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High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets

Luo, Jiawen; Ji, Qiang - In: Energy economics 76 (2018), pp. 424-438

Persistent link: https://www.econbiz.de/10011976696

Devil or angel? : the role of speculation in the recent commodity price boom (and bust)

Irwin, Scott H.; Sanders, Dwight R.; Merrin, Robert P. - In: Journal of agricultural and applied economics 41 (2009) 2, pp. 377-391

Persistent link: https://www.econbiz.de/10003889917

The adequacy of speculation in agricultural futures markets : too much of a good thing?

Sanders, Dwight R.; Irwin, Scott H.; Merrin, Robert P. - In: Applied economic perspectives and policy 32 (2010) 1, pp. 77-94

Persistent link: https://www.econbiz.de/10003961743

Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures

Luo, Jiawen; Zhang, Qun - In: The journal of futures markets 44 (2024) 2, pp. 151-217

Persistent link: https://www.econbiz.de/10014475455

Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets

Luo, Jiawen; Marfatia, Hardik A.; Ji, Qiang; Klein, Tony - In: Energy economics 117 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014437127

Smart money: the forecasting ability of CFTC large traders in agricultural futures markets

Sanders, Dwight R.; Irwin, Scott H.; Merrin, Robert P. - In: Journal of agricultural and resource economics : JARE ; … 34 (2009) 2, pp. 276-296

Persistent link: https://www.econbiz.de/10003892599

Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks

Luo, Jiawen; Zhang, Qun - In: Applied economics 53 (2021) 5, pp. 628-649

Persistent link: https://www.econbiz.de/10012416078

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517048

Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility

Marfatia, Hardik A.; Ji, Qiang; Luo, Jiawen - In: Journal of forecasting 41 (2022) 2, pp. 383-404

Persistent link: https://www.econbiz.de/10012817783

The Adequacy of Speculation in Agricultural Futures Markets : Too Much of a Good Thing?

Sanders, Dwight R. - 2010

This paper revisits the “adequacy of speculation” debate in agricultural futures markets using the positions held by index funds in the Commitment of Traders reports. Index fund positions were a relatively stable percentage of total open interest from 2006-2008. Traditional speculative...

Persistent link: https://www.econbiz.de/10013147581