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Financialization of Commodity Markets
Open accessAbstract
The large inflow of investment capital to commodity futures markets in the past decade has generated a heated debate about whether financialization distorts commodity prices. Rather than focusing on the opposing views concerning whether investment flows caused a price bubble, we critically review academic studies through the perspective of how financial investors affect risk sharing and information discovery in commodity markets. We argue that financialization has substantially changed commodity markets through these mechanisms.
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“The involvement of these actors has exacerbated price volatility in food markets, linking food prices with the fluctuations of other financial assets, particularly during crises, as witnessed in the 2008 global recession”
From Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility (2024) · cites this paper as Cheng and Xiong 2014
Experimental — accuracy not yet measuredThe source backs part of the claim, not all of it — or backs it for a different population, condition or comparison.
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“The involvement of these actors has exacerbated price volatility in food markets, linking food prices with the fluctuations of other financial assets, particularly during crises, as witnessed in the 2008 global recession”
From Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility (2024) · cites this paper as Cheng and Xiong 2014
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“This interconnexion between the food system and the financial sector increases food price volatility, particularly during economic downturns like the 2008 recession (Cheng and Xiong 2014; Liu and Tang 2010).”
From Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility (2024) · cites this paper as Cheng and Xiong 2014
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Metadata
- Authors
- Cheng, I.-H., & Xiong, W.
- Affiliations
- Dartmouth College (US)
- National Bureau of Economic Research (US)
- Venue
- Annual Review of Financial Economics
- Publisher
- Annual Reviews
- Published
- 2014-12-01
- Volume
- 6
- Issue
- 1
- Pages
- 419-441
- ISSN
- 1941-1367 (ISSN-L)
- 1941-1375
- OpenAlex
- W3184178316
- Cited by
- 810
- References
- 88
- Citations by year
- 2026: 65 · 2025: 69 · 2024: 53 · 2023: 75 · 2022: 117 · 2021: 60 · 2020: 72 · 2019: 68 · 2018: 71 · 2017: 64 · 2016: 42 · 2015: 29 · 2014: 18
- FWCI
- 10.27
- Type
- journal article
- Language
- en
- Open access
- green
- doi.org
- Locations
- Annual Review of Financial Economics (publishedVersion)
- National Bureau of Economic Research (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- National Bureau of Economic Research (submittedVersion)
- Funders
- Smith Richardson Foundation
- Sid W. Richardson Foundation
- Topics
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Market Dynamics and Volatility
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Economics, Econometrics and Finance › Finance › Housing, Finance, and Neoliberalism
- Keywords
- financialization, commodity futures markets, price bubbles, risk sharing, information discovery, financial investors, commodity prices
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
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