Energy futures prices and commodity index investment: New evidence from firm-level position data
Year of publication: |
2014
|
---|---|
Authors: | Sanders, Dwight R. ; Irwin, Scott H. |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 46.2014, S1, p. 57-57
|
Publisher: |
Elsevier |
Subject: | Bubble | Commodity | Futures market | Index funds | Michael Masters | Energy prices |
Type of publication: | Article |
---|---|
Classification: | D84 - Expectations; Speculations ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; Q13 - Agricultural Markets and Marketing; Cooperatives; Agribusiness ; Q41 - Demand and Supply |
Source: |
-
Testing the Masters Hypothesis in commodity futures markets
Irwin, Scott H., (2012)
-
Bubbles in food commodity markets: Four decades of evidence
Etienne, Xiaoli L., (2014)
-
Cordier, Jean, (2012)
- More ...
-
The Adequacy of Speculation in Agricultural Futures Markets:Too Much of a Good Thing?
Sanders, Dwight R., (2008)
-
A Speculative Bubble in Commodity Futures Prices? Cross-Sectional Evidence
Sanders, Dwight R., (2009)
-
Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)
Irwin, Scott H., (2009)
- More ...