Cited By
2024Journal of Economic SurveysPrice effects of commodity financialization: Review of the evidenceMoses Mananyi Kupabado, Juergen Kaehler
2023SSRN Electronic JournalThe Valuation Effects of Index Investment in Commodity FuturesMichel Dubois, Loïc Maréchal
2022Journal of Agricultural and Applied Economics: Vol. 54, Issue 4Do Extreme CIT Position Changes Move Prices in Grain Futures Markets?Jiarui Li, Scott H. Irwin, Xiaoli Etienne
2022Applied Economic Perspectives and Policy: Vol. 44, Issue 3Measurement errors in index trader positions data: Is the price pressure hypothesis still invalid?Martin T. Bohl, Nicole Branger, Mark Trede
2021Review of Financial Economics: Vol. 39, Issue 4Do crude oil futures still fuel portfolio performance?Anja Vinzelberg, Benjamin R. Auer
2021Journal of Economic Behavior & Organization: Vol. 191The state-dependent trading behavior of banks in the oil futures marketDaniel Bierbaumer, Malte Rieth, Anton Velinov
2020The Review of Asset Pricing Studies: Vol. 10, Issue 3Historical Returns of the Market PortfolioRonald Doeswijk, Trevin Lam, Laurens Swinkels
2020The North American Journal of Economics and Finance: Vol. 52The economic and financial properties of crude oil: A reviewKorbinian Lang, Benjamin R. Auer
2018Annals of Operations Research: Vol. 260, Issue 1-2The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic ProgrammingViktor Manahov
2018Energy Economics: Vol. 72Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures pricesLei Yan, Scott H. Irwin, Dwight R. Sanders
2017Journal of Agricultural Economics: Vol. 68, Issue 2Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures MarketsDwight R. Sanders, Scott H. Irwin
2016SSRN Electronic Journal Exploring Commodity Trading Activity: An Integrated Analysis of Swaps and FuturesScott Mixon, Esen Onur, Lynn Riggs
2016Journal of Economics and Finance: Vol. 40, Issue 3The regime-switching risk premium in the gold futures marketSeth J. Kopchak
2016Journal of Agricultural Economics: Vol. 67, Issue 3Volatility in Oilseeds and Vegetable Oils Markets: Drivers and SpilloversBernhard Brümmer, Olaf Korn, Kristina Schlüßler, Tinoush Jamali Jaghdani
2016Energy Economics: Vol. 53Modelling futures price volatility in energy markets: Is there a role for financial speculation?Matteo Manera, Marcella Nicolini, Ilaria Vignati
2015Journal of Banking & Finance: Vol. 60Financialization in commodity markets: A passing trend or the new normal?Zeno Adams, Thorsten Glück
2014Journal of Agricultural Economics: Vol. 65, Issue 2The Role of Index Trading in Price Formation in the Grains and Oilseeds MarketsChristopher L. Gilbert, Simone Pfuderer
2014SSRN Electronic JournalA General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude OilChristiane Baumeister, Lutz Kilian


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