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2023SSRN Electronic JournalThe Valuation Effects of Index Investment in Commodity FuturesMichel Dubois, Loïc Maréchalhttp://dx.doi.org/10.2139/ssrn.3942440
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 Etiennehttp://dx.doi.org/10.1017/aae.2022.40
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 Tredehttp://dx.doi.org/10.1002/aepp.13186
2021Review of Financial Economics: Vol. 39, Issue 4Do crude oil futures still fuel portfolio performance?Anja Vinzelberg, Benjamin R. Auerhttp://dx.doi.org/10.1002/rfe.1127
2021Journal of Economic Behavior & Organization: Vol. 191The state-dependent trading behavior of banks in the oil futures marketDaniel Bierbaumer, Malte Rieth, Anton Velinovhttp://dx.doi.org/10.1016/j.jebo.2021.09.031
2020The North American Journal of Economics and Finance: Vol. 52The economic and financial properties of crude oil: A reviewKorbinian Lang, Benjamin R. Auerhttp://dx.doi.org/10.1016/j.najef.2019.01.011
2020The Review of Asset Pricing Studies: Vol. 10, Issue 3Historical Returns of the Market PortfolioRonald Doeswijk, Trevin Lam, Laurens Swinkelshttp://dx.doi.org/10.1093/rapstu/raz010
2018Annals of Operations Research: Vol. 260, Issue 1-2The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic ProgrammingViktor Manahovhttp://dx.doi.org/10.1007/s10479-016-2286-1
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. Sandershttp://dx.doi.org/10.1016/j.eneco.2018.04.005
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. Irwinhttp://dx.doi.org/10.1111/1477-9552.12191
2016Energy Economics: Vol. 53Modelling futures price volatility in energy markets: Is there a role for financial speculation?Matteo Manera, Marcella Nicolini, Ilaria Vignatihttp://dx.doi.org/10.1016/j.eneco.2014.07.001
2016Journal of Economics and Finance: Vol. 40, Issue 3The regime-switching risk premium in the gold futures marketSeth J. Kopchakhttp://dx.doi.org/10.1007/s12197-014-9308-0
2016SSRN Electronic Journal Exploring Commodity Trading Activity: An Integrated Analysis of Swaps and FuturesScott Mixon, Esen Onur, Lynn Riggshttp://dx.doi.org/10.2139/ssrn.2888993
2016Journal of Agricultural Economics: Vol. 67, Issue 3Volatility in Oilseeds and Vegetable Oils Markets: Drivers and SpilloversBernhard Brümmer, Olaf Korn, Kristina Schlüßler, Tinoush Jamali Jaghdanihttp://dx.doi.org/10.1111/1477-9552.12141
2015Journal of Banking & Finance: Vol. 60Financialization in commodity markets: A passing trend or the new normal?Zeno Adams, Thorsten Glückhttp://dx.doi.org/10.1016/j.jbankfin.2015.07.008
2014Journal of Agricultural Economics: Vol. 65, Issue 2The Role of Index Trading in Price Formation in the Grains and Oilseeds MarketsChristopher L. Gilbert, Simone Pfudererhttp://dx.doi.org/10.1111/1477-9552.12068
2014SSRN Electronic JournalA General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude OilChristiane Baumeister, Lutz Kilianhttp://dx.doi.org/10.2139/ssrn.2499484

 

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