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Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices

Yan, Lei; Irwin, Scott H.; Sanders, Dwight R. - In: Energy economics 72 (2018), pp. 486-504

Persistent link: https://www.econbiz.de/10011972365

Testing the Masters Hypothesis in commodity futures markets

Irwin, Scott H.; Sanders, Dwight R. - In: Energy economics 34 (2012) 1, pp. 256-269

Persistent link: https://www.econbiz.de/10009618857

Measuring index investment in commodity futures markets

Sanders, Dwight R.; Irwin, Scott H. - In: The energy journal 34 (2013) 3, pp. 105-127

Persistent link: https://www.econbiz.de/10009771880

The impact of financialization on the efficiency of commodity futures markets

Bohl, Martin T.; Irwin, Scott H.; Pütz, Alexander; … - In: Journal of commodity markets 31 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014477783

Mapping Algorithms, Agricultural Futures, and the Relationship Between Commodity Investment Flows and Crude Oil Futures Prices

Yan, Lei - 2020

Several studies employ mapping algorithms to infer index positions in WTI crude oil futures from positions in agricultural futures and report an economically large and statistically significant impact of index positions on crude oil futures prices. In this article, we provide direct evidence...

Persistent link: https://www.econbiz.de/10012849741

Commodity storage under backwardation : does the working curve still work?

Joseph, Kishore; Irwin, Scott H.; García, Philip - In: Applied economic perspectives and policy 38 (2016) 1, pp. 152-173

Persistent link: https://www.econbiz.de/10011616453

Market efficiency and marketing to enhance income of crop producers

Zulauf, Carl R.; Irwin, Scott H. - In: Review of agricultural economics : RAE 20 (1998) 2, pp. 308-331

Persistent link: https://www.econbiz.de/10001362807

Speculation and corn prices

Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Applied economics 50 (2018) 44, pp. 4724-4744

Persistent link: https://www.econbiz.de/10012061614

The "necessity" of new position limits in agricultural futures markets : the verdict from daily firm-level position data

Sanders, Dwight R.; Irwin, Scott H. - In: Applied economic perspectives and policy 38 (2016) 1, pp. 292-317

Persistent link: https://www.econbiz.de/10011616491

Energy futures prices and commodity index investment : new evidence from firm-level position data

Sanders, Dwight R.; Irwin, Scott H. - In: Energy economics 46 (2014), pp. 57-68

Persistent link: https://www.econbiz.de/10011299351