Destabilizing or passive? : The impact of commodity index traders on equilibrium prices
Hang Sun, Jaap. W. B. Bos, Paulo Rodrigues
| Year of publication: |
2023
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| Authors: | Sun, Hang ; Bos, Jaap W. B. ; Rodrigues, Paulo Jorge Maurício |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 83.2023, p. 271-285
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| Subject: | Commodity futures | Futures markets | Index traders | Price volatilities | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Börsenkurs | Share price | Theorie | Theory | Warenbörse | Commodity exchange | Index-Futures | Index futures | Rohstoffpreis | Commodity price | Derivat | Derivative | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.08.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014246680