Abbreviations
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  57. Notes
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  58. Copyright Page
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  59. Dedication
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  81. Vers des approches dynamiques des marchés énergétiques : effet de la financiarisation
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  86. Indeksy towarowe III generacji a efektywność inwestycji finansowych na rynkach towarowych
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