Similar Search Results

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

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

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

Bubbles, froth and facts : another look at the masters hypothesis in commodity futures markets

Sanders, Dwight R.; Irwin, Scott H. - In: Journal of agricultural economics 68 (2017) 2, pp. 345-365

Persistent link: https://www.econbiz.de/10011760621

Contract design : a note on cash settled futures

Manfredo, Mark R. (contributor); … - In: Journal of agricultural & food industrial organization 1 (2003) 1

Persistent link: https://www.econbiz.de/10002028257

Hedgers, funds, and small speculators in the energy futures markets : an analysis of the CFTC's Commitments of Traders reports

Sanders, Dwight R.; Boris, Keith; Manfredo, Mark - In: Energy economics 26 (2004) 3, pp. 425-445

Persistent link: https://www.econbiz.de/10002132603

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